WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      371,763
COMMITMENTS
 125,794   97,586   83,658  136,544  147,217  345,996  328,461   25,767   43,302

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     -2,914)
  -5,804    1,800    1,112    1,934   -6,201   -2,758   -3,289     -156      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     26.2     22.5     36.7     39.6     93.1     88.4      6.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     100      117      101       64      114      234      272                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       24,709
COMMITMENTS
  14,991      366      615    8,899   22,999   24,505   23,980      204      729

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:       -655)
     -20      -69      153     -838     -739     -705     -655       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.7      1.5      2.5     36.0     93.1     99.2     97.0      0.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        3        2        9       25       16       29                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      229,376
COMMITMENTS
  70,371   54,548   44,000   96,684  112,973  211,055  211,521   18,321   17,855

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      2,466)
    -628     -759    7,805   -2,862   -4,535    4,315    2,511   -1,849      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     23.8     19.2     42.2     49.3     92.0     92.2      8.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      68       58       59       73       82      178      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,458,330
COMMITMENTS
 339,901  228,067  270,564  712,879  776,348  1323344  1274979  134,986  183,351

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     61,476)
  23,210   -4,935   15,240   27,045   46,412   65,495   56,717   -4,019    4,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     15.6     18.6     48.9     53.2     90.7     87.4      9.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      741)
     168      135      140      262      335      517      535                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,202
COMMITMENTS
   1,577        0      161    1,392    4,502    3,130    4,663    2,072      539

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:         76)
     -58        0        0       22       79      -36       79      112       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      0.0      3.1     26.8     86.5     60.2     89.6     39.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        0        1        9       10       20       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      939,247
COMMITMENTS
 272,182   62,047  169,484  433,014  628,813  874,680  860,344   64,567   78,903

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     47,342)
  17,764       58    9,887   15,390   28,863   43,041   38,808    4,301    8,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      6.6     18.0     46.1     66.9     93.1     91.6      6.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      628)
     201      103      139      189      255      465      445                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,999
COMMITMENTS
  17,955    1,987      145        8    5,680   18,108    7,812    2,891   13,187

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      2,534)
   2,221      571       53       -1    1,199    2,273    1,823      261      711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.5      9.5      0.7      0.0     27.0     86.2     37.2     13.8     62.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6       10        3        2       12        9       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      477,751
COMMITMENTS
 138,387   17,769   81,809  211,911  350,525  432,107  450,103   45,644   27,648

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      9,695)
  12,069    1,661    5,055   -6,680    4,191   10,444   10,907     -749   -1,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      3.7     17.1     44.4     73.4     90.4     94.2      9.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     129       31       82       92       92      252      189                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,174,506
COMMITMENTS
 124,812  272,479   34,485  855,697  731,370  1014994  1038334  159,512  136,172

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     21,724)
  20,307    7,597    1,090    2,597   18,203   23,994   26,890   -2,270   -5,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     23.2      2.9     72.9     62.3     86.4     88.4     13.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      37       21       21       84       90      129      124                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,007,376
COMMITMENTS
  48,345  345,389   19,128  797,582  519,584  865,055  884,101  142,321  123,275

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     10,266)
    -259      -76  -12,424   17,036   30,347    4,353   17,847    5,913   -7,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     34.3      1.9     79.2     51.6     85.9     87.8     14.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      13       18       11       77       79       95      103                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      454,013
COMMITMENTS
  96,667   27,197   85,066  225,222  317,709  406,955  429,972   47,058   24,041

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      3,091)
   2,189   -4,068   -3,176    3,927   13,291    2,940    6,047      151   -2,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      6.0     18.7     49.6     70.0     89.6     94.7     10.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      97       43       73       92       85      222      179                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,675
COMMITMENTS
   3,320      617       15    4,690    8,481    8,025    9,113    1,650      562

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:       -555)
     -94      -61       14     -138     -419     -218     -466     -337      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      6.4      0.2     48.5     87.7     82.9     94.2     17.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17        3        1       12       16       30       19                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,991,623
COMMITMENTS
 421,841  661,374   43,829  1359145  1199798  1824815  1905001  166,808   86,622

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      1,945)
  31,904   19,635  -13,914  -13,005    4,061    4,985    9,782   -3,040   -7,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     33.2      2.2     68.2     60.2     91.6     95.7      8.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      68       25       26      154      125      233      165                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,267,812
COMMITMENTS
 625,714  610,937   73,105  2176536  2235892  2875355  2919934  392,457  347,878

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:    -65,699)
 -28,978  -34,248  -22,218  -22,362   17,245  -73,558  -39,221    7,859  -26,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     18.7      2.2     66.6     68.4     88.0     89.4     12.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
      64       75       36      170      174      250      269                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      925,176
COMMITMENTS
 175,865   89,412   18,141  608,268  629,903  802,274  737,456  122,902  187,720

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:    -48,347)
   4,005  -40,104   -1,086  -55,526     -421  -52,607  -41,611    4,260   -6,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      9.7      2.0     65.7     68.1     86.7     79.7     13.3     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      14       11       11       65       64       83       82                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,268,577
COMMITMENTS
 486,516  736,918   88,124  2345293  2164033  2919933  2989075  348,644  279,502

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     53,191)
  58,944  117,629   -9,822   -9,172  -49,101   39,950   58,706   13,241   -5,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     22.5      2.7     71.8     66.2     89.3     91.4     10.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      58       37       31      134      147      205      202                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,412,189
COMMITMENTS
 500,174  300,936  202,513  679,733  877,214  1382420  1380663   29,769   31,526

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     -6,610)
   8,504   18,285  -16,979    1,278   -7,027   -7,197   -5,721      587     -889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     21.3     14.3     48.1     62.1     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      25       16       26       53       58       88       90                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,088
COMMITMENTS
   9,935   17,876    1,354   24,432   19,114   35,720   38,343    8,368    5,745

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      7,405)
     498      329      745    5,727    6,341    6,969    7,414      436       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     40.5      3.1     55.4     43.4     81.0     87.0     19.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      26       14       13       31       31       62       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,175
COMMITMENTS
  19,869   35,751    2,708   48,863   38,227   71,440   76,686   16,735   11,489

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     14,809)
     995      657    1,489   11,453   12,681   13,937   14,827      872      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     40.5      3.1     55.4     43.4     81.0     87.0     19.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      26       14       13       31       31       62       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       42,928
COMMITMENTS
   4,503    2,408      692   35,494   39,147   40,689   42,247    2,239      681

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     12,266)
     353    1,471      692   11,401    9,957   12,446   12,120     -180      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      5.6      1.6     82.7     91.2     94.8     98.4      5.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        4        1       21       13       26       17                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       23,584
COMMITMENTS
  15,806   20,834    1,598    5,914    1,073   23,318   23,505      266       79

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      2,119)
     238      131    1,157      650      792    2,045    2,080       74       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     88.3      6.8     25.1      4.5     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      16       13        1        4        2       21       15                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 09/15/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      102,290
COMMITMENTS
  12,117   27,685   37,214   52,936   37,121  102,267  102,020       23      270

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      7,343)
     -72   -8,366    3,348    4,070   12,372    7,346    7,354       -3      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     27.1     36.4     51.8     36.3    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        5        1        3       10       10       15                  



Updated September 18, 2020