WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      520,547
COMMITMENTS
 127,693   81,261  185,910  173,667  201,957  487,271  469,128   33,276   51,419

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     56,031)
  13,743   -8,897   33,033    4,738   26,179   51,514   50,316    4,517    5,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     15.6     35.7     33.4     38.8     93.6     90.1      6.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     131      104      124       94      134      292      301                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED 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:     -4,177)
    -794       31     -188   -3,240   -4,325   -4,222   -4,482       45      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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
OPTION AND FUTURES COMBINED 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:      263,344
COMMITMENTS
  73,257   42,764   66,867  101,791  132,574  241,915  242,205   21,429   21,138

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     24,336)
   4,368   -8,627   14,499    3,935   18,790   22,802   24,663    1,534     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8     16.2     25.4     38.7     50.3     91.9     92.0      8.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      82       53       65       84       95      201      184                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,974,057
COMMITMENTS
 385,104  132,200  555,912  850,569  1038851  1791585  1726963  182,472  247,094

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     94,215)
  25,816  -17,900   41,953   11,842   70,263   79,612   94,317   14,603     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5      6.7     28.2     43.1     52.6     90.8     87.5      9.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      830)
     203      147      190      351      399      657      644                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        5,683
COMMITMENTS
   1,998       22      238    1,340    4,550    3,576    4,811    2,107      872

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        -10)
     157       18      -52     -265     -118     -161     -152      151      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.2      0.4      4.2     23.6     80.1     62.9     84.7     37.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        1        3        8        9       23       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:    1,273,728
COMMITMENTS
 313,210   42,275  350,232  529,593  788,524  1193035  1181032   80,693   92,697

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     83,303)
  15,755   -3,653   28,259   29,784   64,328   73,799   88,934    9,504   -5,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6      3.3     27.5     41.6     61.9     93.7     92.7      6.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      707)
     249      124      210      228      283      566      547                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      525,540
COMMITMENTS
 121,610   19,998  128,420  237,496  352,305  487,526  500,724   38,015   24,817

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      8,049)
 -13,143    1,494   10,482   13,634   -2,647   10,973    9,329   -2,923   -1,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      3.8     24.4     45.2     67.0     92.8     95.3      7.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     115       46       99       97       93      261      205                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,349,248
COMMITMENTS
  98,238  332,386  105,428  976,489  739,554  1180155  1177369  169,093  171,879

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     59,977)
  -8,764   15,067   30,377   50,879  -11,847   72,492   33,596  -12,515   26,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     24.6      7.8     72.4     54.8     87.5     87.3     12.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      31       29       40       96      100      150      146                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:      526,287
COMMITMENTS
 121,640   15,214  121,720  228,336  359,592  471,697  496,525   54,591   29,762

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     27,253)
   9,306   -2,301    8,530    6,273   20,724   24,109   26,953    3,144      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      2.9     23.1     43.4     68.3     89.6     94.3     10.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     116       32       78      101      103      246      191                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       10,535
COMMITMENTS
   3,601      678      359    4,497    8,857    8,457    9,894    2,078      641

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        369)
      48       61       96     -131      292       13      448      356      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.2      6.4      3.4     42.7     84.1     80.3     93.9     19.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      19        3        3       16       18       36       24                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,994,176
COMMITMENTS
 458,279  697,886   22,128  1343873  1178154  1824280  1898168  169,896   96,008

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:    -25,588)
   4,747   37,818  -18,826  -18,339  -52,048  -32,418  -33,056    6,830    7,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     35.0      1.1     67.4     59.1     91.5     95.2      8.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      67       30       24      150      122      225      168                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    3,802,758
COMMITMENTS
 642,605  537,503  287,457  2460605  2587447  3390667  3412408  412,091  390,350

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     56,701)
 -30,599   18,154   42,239   50,403  -33,920   62,043   26,473   -5,342   30,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     14.1      7.6     64.7     68.0     89.2     89.7     10.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
      79       71       80      198      186      320      294                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:    3,297,259
COMMITMENTS
 386,533  809,245  146,332  2440159  2055026  2973023  3010603  324,235  286,656

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:   -139,367)
-109,175   49,908  -10,435   -7,727 -164,707 -127,337 -125,234  -12,030  -14,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     24.5      4.4     74.0     62.3     90.2     91.3      9.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      53       40       48      148      152      220      221                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,331,637
COMMITMENTS
 433,699  278,330  222,736  650,770  800,600  1307205  1301666   24,432   29,971

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:   -167,714)
 -72,363  -30,299   -2,425  -86,736 -132,343 -161,525 -165,067   -6,189   -2,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.6     20.9     16.7     48.9     60.1     98.2     97.7      1.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      21       20       28       56       59       91       93                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       43,041
COMMITMENTS
  16,704   17,359      501   18,528   19,556   35,733   37,416    7,308    5,625

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      5,851)
   4,882      -11     -137    1,386    5,931    6,131    5,782     -280       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.8     40.3      1.2     43.0     45.4     83.0     86.9     17.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       20       11       31       26       64       52                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       86,082
COMMITMENTS
  33,409   34,717    1,003   37,055   39,112   71,467   74,832   14,615   11,250

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     11,702)
   9,764      -22     -274    2,772   11,861   12,262   11,565     -560      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.8     40.3      1.2     43.0     45.4     83.0     86.9     17.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       20       11       31       26       64       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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