WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      460,359
COMMITMENTS
 133,924   86,874  141,946  156,378  180,790  432,248  409,610   28,110   50,749

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:     24,889)
  19,159  -12,653    8,809   -2,992   25,405   24,976   21,561      -87    3,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1     18.9     30.8     34.0     39.3     93.9     89.0      6.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     117      118      114       80      125      268      294                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED 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:       30,928
COMMITMENTS
  16,485    1,063      892   13,417   27,960   30,794   29,915      134    1,013

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:        798)
   2,881       36       30   -1,574      724    1,336      790     -538        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.3      3.4      2.9     43.4     90.4     99.6     96.7      0.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        3        2       10       24       18       28                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      241,042
COMMITMENTS
  69,808   60,667   39,834  109,392  122,955  219,034  223,457   22,009   17,586

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:    -18,321)
   6,151  -17,929  -10,953  -12,229   12,478  -17,032  -16,405   -1,290   -1,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0     25.2     16.5     45.4     51.0     90.9     92.7      9.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      82       51       60       83       82      192      171                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,722,881
COMMITMENTS
 312,416  220,948  454,812  771,224  818,187  1538452  1493947  184,429  228,934

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:     -7,574)
   3,412  -69,717   30,163  -27,429   28,208    6,147  -11,345  -13,720    3,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     12.8     26.4     44.8     47.5     89.3     86.7     10.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      783)
     175      154      167      336      361      609      593                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        5,436
COMMITMENTS
   1,631       14      266    1,456    4,487    3,353    4,767    2,083      669

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:        222)
     201        2       -5     -125      202       71      200      151       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0      0.3      4.9     26.8     82.5     61.7     87.7     38.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        1        2       10       11       23       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:    1,033,542
COMMITMENTS
 244,959   48,867  268,454  447,678  639,209  961,090  956,530   72,452   77,012

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:     67,988)
  50,251   -5,973   23,576   -8,530   43,637   65,296   61,239    2,692    6,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7      4.7     26.0     43.3     61.8     93.0     92.5      7.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      649)
     223      117      182      211      250      530      469                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      492,985
COMMITMENTS
 115,660   18,705   98,463  231,525  347,192  445,648  464,360   47,337   28,625

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:      6,612)
   7,819   -9,828    3,572   -8,830   15,736    2,561    9,481    4,051   -2,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      3.8     20.0     47.0     70.4     90.4     94.2      9.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     119       38       87       99       96      259      195                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,275,583
COMMITMENTS
  93,783  266,218   97,857  902,648  752,955  1094288  1117029  181,294  158,553

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:    -39,865)
 -17,447    8,389  -49,140   24,605   10,490  -41,983  -30,261    2,118   -9,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     20.9      7.7     70.8     59.0     85.8     87.6     14.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      29       29       39       84       93      134      140                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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:    1,018,568
COMMITMENTS
  41,696  363,673   38,778  796,591  486,828  877,065  889,279  141,503  129,289

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:   -152,382)
 -29,997    5,841  -70,246  -26,035  -94,407 -126,278 -158,812  -26,104    6,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED 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:      491,520
COMMITMENTS
  78,311   41,917  119,423  244,613  301,535  442,347  462,875   49,173   28,644

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:      7,797)
   6,198   -7,522   13,571  -14,564    1,227    5,205    7,276    2,592      521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      8.5     24.3     49.8     61.3     90.0     94.2     10.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      89       52       93      104      100      240      213                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       10,614
COMMITMENTS
   3,684      586      248    4,786    9,050    8,718    9,883    1,896      730

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:        335)
     197       -5       -2       53      307      248      300       87       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7      5.5      2.3     45.1     85.3     82.1     93.1     17.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      19        3        2       13       18       33       22                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    2,050,080
COMMITMENTS
 427,257  636,919   66,780  1387611  1252522  1881648  1956221  168,432   93,859

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:    -83,811)
  12,355  -17,843   -5,623  -74,352  -46,662  -67,620  -70,128  -16,192  -13,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     31.1      3.3     67.7     61.1     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      66       29       29      161      124      241      168                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    3,808,388
COMMITMENTS
 642,983  637,894  336,129  2436349  2439651  3415461  3413674  392,927  394,715

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:   -201,944)
  -5,515   63,867  -65,145  -77,651 -155,280 -148,311 -156,559  -53,633  -45,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     16.7      8.8     64.0     64.1     89.7     89.6     10.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
      71       73       80      197      191      313      299                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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 TRADER 
    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       13       66       68       85       86                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    3,390,412
COMMITMENTS
 462,380  613,442  192,219  2397302  2277634  3051902  3083295  338,510  307,117

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:   -214,367)
  -8,871  112,536  -82,388  -97,313 -233,383 -188,573 -203,235  -25,794  -11,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     18.1      5.7     70.7     67.2     90.0     90.9     10.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      59       38       50      143      149      225      214                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,360,929
COMMITMENTS
 482,609  269,164  200,951  649,764  857,666  1333324  1327781   27,605   33,148

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 TRADER 
    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+
OPTION AND FUTURES COMBINED 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:       41,278
COMMITMENTS
  12,134   16,485    1,259   19,487   16,672   32,880   34,416    8,397    6,862

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:     -1,198)
    -798     -845      461   -1,031     -956   -1,368   -1,339      170      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4     39.9      3.0     47.2     40.4     79.7     83.4     20.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       12       11       32       26       61       47                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       82,555
COMMITMENTS
  24,269   32,970    2,517   38,975   33,344   65,761   68,832   16,794   13,724

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:     -2,396)
  -1,596   -1,689      923   -2,063   -1,912   -2,736   -2,678      340      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4     39.9      3.0     47.2     40.4     79.7     83.4     20.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       12       11       32       26       61       47                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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