WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      464,516
COMMITMENTS
 113,951   90,157  152,877  168,929  175,778  435,757  418,812   28,759   45,704

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -29,057)
  -6,998   -3,317  -19,496   -2,124   -6,411  -28,618  -29,224     -439      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     19.4     32.9     36.4     37.8     93.8     90.2      6.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     104      116      116       89      124      272      286                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       25,477
COMMITMENTS
  15,029      160      838    9,058   23,611   24,925   24,609      552      868

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        182)
    -605      -52       33      563      247       -9      227      191      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.0      0.6      3.3     35.6     92.7     97.8     96.6      2.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        1        4       13       26       22       30                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      239,008
COMMITMENTS
  68,889   51,391   52,368   97,855  113,784  219,113  217,543   19,895   21,465

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -10,287)
    -730    2,519   -8,775     -832   -5,491  -10,337  -11,747       50    1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8     21.5     21.9     40.9     47.6     91.7     91.0      8.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      74       53       59       83       88      187      175                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,879,842
COMMITMENTS
 359,287  150,100  513,959  838,726  968,588  1711973  1632647  167,869  247,195

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -32,464)
  -1,410  -12,316  -24,188      921   10,688  -24,677  -25,816   -7,787   -6,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1      8.0     27.3     44.6     51.5     91.1     86.9      8.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      808)
     195      149      185      345      382      645      623                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,693
COMMITMENTS
   1,841        4      291    1,605    4,668    3,737    4,962    1,956      731

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        -60)
      18      -14      -19      188     -125      188     -158     -248       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.3      0.1      5.1     28.2     82.0     65.6     87.2     34.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        2        3        9       10       23       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,190,425
COMMITMENTS
 297,455   45,928  321,973  499,809  724,196  1119237  1092098   71,189   98,328

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -28,016)
  12,756   -1,010  -34,887   -1,784    6,323  -23,915  -29,574   -4,102    1,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0      3.9     27.0     42.0     60.8     94.0     91.7      6.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      682)
     232      123      200      225      275      547      527                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,788
COMMITMENTS
  21,895    1,498      142       18    6,680   22,055    8,320    2,733   16,468

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        521)
   1,102     -483       29       16     -312    1,147     -766     -626    1,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.3      6.0      0.6      0.1     26.9     89.0     33.6     11.0     66.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        4        4       15       10       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      517,491
COMMITMENTS
 134,754   18,505  117,938  223,862  354,952  476,553  491,395   40,938   26,096

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -10,703)
  -8,088   -1,208    3,769      -58  -11,645   -4,377   -9,085   -6,326   -1,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0      3.6     22.8     43.3     68.6     92.1     95.0      7.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     121       44      102       93       93      258      208                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,289,270
COMMITMENTS
 107,002  317,320   75,051  925,610  751,402  1107663  1143773  181,608  145,498

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -45,578)
  -5,622   31,292  -34,169  -16,835  -44,268  -56,626  -47,145   11,047    1,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     24.6      5.8     71.8     58.3     85.9     88.7     14.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      32       27       35       97       97      146      142                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      992,118
COMMITMENTS
  52,200  341,371    2,581  781,057  531,219  835,838  875,171  156,280  116,947

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:         10)
    -877    6,068   -4,307    1,492     -753   -3,692    1,008    3,702     -998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     34.4      0.3     78.7     53.5     84.2     88.2     15.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      12       17        9       75       78       90      101                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      499,034
COMMITMENTS
 112,335   17,515  113,190  222,063  338,868  447,588  469,573   51,446   29,461

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -40,809)
   2,313   -1,923  -22,029  -22,432  -19,540  -42,148  -43,492    1,339    2,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5      3.5     22.7     44.5     67.9     89.7     94.1     10.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
     111       35       80       97       99      236      192                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,166
COMMITMENTS
   3,553      617      263    4,628    8,565    8,444    9,445    1,723      721

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -271)
     -77        9      -61     -177     -325     -315     -377       44      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.9      6.1      2.6     45.5     84.3     83.1     92.9     16.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      19        2        2       14       16       33       20                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,019,765
COMMITMENTS
 453,532  660,068   40,954  1362212  1230202  1856698  1931224  163,067   88,540

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -11,832)
  -3,216  -51,755   -9,110    5,246   51,862   -7,080   -9,003   -4,752   -2,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     32.7      2.0     67.4     60.9     91.9     95.6      8.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      65       32       24      150      126      228      169                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,746,057
COMMITMENTS
 673,204  519,349  245,218  2410202  2621367  3328624  3385935  417,433  360,122

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,582)
  33,811  -14,174  -48,713   15,659   63,241      756      354    1,826    2,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     13.9      6.5     64.3     70.0     88.9     90.4     11.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
      80       59       71      197      192      308      291                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      900,709
COMMITMENTS
 168,252   43,350   17,969  589,225  647,471  775,446  708,790  125,263  191,919

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      9,965)
 -20,051  -14,595    7,261   20,652   16,273    7,862    8,939    2,103    1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      4.8      2.0     65.4     71.9     86.1     78.7     13.9     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      12        9        9       68       62       84       76                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,436,626
COMMITMENTS
 495,708  759,338  156,767  2447886  2219733  3100360  3135837  336,265  300,789

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -56,389)
   9,389   57,013  -73,687   19,994  -57,411  -44,304  -74,084  -12,085   17,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     22.1      4.6     71.2     64.6     90.2     91.2      9.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      64       32       47      152      156      236      215                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,499,350
COMMITMENTS
 506,062  308,629  225,161  737,506  932,943  1468729  1466733   30,621   32,617

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     43,587)
   4,426    3,039   14,174   26,430   28,865   45,030   46,078   -1,443   -2,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     20.6     15.0     49.2     62.2     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      23       14       23       55       58       86       87                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       37,190
COMMITMENTS
  11,822   17,370      639   17,141   13,626   29,602   31,634    7,588    5,556

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,155)
   3,119       24      128     -849    2,567    2,398    2,720     -243     -565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.8     46.7      1.7     46.1     36.6     79.6     85.1     20.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       16       11       26       20       53       44                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       74,379
COMMITMENTS
  23,645   34,739    1,277   34,283   27,251   59,204   63,267   15,175   11,112

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      4,309)
   6,238       48      256   -1,698    5,135    4,796    5,439     -487   -1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.8     46.7      1.7     46.1     36.6     79.6     85.1     20.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       16       11       26       20       53       44                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       35,549
COMMITMENTS
   3,840    2,278        0   29,603   32,631   33,443   34,909    2,106      640

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,487)
    -172      334        0    1,698      913    1,526    1,247      -39      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      6.4      0.0     83.3     91.8     94.1     98.2      5.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        0       16       11       19       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,432
COMMITMENTS
  16,272   18,226       62    3,878    2,133   20,212   20,421      220       11

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -758)
    -704   -1,834       24     -104    1,060     -784     -750       26       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    79.6     89.2      0.3     19.0     10.4     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      21       11        2        3        2       25       14                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      122,350
COMMITMENTS
  12,467   11,717   56,575   53,281   53,790  122,323  122,082       27      268

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     10,295)
       0   -8,818    9,705      580    9,408   10,285   10,295       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      9.6     46.2     43.5     44.0    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 October 02, 2020