WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      367,282
COMMITMENTS
 136,783   93,838   75,641  128,818  151,247  341,242  320,726   26,040   46,556

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:      9,034)
  18,126   -6,383   -5,030   -3,777   18,023    9,319    6,610     -285    2,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     25.5     20.6     35.1     41.2     92.9     87.3      7.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     107      106       86       60      114      217      265                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       29,583
COMMITMENTS
  15,964    1,245      662   12,823   26,663   29,449   28,570      134    1,013

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:        778)
   2,373      207      232   -1,289      331    1,316      770     -538        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0      4.2      2.2     43.3     90.1     99.5     96.6      0.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        4        2       10       24       18       28                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      223,722
COMMITMENTS
  73,550   60,726   25,691  103,963  120,412  203,204  206,829   20,518   16,893

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:    -22,618)
   6,217  -17,618  -14,325  -13,116   11,286  -21,224  -20,657   -1,394   -1,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     27.1     11.5     46.5     53.8     90.8     92.4      9.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      81       52       50       72       81      176      165                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,381,162
COMMITMENTS
 309,604  248,353  254,165  671,953  703,002  1235722  1205520  145,440  175,642

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:    -37,230)
   6,938  -71,700   14,176  -42,131   19,435  -21,017  -38,089  -16,213      859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     18.0     18.4     48.7     50.9     89.5     87.3     10.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      710)
     150      130      132      263      319      494      512                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,131
COMMITMENTS
   1,706        0      121    1,255    4,385    3,082    4,506    2,049      625

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:        231)
     181        0        4     -120      189       65      193      166       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      0.0      2.4     24.5     85.5     60.1     87.8     39.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      13        0        1        9       10       22       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      871,449
COMMITMENTS
 248,463   56,454  159,647  400,443  588,581  808,553  804,682   62,896   66,767

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:     27,504)
  45,946   -2,811   -4,645  -15,394   29,074   25,907   21,618    1,597    5,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      6.5     18.3     46.0     67.5     92.8     92.3      7.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     205       86      132      183      229      451      403                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       16,372
COMMITMENTS
  13,768      858      239       16    4,136   14,023    5,233    2,349   11,139

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.1      5.2      1.5      0.1     25.3     85.7     32.0     14.3     68.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        4        2       10        9       17                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      455,674
COMMITMENTS
 119,666   18,003   74,469  215,654  335,567  409,789  428,039   45,885   27,635

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:        609)
   8,838   -9,112   -1,316  -10,790   14,016   -3,268    3,588    3,877   -2,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      4.0     16.3     47.3     73.6     89.9     93.9     10.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
     122       32       82       91       87      248      181                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,136,086
COMMITMENTS
  99,071  263,843   30,117  836,903  695,327  966,091  989,287  169,995  146,799

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:    -64,267)
 -17,672   10,327  -63,260   15,886   -1,037  -65,046  -53,970      779  -10,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     23.2      2.7     73.7     61.2     85.0     87.1     15.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      35       19       21       74       86      117      118                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,018,564
COMMITMENTS
  41,696  363,673   38,778  796,591  486,828  877,065  889,279  141,499  129,285

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:   -152,365)
 -29,997    5,841  -70,246  -26,035  -94,407 -126,278 -158,812  -26,087    6,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     35.7      3.8     78.2     47.8     86.1     87.3     13.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      11       20       13       76       73       94       99                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      445,510
COMMITMENTS
  89,777   42,495   85,094  225,380  290,925  400,251  418,514   45,259   26,996

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:        265)
   4,852   -6,418    7,135  -13,414     -312   -1,427      405    1,692     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      9.5     19.1     50.6     65.3     89.8     93.9     10.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      85       49       81       98       90      227      192                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,103
COMMITMENTS
   3,561      659        1    4,725    8,735    8,287    9,395    1,816      708

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:        195)
     110      -45      -45       59      249      124      159       71       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      6.5      0.0     46.8     86.5     82.0     93.0     18.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      17        4        1       10       16       28       20                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,047,506
COMMITMENTS
 427,073  636,910   65,618  1387199  1251374  1879890  1953902  167,616   93,604

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:    -85,812)
  12,211  -17,871   -6,666  -74,732  -47,671  -69,187  -72,208  -16,625  -13,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     31.1      3.2     67.8     61.1     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      66       28       28      161      123      240      166                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,363,599
COMMITMENTS
 640,679  654,156  126,830  2221280  2211200  2988789  2992186  374,810  371,413

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:   -206,656)
   4,197   90,011  -74,400  -81,105 -175,729 -151,308 -160,118  -55,348  -46,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     19.4      3.8     66.0     65.7     88.9     89.0     11.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      67       72       42      169      176      258      268                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,000,189
COMMITMENTS
 164,403  132,441   31,208  690,894  625,138  886,505  788,787  113,684  211,402

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:    -87,394)
  -8,209  -40,064     -698  -62,238  -68,958  -71,145 -109,720  -16,249   22,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     13.2      3.1     69.1     62.5     88.6     78.9     11.4     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      15        9       12       66       68       85       85                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,246,416
COMMITMENTS
 460,160  621,164  108,146  2344079  2214216  2912385  2943526  334,031  302,890

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:   -251,186)
  -8,676  111,868 -109,145 -107,708 -243,323 -225,529 -240,600  -25,657  -10,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     19.1      3.3     72.2     68.2     89.7     90.7     10.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      56       40       33      136      145      208      202                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,360,904
COMMITMENTS
 482,609  269,179  200,936  649,754  857,666  1333299  1327781   27,605   33,123

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:   -167,688)
 -88,780  -75,207    1,969  -77,337  -93,138 -164,148 -166,376   -3,540   -1,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     19.8     14.8     47.7     63.0     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      22       22       30       51       55       90       90                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,003
COMMITMENTS
  12,071   16,485    1,205   19,426   16,639   32,702   34,329    8,301    6,674

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:     -1,241)
    -807     -845      455   -1,049     -963   -1,401   -1,353      160      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     40.2      2.9     47.4     40.6     79.8     83.7     20.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       12       10       31       26       60       46                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,005
COMMITMENTS
  24,142   32,970    2,410   38,852   33,277   65,404   68,657   16,601   13,348

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:     -2,482)
  -1,613   -1,689      909   -2,097   -1,926   -2,801   -2,706      319      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     40.2      2.9     47.4     40.6     79.8     83.7     20.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       12       10       31       26       60       46                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       31,334
COMMITMENTS
   4,212    1,508        0   24,883   29,035   29,095   30,543    2,239      791

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:     -2,759)
     321     -298        0   -3,532   -2,595   -3,211   -2,893      452      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      4.8      0.0     79.4     92.7     92.9     97.5      7.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        0       17       10       22       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,577
COMMITMENTS
  15,922   20,930       55    5,402      518   21,379   21,503      198       74

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:        311)
     364      273      -10      -55        0      299      263       12       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.8     97.0      0.3     25.0      2.4     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      18       12        1        4        1       23       13                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       92,820
COMMITMENTS
  12,039   36,893   31,144   49,617   24,502   92,800   92,539       20      281

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:     16,797)
     664   16,862      741   15,395     -766   16,800   16,837       -3      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     39.7     33.6     53.5     26.4    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        1        3        9       10       14                  



Updated September 04, 2020