WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      409,883
COMMITMENTS
 132,563   95,292  101,578  144,850  166,077  378,991  362,947   30,892   46,936

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     28,783)
  10,424     -489   10,482    3,789   14,363   24,695   24,356    4,088    4,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     23.2     24.8     35.3     40.5     92.5     88.5      7.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
     114      103       96       69      127      234      281                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,300
COMMITMENTS
  14,235      191      650    5,818   19,286   20,703   20,127      597    1,173

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,516)
     174      -13      -95   -2,640   -2,713   -2,561   -2,821       45      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.8      0.9      3.1     27.3     90.5     97.2     94.5      2.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        2        3        9       23       17       26                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      234,349
COMMITMENTS
  77,748   43,174   45,728   91,093  125,552  214,569  214,454   19,780   19,895

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     11,419)
   6,568   -8,716    5,814   -2,195   14,797   10,187   11,895    1,232     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     18.4     19.5     38.9     53.6     91.6     91.5      8.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      82       49       57       69       90      180      173                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,550,416
COMMITMENTS
 394,070  168,396  292,142  727,896  896,542  1414108  1357080  136,308  193,336

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     36,503)
  27,171  -16,611    3,621     -242   49,232   30,550   36,242    5,953      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     10.9     18.8     46.9     57.8     91.2     87.5      8.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      762)
     175      129      146      262      354      523      560                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,351
COMMITMENTS
   2,075       45       17    1,188    4,455    3,280    4,517    2,071      834

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        -30)
     155       30      -84     -243     -108     -172     -162      142      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8      0.8      0.3     22.2     83.3     61.3     84.4     38.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        1        1        7        8       22        9                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,023,352
COMMITMENTS
 310,432   53,149  184,590  459,622  705,966  954,644  943,705   68,708   79,647

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     39,106)
  11,984   -5,427      827   19,709   47,610   32,520   43,010    6,586   -3,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      5.2     18.0     44.9     69.0     93.3     92.2      6.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      651)
     228       93      158      196      268      493      474                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,967
COMMITMENTS
  23,102    1,765      226       22    7,357   23,350    9,348    3,617   17,619

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      2,179)
   1,207      267       84        4      677    1,295    1,028      884    1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.7      6.5      0.8      0.1     27.3     86.6     34.7     13.4     65.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        8        3        5       16       11       26                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      470,998
COMMITMENTS
 133,840   19,352   92,021  208,429  335,682  434,290  447,055   36,708   23,943

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        364)
  -8,294    1,387    3,949    7,774   -3,624    3,429    1,712   -3,065   -1,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      4.1     19.5     44.3     71.3     92.2     94.9      7.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
     122       35       90       89       85      250      188                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,198,071
COMMITMENTS
  99,621  329,933   37,131  906,028  674,930  1042780  1041994  155,291  156,077

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     11,652)
  -8,694   12,855    6,095   32,491  -27,168   29,892   -8,218  -18,240   19,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     27.5      3.1     75.6     56.3     87.0     87.0     13.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      32       27       20       79       88      121      125                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      979,708
COMMITMENTS
  55,332  321,673    3,645  777,016  531,303  835,993  856,621  143,715  123,087

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:    -12,409)
   3,132  -19,698    1,064   -4,041       84      155  -18,550  -12,564    6,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     32.8      0.4     79.3     54.2     85.3     87.4     14.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      13       18       11       78       80       95      105                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      452,711
COMMITMENTS
 123,079   17,701   72,650  208,130  335,737  403,859  426,088   48,852   26,623

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     14,314)
   8,486   -1,494      414    3,297   16,052   12,197   14,972    2,117     -658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      3.9     16.0     46.0     74.2     89.2     94.1     10.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
     112       33       64       88       91      227      169                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,026
COMMITMENTS
   3,633      741      102    4,322    8,579    8,057    9,422    1,969      604

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        351)
      38       72       87     -127      275       -2      434      353      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2      7.4      1.0     43.1     85.6     80.4     94.0     19.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17        4        2       15       16       34       21                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,988,403
COMMITMENTS
 457,168  696,781   18,330  1343312  1178015  1818810  1893126  169,593   95,277

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:    -28,781)
   4,002   37,800  -21,771  -18,273  -51,846  -36,042  -35,817    7,261    7,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     35.0      0.9     67.6     59.2     91.5     95.2      8.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      68       28       18      150      122      222      164                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,249,451
COMMITMENTS
 628,446  558,933   71,072  2161726  2253425  2861244  2883430  388,207  366,021

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:    -37,969)
 -39,892   19,171    8,084       94  -92,470  -31,714  -65,215   -6,255   27,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     17.2      2.2     66.5     69.3     88.1     88.7     11.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
      67       76       44      165      164      257      259                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      898,902
COMMITMENTS
 167,036   46,628   18,044  588,112  644,789  773,192  709,461  125,710  189,441

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,807)
  -1,216    3,278       75   -1,113   -2,682   -2,254      671      447   -2,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      5.2      2.0     65.4     71.7     86.0     78.9     14.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      12       11       10       70       64       87       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,155,992
COMMITMENTS
 384,946  806,853   76,474  2374150  1992156  2835570  2875483  320,422  280,509

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:   -131,181)
-106,709   47,433  -11,644   -1,764 -152,181 -120,117 -116,392  -11,064  -14,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     25.6      2.4     75.2     63.1     89.8     91.1     10.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      50       42       30      140      141      202      201                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,331,620
COMMITMENTS
 433,699  278,339  222,727  650,762  800,600  1307188  1301666   24,432   29,954

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:   -167,711)
 -72,363  -30,299   -2,425  -86,734 -132,343 -161,522 -165,067   -6,189   -2,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     20.9     16.7     48.9     60.1     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      21       20       28       56       59       91       93                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       42,881
COMMITMENTS
  16,678   17,359      454   18,512   19,536   35,643   37,348    7,238    5,533

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      5,857)
   4,883      -11     -138    1,389    5,935    6,134    5,786     -277       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     40.5      1.1     43.2     45.6     83.1     87.1     16.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       20       10       30       25       63       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,762
COMMITMENTS
  33,355   34,717      908   37,023   39,071   71,286   74,696   14,476   11,066

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     11,713)
   9,765      -22     -276    2,778   11,869   12,267   11,571     -554      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     40.5      1.1     43.2     45.6     83.1     87.1     16.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       20       10       30       25       63       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       35,887
COMMITMENTS
   4,531    1,936        0   29,282   32,913   33,813   34,849    2,074    1,038

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        338)
     691     -342        0     -321      282      370      -60      -32      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      5.4      0.0     81.6     91.7     94.2     97.1      5.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        0       16       10       19       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,586
COMMITMENTS
  15,791   19,113      164    4,416    1,276   20,371   20,553      215       33

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        154)
    -481      887      102      538     -857      159      132       -5       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.7     92.8      0.8     21.5      6.2     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      18       12        2        3        2       22       15                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      131,243
COMMITMENTS
  13,305    9,851   63,810   54,111   57,421  131,226  131,082       17      161

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      8,893)
     838   -1,866    7,235      830    3,631    8,903    9,000      -10     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      7.5     48.6     41.2     43.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        5        1        3       10       11       15                  



Updated October 09, 2020