WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      353,551
COMMITMENTS
  86,658   84,816   85,253  153,473  143,819  325,384  313,888   28,167   39,663

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     -6,057)
  -5,760   -3,028   -1,495     -553   -2,138   -7,808   -6,661    1,751      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     24.0     24.1     43.4     40.7     92.0     88.8      8.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     108       85      106       80      100      246      245                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       13,919
COMMITMENTS
   1,960    3,290      458   10,922    9,839   13,340   13,587      579      332

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:       -212)
    -175      173      -87      204     -258      -58     -172     -154      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     23.6      3.3     78.5     70.7     95.8     97.6      4.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        2        8       13       14       17                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      225,465
COMMITMENTS
  81,738   49,746   42,170   81,475  113,373  205,383  205,289   20,082   20,176

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:      1,619)
     243      499    1,638     -802   -2,019    1,079      118      540    1,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     22.1     18.7     36.1     50.3     91.1     91.1      8.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      80       50       63       67       82      176      172                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,379,770
COMMITMENTS
 368,776  103,275  201,409  692,567  891,581  1262752  1196265  117,018  183,505

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:       -694)
  -1,573   -8,440    1,670   -4,667    3,021   -4,570   -3,749    3,876    3,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      7.5     14.6     50.2     64.6     91.5     86.7      8.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      778)
     157      106      137      314      384      547      571                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,603
COMMITMENTS
   1,093      319       27    1,284    2,597    2,404    2,943    2,199    1,660

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        123)
      40       26      -21       30      -36       49      -31       74      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      6.9      0.6     27.9     56.4     52.2     63.9     47.8     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        4        2       10        7       22       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      660,472
COMMITMENTS
 138,867   77,813   98,885  375,002  414,361  612,754  591,059   47,718   69,413

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:      5,483)
  -4,249      452    3,523    5,559     -684    4,833    3,291      650    2,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     11.8     15.0     56.8     62.7     92.8     89.5      7.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      556)
     132      114      126      197      251      406      429                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,738
COMMITMENTS
  18,303      633       51        7    7,631   18,361    8,315    2,377   12,423

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:       -652)
       0      -18       -4       -3   -1,019       -7   -1,041     -645      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.3      3.1      0.2      0.0     36.8     88.5     40.1     11.5     59.9

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 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      383,919
COMMITMENTS
  88,212   47,675   62,730  207,333  250,015  358,275  360,420   25,644   23,499

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:       -229)
  -1,596    5,983      638    1,490   -8,509      532   -1,888     -761    1,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     12.4     16.3     54.0     65.1     93.3     93.9      6.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      94       58       79      108      100      245      204                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,208,307
COMMITMENTS
 125,136  213,407   14,884  878,006  801,553  1018026  1029844  190,281  178,463

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:    -30,573)
 -21,121    6,550   -5,964    3,862  -26,082  -23,223  -25,496   -7,350   -5,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     17.7      1.2     72.7     66.3     84.3     85.2     15.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      27       34       16       86      101      120      144                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,243,050
COMMITMENTS
  75,957  370,722    9,932  997,118  720,221  1083007  1100875  160,043  142,175

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     -3,448)
     917   -6,106   -8,938   11,107   11,028    3,086   -4,016   -6,534      568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     29.8      0.8     80.2     57.9     87.1     88.6     12.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      15       25       15       94       86      118      117                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      365,082
COMMITMENTS
  78,062   64,252   60,265  179,344  211,702  317,671  336,219   47,411   28,863

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:      3,397)
  -2,358   -3,205    7,781   -4,948   -2,054      475    2,522    2,922      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     17.6     16.5     49.1     58.0     87.0     92.1     13.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      68       65       75      111       84      227      188                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,405
COMMITMENTS
   1,788    1,810       71    5,207    5,654    7,066    7,535    1,339      870

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        334)
     680     -212       18     -315      691      383      497      -49     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     21.5      0.8     62.0     67.3     84.1     89.6     15.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16       12        5       14       15       33       30                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,925,826
COMMITMENTS
 381,770  412,171   33,937  1359060  1346429  1774767  1792537  151,059  133,289

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     -2,760)
   2,647    8,415  -12,570    3,660     -567   -6,263   -4,722    3,503    1,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     21.4      1.8     70.6     69.9     92.2     93.1      7.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      50       49       30      145      151      205      220                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,934,302
COMMITMENTS
 780,822  719,601   83,095  2732956  2564796  3596873  3367492  337,429  566,810

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     -8,608)
 -46,864   21,338  -15,540   74,827   -1,738   12,423    4,060  -21,031  -12,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     18.3      2.1     69.5     65.2     91.4     85.6      8.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      448)
      57       97       46      197      225      281      341                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,441,200
COMMITMENTS
 222,142  135,911    4,404  1090610  1025267  1317156  1165582  124,044  275,618

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:    -15,191)
   3,708   10,435      126  -15,205   -7,034  -11,371    3,527   -3,820  -18,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      9.4      0.3     75.7     71.1     91.4     80.9      8.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      15       24       11       80      103      104      129                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,563,947
COMMITMENTS
 442,132  589,555  118,788  2713555  2427696  3274475  3136039  289,472  427,908

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     12,811)
  -5,565  117,492  -10,804   40,040  -89,452   23,671   17,236  -10,860   -4,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     16.5      3.3     76.1     68.1     91.9     88.0      8.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      45       61       33      147      176      206      256                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,118,976
COMMITMENTS
  59,411  145,465  182,713  852,761  756,956  1094885  1085134   24,091   33,842

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     57,857)
   5,557   13,283    2,129   50,804   39,422   58,490   54,834     -633    3,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     13.0     16.3     76.2     67.6     97.8     97.0      2.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       7       22       23       53       66       78       95                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,942
COMMITMENTS
  12,393   20,793    1,023   25,477   20,533   38,893   42,349    9,050    5,594

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:    -12,591)
  -3,714   -1,264   -1,545   -5,589   -9,589  -10,848  -12,398   -1,743     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     43.4      2.1     53.1     42.8     81.1     88.3     18.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       21        7       35       24       70       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,884
COMMITMENTS
  24,785   41,586    2,046   50,954   41,065   77,785   84,697   18,099   11,187

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:    -25,181)
  -7,427   -2,527   -3,090  -11,178  -19,178  -21,695  -24,795   -3,486     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     43.4      2.1     53.1     42.8     81.1     88.3     18.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       21        7       35       24       70       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       37,579
COMMITMENTS
   8,794      431        0   26,038   36,560   34,832   36,991    2,747      588

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:     -7,417)
     -74     -244     -146   -6,864   -6,799   -7,084   -7,189     -333     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      1.1      0.0     69.3     97.3     92.7     98.4      7.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        1        0       18       12       27       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       28,142
COMMITMENTS
  18,190   24,338    1,726    7,791    2,016   27,707   28,080      435       62

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:    -10,997)
 -10,242   -8,872      706      -40   -1,384   -9,576   -9,550   -1,421   -1,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.6     86.5      6.1     27.7      7.2     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      27       11        2        4        1       33       12                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 09/21/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      154,887
COMMITMENTS
  28,473   50,900   50,434   75,976   53,505  154,883  154,839        4       48

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:      4,391)
     460   -3,180    4,309     -380    3,282    4,389    4,411        2      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     32.9     32.6     49.1     34.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        8        1        4       14       11       22                  



Updated September 24, 2021