WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      390,322
COMMITMENTS
 137,475   90,681   84,150  138,516  174,604  360,141  349,435   30,181   40,887

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:      7,363)
  14,092   10,930     -596   -5,535     -908    7,961    9,426     -598   -2,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     23.2     21.6     35.5     44.7     92.3     89.5      7.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     120       89      114       87      110      269      266                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,345
COMMITMENTS
   6,988    1,009    1,911   11,850   17,903   20,749   20,823      596      522

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:       -747)
  -2,155      136      254    1,174     -982     -727     -592      -20     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      4.7      9.0     55.5     83.9     97.2     97.6      2.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        3        6       17       14       21                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      229,763
COMMITMENTS
  82,477   40,844   36,063   89,242  132,778  207,782  209,685   21,981   20,078

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     -1,074)
   4,925    4,011   -8,789    1,331    4,944   -2,533      166    1,459   -1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     17.8     15.7     38.8     57.8     90.4     91.3      9.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      76       38       57       71       90      174      167                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,435,341
COMMITMENTS
 432,298   86,452  199,737  683,412  954,405  1315447  1240594  119,894  194,747

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     11,220)
  20,095   -4,192     -251   -5,958   14,735   13,886   10,292   -2,666      928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      6.0     13.9     47.6     66.5     91.6     86.4      8.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      802)
     181      101      152      338      401      603      592                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,660
COMMITMENTS
   1,159      317       74    1,127    2,995    2,360    3,386    2,300    1,274

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:        175)
     215       40       -2       49       -7      262       31      -87      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      6.8      1.6     24.2     64.3     50.6     72.7     49.4     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        3        2        9        6       22       10                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      665,803
COMMITMENTS
 182,539   66,135   94,036  343,275  443,868  619,850  604,039   45,953   61,764

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:      5,796)
    -596    5,396   -4,202   10,405    4,512    5,607    5,706      189       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      9.9     14.1     51.6     66.7     93.1     90.7      6.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      557)
     154       89      117      185      253      397      420                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,121
COMMITMENTS
  17,669    1,235      306        4   10,182   17,979   11,723    7,142   13,398

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:       -177)
    -120       38      -54        0      373     -174      357       -3     -534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.3      4.9      1.2      0.0     40.5     71.6     46.7     28.4     53.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        4        3        2       21        9       28                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      436,726
COMMITMENTS
 102,911   38,345   85,945  214,451  285,336  403,307  409,626   33,419   27,100

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:      1,240)
    -359   -1,541     -277      585    1,876      -51       58    1,291    1,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      8.8     19.7     49.1     65.3     92.3     93.8      7.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      95       43       73       92      101      228      192                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,214,382
COMMITMENTS
 144,224  224,429   20,408  865,340  791,975  1029972  1036812  184,410  177,570

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     16,103)
   7,082   -8,350    1,114    8,403   21,118   16,599   13,882     -496    2,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     18.5      1.7     71.3     65.2     84.8     85.4     15.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      27       38       26       93       96      134      146                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,319,742
COMMITMENTS
 119,649  366,996   51,926  997,296  749,447  1168871  1168369  150,871  151,373

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     45,777)
   6,482    5,902   20,894   18,449   13,827   45,825   40,623      -48    5,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     27.8      3.9     75.6     56.8     88.6     88.5     11.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      16       27       19       92       88      121      121                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      367,632
COMMITMENTS
  84,323   29,376   46,709  189,483  267,283  320,515  343,368   47,117   24,264

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:      4,991)
  -3,390   -5,479    4,198      981    5,837    1,789    4,556    3,202      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      8.0     12.7     51.5     72.7     87.2     93.4     12.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      74       46       69      107       92      216      180                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,668
COMMITMENTS
   1,312    1,407       95    4,578    5,198    5,985    6,700    1,683      968

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:        126)
      63      -90        1       41      199      105      110       21       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     18.3      1.2     59.7     67.8     78.1     87.4     21.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        8        2       12       13       23       23                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,972,471
COMMITMENTS
 418,052  387,855   40,732  1360604  1403902  1819388  1832489  153,083  139,982

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:      7,710)
  -6,947   -2,516    3,205    7,377    4,782    3,635    5,471    4,075    2,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     19.7      2.1     69.0     71.2     92.2     92.9      7.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      52       38       28      151      152      209      212                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,067,729
COMMITMENTS
 895,445  750,229   66,044  2741764  2676374  3703253  3492647  364,476  575,082

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     -8,667)
  27,624   -8,783  -19,453  -10,309   28,180   -2,138      -56   -6,529   -8,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     18.4      1.6     67.4     65.8     91.0     85.9      9.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      450)
      60      101       53      200      224      293      345                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,500,864
COMMITMENTS
 217,690  127,907   42,570  1108556  1045379  1368816  1215856  132,048  285,008

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     49,356)
   2,304   16,966   28,364    9,871   -7,126   40,539   38,204    8,817   11,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      8.5      2.8     73.9     69.7     91.2     81.0      8.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      17       25       17       79       97      106      129                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,505,732
COMMITMENTS
 447,419  449,501  117,996  2627057  2500090  3192472  3067587  313,260  438,145

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     67,749)
  24,099  -19,777   27,826    6,714   59,636   58,639   67,685    9,110       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     12.8      3.4     74.9     71.3     91.1     87.5      8.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      47       56       38      145      180      215      251                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,009,693
COMMITMENTS
  56,245  139,334  175,677  755,222  659,653  987,144  974,664   22,549   35,029

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     20,165)
    -898      476    5,955   18,207   14,778   23,264   21,209   -3,099   -1,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     13.8     17.4     74.8     65.3     97.8     96.5      2.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      11       22       24       53       60       79       92                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,963
COMMITMENTS
  21,125   23,098    1,067   23,108   23,650   45,300   47,815    8,663    6,148

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     -3,416)
  -2,322    1,096     -331     -634   -3,747   -3,287   -2,983     -129     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     42.8      2.0     42.8     43.8     83.9     88.6     16.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      34       21       11       33       30       69       60                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,925
COMMITMENTS
  42,250   46,196    2,134   46,215   47,299   90,599   95,629   17,326   12,296

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     -6,831)
  -4,643    2,191     -662   -1,268   -7,494   -6,573   -5,965     -258     -866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     42.8      2.0     42.8     43.8     83.9     88.6     16.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      34       21       11       33       30       69       60                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       40,563
COMMITMENTS
   8,226      885        0   29,740   39,046   37,966   39,931    2,597      632

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:       -528)
     -19       37        0     -391     -448     -410     -411     -118     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      2.2      0.0     73.3     96.3     93.6     98.4      6.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        2        0       19       12       27       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       38,045
COMMITMENTS
  24,150   34,283      254   13,166    3,400   37,570   37,937      475      108

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     -1,704)
   3,667   -1,750       29   -5,382        0   -1,686   -1,721      -18       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     90.1      0.7     34.6      8.9     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      36       13        2        5        1       42       15                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 08/17/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      130,521
COMMITMENTS
  26,609   36,854   45,849   58,061   47,751  130,519  130,454        2       67

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:      6,711)
     -52    7,298      149    6,618     -732    6,715    6,715       -4       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     28.2     35.1     44.5     36.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        8        1        4       13       11       21                  



Updated August 20, 2021