WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      464,439
COMMITMENTS
 108,604   71,248  161,081  163,160  187,743  432,845  420,072   31,594   44,367

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     39,702)
  10,765   -1,457   20,648    5,646   18,092   37,059   37,283    2,643    2,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     15.3     34.7     35.1     40.4     93.2     90.4      6.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     129       81      133       90      114      280      279                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       23,664
COMMITMENTS
   9,582      657      741   12,318   21,425   22,641   22,823    1,022      840

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -377)
     544     -727      -13   -1,146        2     -615     -738      238      361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.5      2.8      3.1     52.1     90.5     95.7     96.4      4.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        2        3        7       16       16       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      247,412
COMMITMENTS
  69,847   33,259   63,280   93,974  129,228  227,100  225,767   20,312   21,645

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     17,764)
   7,182     -142    8,379    1,059    8,282   16,620   16,519    1,144    1,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     13.4     25.6     38.0     52.2     91.8     91.3      8.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      71       46       71       86       92      193      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,992,118
COMMITMENTS
 383,778   60,066  583,605  853,451  1110338  1820834  1754010  171,284  238,109

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     15,396)
  11,335   -3,893   19,168  -14,013   -4,849   16,490   10,426   -1,094    4,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      3.0     29.3     42.8     55.7     91.4     88.0      8.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      842)
     196      111      198      412      456      702      689                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,687
COMMITMENTS
     876      218      260    1,233    3,023    2,369    3,501    2,318    1,186

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -197)
     -89      -88       33      -14     -390      -69     -445     -128      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      4.6      5.6     26.3     64.5     50.5     74.7     49.5     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        3        8        7       17       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      867,297
COMMITMENTS
 147,902   63,675  257,791  403,745  473,928  809,439  795,395   57,859   71,902

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:    -17,790)
  -7,561    3,158   -3,762   -2,982  -16,161  -14,306  -16,765   -3,484   -1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      7.3     29.7     46.6     54.6     93.3     91.7      6.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     182      103      174      229      276      483      489                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,766
COMMITMENTS
  16,573    1,377      315        4   10,133   16,892   11,825    7,874   12,941

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -247)
    -173       19       42       -1       12     -132       73     -115     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.9      5.6      1.3      0.0     40.9     68.2     47.7     31.8     52.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        5        4        2       22        9       31                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      504,327
COMMITMENTS
  97,313   38,025  134,799  239,638  303,002  471,751  475,826   32,576   28,501

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -3,851)
   5,123    3,879   -1,387   -7,067   -7,177   -3,332   -4,685     -519      834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      7.5     26.7     47.5     60.1     93.5     94.3      6.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      97       60       85      107      109      255      213                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,369,705
COMMITMENTS
 123,298  222,339   92,441  955,805  867,054  1171543  1181834  198,162  187,871

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     43,766)
  10,093   24,183   13,048   26,926    6,798   50,067   44,029   -6,300     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     16.2      6.7     69.8     63.3     85.5     86.3     14.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      25       39       39      112      112      161      167                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,265,859
COMMITMENTS
 110,729  345,783   28,853  978,494  746,784  1118076  1121420  147,782  144,439

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     30,495)
  -7,083   -8,267   25,983   15,866    7,575   34,766   25,291   -4,271    5,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     27.3      2.3     77.3     59.0     88.3     88.6     11.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      15       25       13       92       91      114      122                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      399,064
COMMITMENTS
  73,503   37,183   68,843  207,719  266,328  350,064  372,354   49,000   26,709

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        449)
    -554    3,614     -731    4,468   -1,957    3,183      926   -2,734     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      9.3     17.3     52.1     66.7     87.7     93.3     12.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      62       58       65      118      101      219      190                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,284
COMMITMENTS
   1,245    1,369      611    4,719    5,360    6,576    7,341    1,708      943

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        593)
      57      -76       93       37      696      187      714      405     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     16.5      7.4     57.0     64.7     79.4     88.6     20.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12        9        6       11       15       26       29                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,987,985
COMMITMENTS
 422,404  407,808   47,734  1370124  1402844  1840262  1858386  147,723  129,599

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     12,259)
  48,933  -20,010    1,157  -44,381   34,420    5,708   15,566    6,551   -3,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2     20.5      2.4     68.9     70.6     92.6     93.5      7.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      47       45       24      149      152      204      213                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,775,254
COMMITMENTS
 871,455  719,975  420,421  3095304  3040870  4387181  4181267  388,073  593,987

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:    114,436)
 -30,503   29,663   56,889   91,887   36,361  118,272  122,913   -3,836   -8,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     15.1      8.8     64.8     63.7     91.9     87.6      8.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
      66      100       86      227      249      345      383                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,458,798
COMMITMENTS
 208,538  117,452   11,867  1109320  1052777  1329725  1182096  129,073  276,702

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:    -29,506)
 -12,365    1,977    7,156  -26,690  -44,030  -31,899  -34,897    2,393    5,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3      8.1      0.8     76.0     72.2     91.2     81.0      8.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      18       20       14       83       94      110      119                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,691,760
COMMITMENTS
 430,515  488,973  216,552  2740059  2556852  3387127  3262377  304,634  429,383

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -8,842)
 -64,540    1,366   26,289   26,579  -21,691  -11,673    5,963    2,830  -14,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     13.2      5.9     74.2     69.3     91.7     88.4      8.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      45       69       59      168      189      251      279                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      972,491
COMMITMENTS
  50,309  146,417  165,986  719,410  625,230  935,705  937,633   36,786   34,858

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:   -113,025)
  -8,378  -38,825  -16,157 -102,681  -58,045 -127,216 -113,027   14,191        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     15.1     17.1     74.0     64.3     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
       8       23       22       53       58       77       88                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       55,525
COMMITMENTS
  24,188   20,913    1,141   21,126   27,252   46,455   49,306    9,071    6,220

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      4,135)
   3,926      444      244     -208    3,521    3,963    4,209      173      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6     37.7      2.1     38.0     49.1     83.7     88.8     16.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      42       18        8       29       31       73       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      111,051
COMMITMENTS
  48,375   41,826    2,282   42,252   54,503   92,910   98,611   18,141   12,439

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      8,270)
   7,853      887      488     -416    7,043    7,925    8,418      345     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6     37.7      2.1     38.0     49.1     83.7     88.8     16.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      42       18        8       29       31       73       55                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       45,128
COMMITMENTS
   8,290      850        0   34,153   43,444   42,443   44,294    2,685      834

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -265)
     204      410        0     -270   -1,291      -66     -881     -199      616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      1.9      0.0     75.7     96.3     94.1     98.2      5.9      1.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       37,693
COMMITMENTS
  22,383   33,959      225   14,611    3,400   37,219   37,584      474      109

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        780)
  -1,016      733       45    1,695        0      724      778       56        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.4     90.1      0.6     38.8      9.0     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      39       11        1        5        1       45       12                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      127,715
COMMITMENTS
  26,984   32,716   45,670   55,043   49,257  127,697  127,643       18       72

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      3,147)
    -760    1,021        0    3,896    2,145    3,136    3,166       11      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     25.6     35.8     43.1     38.6    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 6, 2021