WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      431,266
COMMITMENTS
  78,979   79,800  144,856  176,380  165,141  400,215  389,798   31,052   41,469

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     -3,000)
  -6,240   -3,231      750      568   -1,052   -4,922   -3,534    1,922      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     18.5     33.6     40.9     38.3     92.8     90.4      7.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     120       93      136       93      114      284      282                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       15,142
COMMITMENTS
   3,059    3,290      458   10,922   10,938   14,439   14,686      704      457

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:       -148)
    -113      173      -87      204     -196        4     -110     -152      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     21.7      3.0     72.1     72.2     95.4     97.0      4.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        2        8       13       14       17                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      244,081
COMMITMENTS
  79,595   49,484   55,933   87,331  117,477  222,860  222,894   21,221   21,187

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        321)
     558      573      509   -1,246   -2,282     -179   -1,200      501    1,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.6     20.3     22.9     35.8     48.1     91.3     91.3      8.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      81       51       71       82       86      195      181                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,825,578
COMMITMENTS
 351,731   70,067  502,167  816,396  1023067  1670294  1595301  155,284  230,276

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:      6,094)
  -1,502   -5,611    5,758   -1,975    2,315    2,280    2,461    3,814    3,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      3.8     27.5     44.7     56.0     91.5     87.4      8.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      839)
     189      113      197      407      453      683      692                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,839
COMMITMENTS
   1,054      203      256    1,301    2,676    2,611    3,135    2,228    1,703

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        148)
      41       27       -7       35      -33       68      -13       80      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      4.2      5.3     26.9     55.3     54.0     64.8     46.0     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        4        3       10        8       22       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      857,135
COMMITMENTS
 120,000   70,832  238,963  443,059  466,410  802,023  776,205   55,112   80,930

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     11,875)
  -5,663    2,029    6,335   10,988    1,076   11,659    9,440      216    2,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      8.3     27.9     51.7     54.4     93.6     90.6      6.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      606)
     154      139      186      235      265      493      496                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,738
COMMITMENTS
  18,303      633       51        7    7,631   18,361    8,315    2,377   12,423

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:       -652)
       0      -18       -4       -3   -1,019       -7   -1,041     -645      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.3      3.1      0.2      0.0     36.8     88.5     40.1     11.5     59.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        3        3        2       15        8       21                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      445,944
COMMITMENTS
  81,849   46,656  107,873  228,726  266,838  418,447  421,366   27,497   24,578

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        -54)
  -1,692    6,263    1,511      691   -9,606      509   -1,833     -563    1,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     10.5     24.2     51.3     59.8     93.8     94.5      6.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      91       68       90      118      115      260      230                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,350,143
COMMITMENTS
 118,040  214,738   82,782  949,575  861,917  1150397  1159437  199,746  190,705

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:    -37,336)
 -21,014    4,766   -6,939     -992  -28,638  -28,944  -30,810   -8,391   -6,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     15.9      6.1     70.3     63.8     85.2     85.9     14.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      23       40       37      103      111      149      165                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,243,274
COMMITMENTS
  75,958  370,722    9,954  997,136  720,222  1083047  1100897  160,227  142,377

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     -3,434)
     918   -6,106   -8,916   11,106   11,027    3,107   -3,995   -6,541      561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     29.8      0.8     80.2     57.9     87.1     88.5     12.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      15       25       15       94       87      118      118                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      406,065
COMMITMENTS
  65,286   64,128   87,932  200,435  223,514  353,652  375,574   52,413   30,491

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:      4,505)
  -2,262   -3,403    8,398   -4,460   -1,364    1,676    3,631    2,828      874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     15.8     21.7     49.4     55.0     87.1     92.5     12.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      67       69       81      123      102      243      211                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,888
COMMITMENTS
   1,758    1,823      338    5,438    5,855    7,534    8,017    1,353      871

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        512)
     730     -288      132     -270      832      591      676      -79     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     20.5      3.8     61.2     65.9     84.8     90.2     15.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      15       13        6       15       17       35       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,929,066
COMMITMENTS
 381,791  410,653   36,266  1359506  1348655  1777563  1795574  151,503  133,492

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     -2,743)
   2,495    8,217  -12,396    3,647     -514   -6,254   -4,694    3,511    1,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     21.3      1.9     70.5     69.9     92.1     93.1      7.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      51       48       34      145      152      208      222                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,503,264
COMMITMENTS
 767,981  659,492  388,745  2987673  2859636  4144400  3907873  358,864  595,391

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:    -18,590)
 -75,650    4,863  -26,071   97,946   13,471   -3,776   -7,738  -14,814  -10,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     14.6      8.6     66.3     63.5     92.0     86.8      8.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
      58      100       91      231      249      350      379                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,441,200
COMMITMENTS
 222,142  135,911    4,404  1090610  1025267  1317156  1165582  124,044  275,618

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:    -15,191)
   3,708   10,435      126  -15,205   -7,034  -11,371    3,527   -3,820  -18,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4      9.4      0.3     75.7     71.1     91.4     80.9      8.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      15       24       11       80      103      104      129                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,761,898
COMMITMENTS
 448,234  563,585  234,388  2784788  2526265  3467410  3324238  294,487  437,659

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     71,110)
  -1,561  119,343   13,571   69,482  -58,093   81,492   74,822  -10,383   -3,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     15.0      6.2     74.0     67.2     92.2     88.4      7.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      52       57       52      157      184      234      268                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,118,976
COMMITMENTS
  59,411  145,465  182,713  852,761  756,956  1094885  1085134   24,091   33,842

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     57,857)
   5,557   13,283    2,129   50,804   39,422   58,490   54,834     -633    3,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     13.0     16.3     76.2     67.6     97.8     97.0      2.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       7       22       23       53       66       78       95                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,078
COMMITMENTS
  12,350   20,788    1,113   25,477   20,533   38,939   42,433    9,139    5,646

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:    -12,655)
  -3,720   -1,269   -1,560   -5,612   -9,607  -10,892  -12,437   -1,763     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     43.2      2.3     53.0     42.7     81.0     88.3     19.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       21       11       35       24       71       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,157
COMMITMENTS
  24,699   41,575    2,225   50,954   41,065   77,878   84,865   18,279   11,291

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:    -25,310)
  -7,439   -2,538   -3,121  -11,225  -19,215  -21,784  -24,873   -3,526     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     43.2      2.3     53.0     42.7     81.0     88.3     19.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       21       11       35       24       71       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       37,579
COMMITMENTS
   8,794      431        0   26,038   36,560   34,832   36,991    2,747      588

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     -7,417)
     -74     -244     -146   -6,864   -6,799   -7,084   -7,189     -333     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      1.1      0.0     69.3     97.3     92.7     98.4      7.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        1        0       18       12       27       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       28,142
COMMITMENTS
  18,190   24,338    1,726    7,791    2,016   27,707   28,080      435       62

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:    -10,997)
 -10,242   -8,872      706      -40   -1,384   -9,576   -9,550   -1,421   -1,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.6     86.5      6.1     27.7      7.2     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      27       11        2        4        1       33       12                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      154,887
COMMITMENTS
  28,473   50,900   50,434   75,976   53,505  154,883  154,839        4       48

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:      4,391)
     460   -3,180    4,309     -380    3,282    4,389    4,411        2      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     32.9     32.6     49.1     34.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        8        1        4       14       11       22                  



Updated September 24, 2021