WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      425,045
COMMITMENTS
 138,786  109,082  100,201  155,444  175,299  394,431  384,582   30,614   40,463

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:    -16,188)
   7,864     -815  -22,849   -1,654    9,109  -16,639  -14,555      451   -1,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     25.7     23.6     36.6     41.2     92.8     90.5      7.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     121       87      102       80      114      250      262                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       17,828
COMMITMENTS
  11,699      555    1,449    3,998   15,286   17,146   17,290      682      538

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:        545)
     140      -16      638     -100       18      678      640     -133      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.6      3.1      8.1     22.4     85.7     96.2     97.0      3.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        2        4       14       19       24       23                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      219,918
COMMITMENTS
  70,105   37,950   39,364   89,677  121,001  199,146  198,315   20,772   21,603

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:      4,843)
   7,042   -2,888   -1,161     -468    7,750    5,413    3,701     -570    1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     17.3     17.9     40.8     55.0     90.6     90.2      9.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      70       35       53       74       80      165      154                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,698,687
COMMITMENTS
 594,192   72,629  191,508  762,729  1251088  1548429  1515225  150,258  183,462

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:   -111,720)
 -13,262  -12,080  -44,014  -41,820  -41,965  -99,096  -98,059  -12,624  -13,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0      4.3     11.3     44.9     73.7     91.2     89.2      8.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      839)
     224       89      136      321      413      598      603                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,888
COMMITMENTS
   1,618      112        9    1,209    4,072    2,836    4,193    2,052      695

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:        459)
     175      -11      -15       76      514      236      488      223      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1      2.3      0.2     24.7     83.3     58.0     85.8     42.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        2        1        7        9       18       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      849,061
COMMITMENTS
 301,810   51,177  122,291  357,692  606,156  781,793  779,624   67,268   69,437

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:    -52,269)
  10,857    3,386  -17,759  -39,793  -30,720  -46,695  -45,093   -5,574   -7,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5      6.0     14.4     42.1     71.4     92.1     91.8      7.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      587)
     213       61      129      197      254      460      418                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,674
COMMITMENTS
  12,420      786      934       97    7,564   13,451    9,284    9,223   13,390

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:       -756)
    -518     -111       -4       -9      311     -531      196     -225     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.8      3.5      4.1      0.4     33.4     59.3     40.9     40.7     59.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        3        3        2       15        8       21                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      484,659
COMMITMENTS
 129,305   38,016   77,724  235,680  345,431  442,709  461,171   41,950   23,488

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:    -29,596)
  -7,142   -1,967  -11,483   -6,921  -12,348  -25,546  -25,798   -4,050   -3,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      7.8     16.0     48.6     71.3     91.3     95.2      8.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     122       34       78      109      102      265      194                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,186,492
COMMITMENTS
  74,380  190,997   26,175  938,645  759,609  1039200  976,781  147,292  209,711

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:      1,230)
  -5,325    3,708   -3,646   13,601   -4,111    4,630   -4,049   -3,400    5,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     16.1      2.2     79.1     64.0     87.6     82.3     12.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      23       34       20       94      100      127      144                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,135,496
COMMITMENTS
  63,602  314,430    5,555  934,224  661,437  1003381  981,422  132,115  154,074

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:     -1,150)
   2,334  -14,685      128   -1,878   12,403      584   -2,154   -1,734    1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     27.7      0.5     82.3     58.3     88.4     86.4     11.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      15       22       10       88       88      108      115                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      405,359
COMMITMENTS
 103,992   12,067   55,948  193,345  313,149  353,285  381,164   52,074   24,195

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:     -9,297)
   3,806   -5,210   -5,128   -5,421    3,498   -6,743   -6,840   -2,554   -2,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      3.0     13.8     47.7     77.3     87.2     94.0     12.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      94       30       59      105       93      228      162                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,254
COMMITMENTS
   2,022    1,423      427    5,112    6,805    7,561    8,655    1,693      599

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:        590)
     -62       38      368      -35      442      271      848      319     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     15.4      4.6     55.2     73.5     81.7     93.5     18.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        9        6       10       16       25       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,294,460
COMMITMENTS
 407,822  632,554   23,846  1720277  1526738  2151945  2183138  142,515  111,322

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:     28,798)
  23,563   10,865      502      759   21,685   24,824   33,052    3,974   -4,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     27.6      1.0     75.0     66.5     93.8     95.1      6.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      57       45       21      149      147      214      205                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,994,595
COMMITMENTS
 714,330  658,571  101,148  2874584  2665654  3690062  3425373  304,533  569,222

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:    101,087)
  40,698      546   30,670   27,614   42,430   98,982   73,646    2,105   27,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     16.5      2.5     72.0     66.7     92.4     85.8      7.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      427)
      59       91       54      186      208      276      322                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,462,998
COMMITMENTS
 287,587  160,222   10,152  1044185  1040278  1341924  1210652  121,074  252,346

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:     11,957)
   8,028    7,686   -1,266    3,381    2,808   10,143    9,228    1,814    2,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     11.0      0.7     71.4     71.1     91.7     82.8      8.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      20       20       13       80       89      107      115                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,370,020
COMMITMENTS
 392,216  382,682   86,235  2603900  2521896  3082351  2990813  287,669  379,207

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:     15,062)
  33,626     -157   11,116  -48,986   15,929   -4,244   26,888   19,306  -11,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     11.4      2.6     77.3     74.8     91.5     88.7      8.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      47       57       34      150      175      213      250                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,058,814
COMMITMENTS
  75,851  246,895  198,883  764,115  582,173  1038849  1027951   19,965   30,863

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:     -3,291)
  -9,144    9,008   -3,541   11,297   -8,558   -1,388   -3,091   -1,903     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     23.3     18.8     72.2     55.0     98.1     97.1      1.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      18       13       24       57       58       85       86                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,600
COMMITMENTS
  12,761   16,789    1,363   21,393   21,723   35,516   39,874   10,084    5,727

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:        -17)
     223     -193     -118      452      411      556      100     -573     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     36.8      3.0     46.9     47.6     77.9     87.4     22.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      36       15        9       36       29       73       52                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,200
COMMITMENTS
  25,521   33,577    2,725   42,786   43,445   71,032   79,747   20,168   11,453

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:        -34)
     445     -386     -236      903      821    1,112      199   -1,146     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     36.8      3.0     46.9     47.6     77.9     87.4     22.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      36       15        9       36       29       73       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,716
COMMITMENTS
   6,731      447        0   20,222   28,393   26,953   28,840    2,763      876

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:     -1,108)
     200     -781        0   -1,579     -334   -1,379   -1,115      271        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      1.5      0.0     68.1     95.5     90.7     97.1      9.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        0       16       10       21       11                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       31,345
COMMITMENTS
  17,722   27,065      170   13,043    4,040   30,935   31,275      410       70

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:     -2,261)
     814   -2,269        6   -3,121        0   -2,301   -2,263       40        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     86.3      0.5     41.6     12.9     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      37        6        3        4        1       42        9                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 04/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      168,771
COMMITMENTS
  37,199   22,377   93,135   38,434   53,102  168,768  168,614        3      157

CHANGES FROM 04/20/21 (CHANGE IN OPEN INTEREST:     14,857)
   4,429    3,792    3,602    6,850    7,481   14,881   14,875      -24      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     13.3     55.2     22.8     31.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        8        1        3       13       10       21                  



Updated April 30, 2021