WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      493,573
COMMITMENTS
 120,949   93,475  172,373  171,053  182,188  464,375  448,036   29,198   45,537

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     30,754)
   1,126      431   22,265    5,660    9,068   29,051   31,763    1,703   -1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     18.9     34.9     34.7     36.9     94.1     90.8      5.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     123      115      129       90      127      295      297                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       25,295
COMMITMENTS
  15,634      212      805    8,495   23,365   24,934   24,382      361      913

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -1,026)
    -156       12      -23   -1,004   -1,199   -1,183   -1,210      157      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.8      0.8      3.2     33.6     92.4     98.6     96.4      1.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        2        3       11       24       19       28                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      249,295
COMMITMENTS
  69,619   48,871   61,143   98,687  119,275  229,450  229,290   19,845   20,004

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      3,223)
   2,334   -5,504    3,640   -3,081    3,700    2,892    1,836      331    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     19.6     24.5     39.6     47.8     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      71       58       65       83       89      192      180                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,912,306
COMMITMENTS
 360,697  162,415  538,147  837,806  957,900  1736650  1658462  175,656  253,844

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     74,660)
  20,495  -24,086   29,876   24,091   53,570   74,462   59,360      198   15,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      8.5     28.1     43.8     50.1     90.8     86.7      9.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      812)
     201      147      186      348      384      647      627                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,753
COMMITMENTS
   1,824       18      310    1,417    4,793    3,550    5,120    2,203      633

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        262)
     343       15       -1     -176      197      166      212       97       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7      0.3      5.4     24.6     83.3     61.7     89.0     38.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13        2        3       10       13       25       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,218,442
COMMITMENTS
 284,698   46,938  356,860  501,593  717,873  1143151  1121672   75,290   96,770

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     70,816)
  13,081   -1,680   45,654   11,977   22,423   70,712   66,397      105    4,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      3.9     29.3     41.2     58.9     93.8     92.1      6.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      717)
     238      139      207      221      288      557      554                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,267
COMMITMENTS
  20,793    1,981      113        2    6,992   20,908    9,086    3,359   15,181

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      3,268)
   2,838       -6      -32       -6    1,312    2,800    1,274      468    1,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    85.7      8.2      0.5      0.0     28.8     86.2     37.4     13.8     62.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        8        3        1       15        8       25                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      528,194
COMMITMENTS
 142,842   19,713  114,169  223,920  366,598  480,930  500,480   47,263   27,714

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      4,795)
  10,546    1,318    2,565   -8,484    1,766    4,628    5,649      168     -854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0      3.7     21.6     42.4     69.4     91.1     94.8      8.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     128       38       95       99       97      265      207                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,334,849
COMMITMENTS
 112,624  286,028  109,220  942,445  795,670  1164289  1190917  170,560  143,931

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -2,806)
  -1,716   11,571   -1,248      335   -9,141   -2,629    1,183     -177   -3,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     21.4      8.2     70.6     59.6     87.2     89.2     12.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      34       30       39      101      103      156      151                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      992,108
COMMITMENTS
  53,077  335,303    6,888  779,565  531,972  839,530  874,163  152,578  117,945

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:    -15,269)
   4,732  -10,086  -12,240  -18,017   12,388  -25,525   -9,938   10,256   -5,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     33.8      0.7     78.6     53.6     84.6     88.1     15.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      13       18        8       73       77       88      101                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      539,843
COMMITMENTS
 110,022   19,438  135,219  244,495  358,408  489,736  513,065   50,108   26,778

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     29,810)
  20,568   -6,728   11,656     -557   24,772   31,667   29,700   -1,856      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      3.6     25.0     45.3     66.4     90.7     95.0      9.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     108       47       96      105      101      256      214                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,437
COMMITMENTS
   3,630      608      324    4,804    8,890    8,758    9,823    1,679      614

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:         36)
     250      -58       -7     -140       77      103       12      -67       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8      5.8      3.1     46.0     85.2     83.9     94.1     16.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      20        2        2       14       17       34       21                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,031,596
COMMITMENTS
 456,747  711,823   50,065  1356966  1178340  1863778  1940227  167,818   91,369

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     36,434)
  34,863   50,982    4,426   -2,889  -23,406   36,400   32,001       34    4,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     35.0      2.5     66.8     58.0     91.7     95.5      8.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      68       27       28      151      126      232      168                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,743,475
COMMITMENTS
 639,394  533,523  293,931  2394543  2558127  3327868  3385581  415,607  357,894

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     11,837)
  18,147  -44,124    5,239  -15,588   62,080    7,798   23,195    4,039  -11,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     14.3      7.9     64.0     68.3     88.9     90.4     11.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
      76       68       72      212      200      321      307                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      890,744
COMMITMENTS
 188,303   57,945   10,708  568,573  631,198  767,584  699,851  123,160  190,893

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:    -34,432)
  12,438  -31,467   -7,433  -39,695    1,295  -34,690  -37,605      258    3,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      6.5      1.2     63.8     70.9     86.2     78.6     13.8     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      14       10        9       67       64       85       79                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,493,014
COMMITMENTS
 486,318  702,324  230,454  2427892  2277143  3144664  3209921  348,350  283,093

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     34,592)
    -866  -28,143   39,694      760   24,820   39,588   36,372   -4,996   -1,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     20.1      6.6     69.5     65.2     90.0     91.9     10.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      65       32       51      147      157      234      218                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,455,763
COMMITMENTS
 501,636  305,590  210,987  711,076  904,078  1423699  1420655   32,064   35,108

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     43,550)
   1,462    4,668    8,460   31,333   26,864   41,255   39,992    2,295    3,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5     21.0     14.5     48.8     62.1     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      26       12       24       54       58       86       88                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       35,035
COMMITMENTS
   8,703   17,346      510   17,990   11,058   27,204   28,914    7,831    6,121

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -9,321)
  -1,261     -530     -914   -6,508   -8,095   -8,683   -9,540     -638      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     49.5      1.5     51.3     31.6     77.6     82.5     22.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       16        7       29       20       52       41                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       70,070
COMMITMENTS
  17,407   34,691    1,021   35,981   22,116   54,408   57,828   15,662   12,242

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:    -18,643)
  -2,523   -1,060   -1,829  -13,015  -16,190  -17,367  -19,079   -1,276      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     49.5      1.5     51.3     31.6     77.6     82.5     22.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       16        7       29       20       52       41                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       34,062
COMMITMENTS
   4,012    1,944        0   27,905   31,718   31,917   33,662    2,145      400

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -8,866)
    -491     -464     -692   -7,589   -7,429   -8,772   -8,585      -94     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      5.7      0.0     81.9     93.1     93.7     98.8      6.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        0       16       11       20       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,190
COMMITMENTS
  16,976   20,060       38    3,982    1,073   20,996   21,171      194       19

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -2,394)
   1,170     -774   -1,560   -1,932        0   -2,322   -2,334      -72      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.1     94.7      0.2     18.8      5.1     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      20       10        1        3        2       24       12                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      112,055
COMMITMENTS
  12,467   20,535   46,870   52,701   44,382  112,038  111,787       17      268

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      9,765)
     350   -7,150    9,656     -235    7,261    9,771    9,767       -6       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     18.3     41.8     47.0     39.6    100.0     99.8      0.0      0.2

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



Updated September 25, 2020