WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   373,461:   123,051    104,245     91,814    135,794    134,133    350,659    330,192:    22,802     43,269
Old  :   345,946:   117,980    101,723     80,937    127,765    124,829    326,682    307,489:    19,264     38,457
Other:    27,515:    11,728      9,179      4,220      8,029      9,304     23,977     22,703:     3,538      4,812
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :   -16,039:     4,438      2,356    -11,350     -8,777     -9,800    -15,689    -18,794:      -350      2,755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       27.9       24.6       36.4       35.9       93.9       88.4:       6.1       11.6
Old  :     100.0:      34.1       29.4       23.4       36.9       36.1       94.4       88.9:       5.6       11.1
Other:     100.0:      42.6       33.4       15.3       29.2       33.8       87.1       82.5:      12.9       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:        95        108         95         76        110        235        260:
Old  :       342:        96        108         91         71        110        225        258:
Other:       128:        30         24         12         32         53         69         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       12.8       25.1       22.3       13.9       10.2       23.3       17.2
Old  :                 14.4       13.5       25.5       22.5       13.8       11.0       23.5       18.0
Other:                 34.8       35.0       52.2       49.4       29.2       30.3       42.2       41.8
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    29,562:    17,077        420         70     12,240     28,121     29,387     28,611:       175        951
Old  :    29,562:    17,077        420         70     12,240     28,121     29,387     28,611:       175        951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     1,585:       560        154       -415      1,355      1,560      1,500      1,299:        85        286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.8        1.4        0.2       41.4       95.1       99.4       96.8:       0.6        3.2
Old  :     100.0:      57.8        1.4        0.2       41.4       95.1       99.4       96.8:       0.6        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         6          2          1         10         23         17         25:
Old  :        31:         6          2          1         10         23         17         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       42.5       87.6       63.0       58.2       40.3       64.3       52.2
Old  :                 63.5       42.5       87.6       63.0       58.2       40.3       64.3       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   261,941:    65,224     80,924     55,532    120,517    107,806    241,273    244,262:    20,668     17,679
Old  :   254,659:    66,851     80,580     51,413    116,894    106,632    235,158    238,625:    19,501     16,034
Other:     7,282:     1,991      3,962        501      3,623      1,174      6,115      5,637:     1,167      1,645
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    13,180:     6,208         98      9,789     -3,332      3,340     12,665     13,227:       515        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       30.9       21.2       46.0       41.2       92.1       93.3:       7.9        6.7
Old  :     100.0:      26.3       31.6       20.2       45.9       41.9       92.3       93.7:       7.7        6.3
Other:     100.0:      27.3       54.4        6.9       49.8       16.1       84.0       77.4:      16.0       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        71         65         56         77         74        179        169:
Old  :       252:        75         62         52         76         74        177        165:
Other:        72:         7         15          6         15         36         28         53:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       20.7       24.9       30.3       11.7       16.9       18.7       24.4
Old  :                 15.0       21.3       25.4       31.1       12.0       17.7       19.0       25.4
Other:                 48.6       47.4       67.4       60.2       48.5       44.4       67.3       56.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,523,220:   266,621    365,475    306,902    781,581    669,334  1,355,104  1,341,711:   168,116    181,509
Old  :   541,335:   231,504    223,397     19,112    227,767    246,375    478,383    488,884:    62,952     52,451
Other:   981,885:   235,824    342,785     87,083    553,814    422,959    876,721    852,827:   105,164    129,058
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    25,477:     6,886      6,051     26,663    -11,250     -9,897     22,299     22,817:     3,178      2,660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       24.0       20.1       51.3       43.9       89.0       88.1:      11.0       11.9
Old  :     100.0:      42.8       41.3        3.5       42.1       45.5       88.4       90.3:      11.6        9.7
Other:     100.0:      24.0       34.9        8.9       56.4       43.1       89.3       86.9:      10.7       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       729:       138        155        162        304        308        550        546:
Old  :       585:       111        119         22        177        219        296        352:
Other:       647:       132        129        103        247        270        438        452:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       10.2       18.9       17.0       11.3        8.3       17.4       13.7
Old  :                 16.2       13.9       27.0       22.9       14.0       13.8       24.9       22.3
Other:                 16.7       11.6       24.3       19.4       15.9       11.5       21.5       19.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     4,271:     2,029          0        114        744      3,427      2,887      3,541:     1,384        730
Old  :     4,271:     2,029          0        114        744      3,427      2,887      3,541:     1,384        730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       -53:      -179          0          0         -6         29       -185         29:       132        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5        0.0        2.7       17.4       80.2       67.6       82.9:      32.4       17.1
Old  :     100.0:      47.5        0.0        2.7       17.4       80.2       67.6       82.9:      32.4       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        14          0          2          6         10         20         12:
Old  :        27:        14          0          2          6         10         20         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       56.8       48.0       76.7       32.6       55.6       46.7       73.6
Old  :                 32.6       56.8       48.0       76.7       32.6       55.6       46.7       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   837,841:   199,966     78,467    173,708    407,505    525,796    781,179    777,971:    56,662     59,870
Old  :    66,664:    20,732      9,359        470     38,495     49,275     59,697     59,104:     6,967      7,560
Other:   771,177:   190,384     80,258    162,088    369,010    476,521    721,482    718,867:    49,695     52,310
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    19,074:       851      7,046      3,283     17,343      8,323     21,477     18,652:    -2,403        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        9.4       20.7       48.6       62.8       93.2       92.9:       6.8        7.1
Old  :     100.0:      31.1       14.0        0.7       57.7       73.9       89.5       88.7:      10.5       11.3
Other:     100.0:      24.7       10.4       21.0       47.9       61.8       93.6       93.2:       6.4        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       520:       165         94        152        184        207        419        399:
Old  :       258:        56         41          5         60        113        119        156:
Other:       514:       162         95        142        169        201        396        386:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       19.6       18.6       30.7        8.5       17.4       14.3       26.9
Old  :                 32.0       28.3       48.7       41.8       30.8       28.3       47.5       41.8
Other:                 11.3       20.3       19.9       31.4        9.2       18.9       15.5       29.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   444,915:    90,770     45,007     81,723    235,239    291,474    407,732    418,204:    37,183     26,711
Old  :    87,416:    15,125     13,843      3,524     62,122     63,559     80,771     80,926:     6,645      6,490
Other:   357,499:    88,273     43,792     65,571    173,117    227,915    326,961    337,278:    30,538     20,221
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     6,614:    16,655    -12,835     -7,721     -4,575     29,024      4,359      8,468:     2,255     -1,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       10.1       18.4       52.9       65.5       91.6       94.0:       8.4        6.0
Old  :     100.0:      17.3       15.8        4.0       71.1       72.7       92.4       92.6:       7.6        7.4
Other:     100.0:      24.7       12.2       18.3       48.4       63.8       91.5       94.3:       8.5        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        89         63         94         94         82        239        206:
Old  :       169:        37         34         23         62         56        112        103:
Other:       275:        93         61         82         81         69        216        181:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       30.0       19.8       39.3        8.6       23.9       14.6       30.2
Old  :                 37.2       22.7       49.3       37.1       33.2       18.5       42.4       30.6
Other:                 12.0       33.6       19.8       44.2       11.4       32.2       18.6       38.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,060,693:   129,355    224,483     12,109    759,147    694,006    900,611    930,598:   160,082    130,095
Old  : 1,060,693:   129,355    224,483     12,109    759,147    694,006    900,611    930,598:   160,082    130,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    16,280:    14,272      1,102      2,137      3,253     12,082     19,662     15,321:    -3,382        959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       21.2        1.1       71.6       65.4       84.9       87.7:      15.1       12.3
Old  :     100.0:      12.2       21.2        1.1       71.6       65.4       84.9       87.7:      15.1       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        40         21         19         77         88        124        121:
Old  :       180:        40         21         19         77         88        124        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       27.3       37.1       40.7       21.1       23.8       30.8       34.1
Old  :                 26.1       27.3       37.1       40.7       21.1       23.8       30.8       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,036,337:    59,107    406,661      4,518    825,432    529,722    889,057    940,901:   147,280     95,436
Old  : 1,036,337:    59,107    406,661      4,518    825,432    529,722    889,057    940,901:   147,280     95,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    -5,515:     2,420       -713        147     -8,130     -8,698     -5,563     -9,264:        48      3,749
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       39.2        0.4       79.6       51.1       85.8       90.8:      14.2        9.2
Old  :     100.0:       5.7       39.2        0.4       79.6       51.1       85.8       90.8:      14.2        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        13         18         10         82         77         98        102:
Old  :       136:        13         18         10         82         77         98        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       32.8       37.1       47.4       17.7       31.4       30.1       45.9
Old  :                 24.2       32.8       37.1       47.4       17.7       31.4       30.1       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   433,462:    81,385     74,801     62,149    244,169    270,329    387,703    407,279:    45,759     26,183
Old  :    94,058:    21,651     15,151      2,502     55,341     67,426     79,494     85,079:    14,564      8,979
Other:   339,404:    71,144     71,060     48,237    188,828    202,903    308,209    322,200:    31,195     17,204
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    12,880:     3,539      2,940      2,254      5,207      6,528     11,000     11,722:     1,880      1,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       17.3       14.3       56.3       62.4       89.4       94.0:      10.6        6.0
Old  :     100.0:      23.0       16.1        2.7       58.8       71.7       84.5       90.5:      15.5        9.5
Other:     100.0:      21.0       20.9       14.2       55.6       59.8       90.8       94.9:       9.2        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        73         67         70        116         91        224        200:
Old  :       186:        36         26         14         92         63        136         96:
Other:       260:        70         63         59        101         72        201        168:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       28.5       20.9       36.3       11.8       24.1       16.8       30.4
Old  :                 14.2       31.6       24.6       41.4       14.2       30.1       23.4       39.3
Other:                 15.1       28.3       22.6       37.0       13.5       23.5       19.8       31.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,095:     3,251        502        368      4,895      8,259      8,514      9,129:     1,581        966
Old  :    10,095:     3,251        502        368      4,895      8,259      8,514      9,129:     1,581        966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :      -280:      -203         -8        -11       -107       -206       -321       -225:        41        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        5.0        3.6       48.5       81.8       84.3       90.4:      15.7        9.6
Old  :     100.0:      32.2        5.0        3.6       48.5       81.8       84.3       90.4:      15.7        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        24          5          6         15         16         42         25:
Old  :        53:        24          5          6         15         16         42         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       61.2       59.9       80.0       48.4       60.7       59.9       78.5
Old  :                 48.4       61.2       59.9       80.0       48.4       60.7       59.9       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,120,532:   464,789    673,547     12,234  1,466,632  1,337,355  1,943,655  2,023,136:   176,877     97,396
Old  : 2,120,532:   464,789    673,547     12,234  1,466,632  1,337,355  1,943,655  2,023,136:   176,877     97,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    24,342:    34,872    -30,149     -1,439     -9,454     49,938     23,979     18,350:       363      5,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       31.8        0.6       69.2       63.1       91.7       95.4:       8.3        4.6
Old  :     100.0:      21.9       31.8        0.6       69.2       63.1       91.7       95.4:       8.3        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        65         31         19        148        128        219        172:
Old  :       297:        65         31         19        148        128        219        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       28.8       26.2       42.6       14.8       25.5       24.3       38.1
Old  :                 15.5       28.8       26.2       42.6       14.8       25.5       24.3       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,424,335:   739,518    710,474     42,567  2,228,669  2,315,253  3,010,754  3,068,294:   413,581    356,041
Old  : 3,424,335:   739,518    710,474     42,567  2,228,669  2,315,253  3,010,754  3,068,294:   413,581    356,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     3,760:    -7,797     21,266    -19,755     26,529      2,032     -1,023      3,543:     4,783        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       20.7        1.2       65.1       67.6       87.9       89.6:      12.1       10.4
Old  :     100.0:      21.6       20.7        1.2       65.1       67.6       87.9       89.6:      12.1       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:        66         73         40        174        183        262        274:
Old  :       389:        66         73         40        174        183        262        274:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       24.2       26.9       35.2       13.4       17.4       21.3       26.4
Old  :                 18.5       24.2       26.9       35.2       13.4       17.4       21.3       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   985,350:   171,261    163,311     12,077    699,821    611,821    883,159    787,209:   102,191    198,141
Old  :   985,350:   171,261    163,311     12,077    699,821    611,821    883,159    787,209:   102,191    198,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     9,426:    -2,878     -2,442        358     16,227      3,622     13,707      1,538:    -4,281      7,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       16.6        1.2       71.0       62.1       89.6       79.9:      10.4       20.1
Old  :     100.0:      17.4       16.6        1.2       71.0       62.1       89.6       79.9:      10.4       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        13         10          8         68         73         83         89:
Old  :       112:        13         10          8         68         73         83         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       27.9       47.0       36.1       32.3       27.7       45.9       34.4
Old  :                 32.6       27.9       47.0       36.1       32.3       27.7       45.9       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,463,898:   551,151    595,974     47,864  2,544,508  2,553,927  3,143,523  3,197,765:   320,375    266,133
Old  : 3,463,898:   551,151    595,974     47,864  2,544,508  2,553,927  3,143,523  3,197,765:   320,375    266,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :   -11,339:    24,741    -25,396     10,314    -53,542      5,955    -18,487     -9,127:     7,148     -2,212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       17.2        1.4       73.5       73.7       90.8       92.3:       9.2        7.7
Old  :     100.0:      15.9       17.2        1.4       73.5       73.7       90.8       92.3:       9.2        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:        61         38         30        143        168        216        224:
Old  :       305:        61         38         30        143        168        216        224:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       21.5       41.6       35.5       27.8       21.5       35.5       33.6
Old  :                 32.3       21.5       41.6       35.5       27.8       21.5       35.5       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,690,358:   710,563    401,350    203,590    752,201  1,049,780  1,666,354  1,654,720:    24,004     35,638
Old  : 1,690,358:   710,563    401,350    203,590    752,201  1,049,780  1,666,354  1,654,720:    24,004     35,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     7,047:       654    -11,876    -11,678     17,157     29,236      6,133      5,682:       914      1,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       23.7       12.0       44.5       62.1       98.6       97.9:       1.4        2.1
Old  :     100.0:      42.0       23.7       12.0       44.5       62.1       98.6       97.9:       1.4        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        23         20         34         55         57         99         92:
Old  :       110:        23         20         34         55         57         99         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       39.2       56.2       55.9       41.0       32.8       46.1       43.4
Old  :                 46.1       39.2       56.2       55.9       41.0       32.8       46.1       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    39,745:    13,287     17,660        177     19,717     14,210     33,181     32,047:     6,565      7,699
Old  :    39,745:    13,287     17,660        177     19,717     14,210     33,181     32,047:     6,565      7,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :      -280:      -883       -202       -160        413         96       -630       -266:       350        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       44.4        0.4       49.6       35.8       83.5       80.6:      16.5       19.4
Old  :     100.0:      33.4       44.4        0.4       49.6       35.8       83.5       80.6:      16.5       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        23         18          8         32         27         58         50:
Old  :        92:        23         18          8         32         27         58         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       45.8       44.8       56.2       31.9       45.8       44.5       56.2
Old  :                 32.1       45.8       44.8       56.2       31.9       45.8       44.5       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    79,490:    26,574     35,320        353     39,434     28,420     66,361     64,093:    13,129     15,397
Old  :    79,490:    26,574     35,320        353     39,434     28,420     66,361     64,093:    13,129     15,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :      -559:    -1,766       -404       -319        826        192     -1,259       -531:       700        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       44.4        0.4       49.6       35.8       83.5       80.6:      16.5       19.4
Old  :     100.0:      33.4       44.4        0.4       49.6       35.8       83.5       80.6:      16.5       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        23         18          8         32         27         58         50:
Old  :        92:        23         18          8         32         27         58         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       45.8       44.8       56.2       31.9       45.8       44.5       56.2
Old  :                 32.1       45.8       44.8       56.2       31.9       45.8       44.5       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    34,847:     5,007      1,381          0     27,392     32,686     32,399     34,067:     2,448        780
Old  :    34,847:     5,007      1,381          0     27,392     32,686     32,399     34,067:     2,448        780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    -1,073:      -303          0          0     -1,113       -818     -1,416       -818:       343       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        4.0        0.0       78.6       93.8       93.0       97.8:       7.0        2.2
Old  :     100.0:      14.4        4.0        0.0       78.6       93.8       93.0       97.8:       7.0        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          2          0         16          8         20         10:
Old  :        27:         4          2          0         16          8         20         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       83.7       71.2       97.1       49.4       78.6       69.4       92.0
Old  :                 49.4       83.7       71.2       97.1       49.4       78.6       69.4       92.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    24,109:    15,209     23,145        436      8,199        495     23,844     24,076:       265         33
Old  :    24,109:    15,209     23,145        436      8,199        495     23,844     24,076:       265         33
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       732:       800        739          0        -72          0        728        739:         4         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       96.0        1.8       34.0        2.1       98.9       99.9:       1.1        0.1
Old  :     100.0:      63.1       96.0        1.8       34.0        2.1       98.9       99.9:       1.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        18         15          2          4          1         24         16:
Old  :        37:        18         15          2          4          1         24         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.1       73.3       89.2       90.3       66.1       72.1       87.1       89.1
Old  :                 66.1       73.3       89.2       90.3       66.1       72.1       87.1       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, July 21, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    70,484:    11,120     19,124     25,118     34,222     25,505     70,460     69,747:        24        737
Old  :    70,484:    11,120     19,124     25,118     34,222     25,505     70,460     69,747:        24        737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       838:         0       -101        837          0         87        837        823:         1         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       27.1       35.6       48.6       36.2      100.0       99.0:       0.0        1.0
Old  :     100.0:      15.8       27.1       35.6       48.6       36.2      100.0       99.0:       0.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          4          1          3          9         11         13:
Old  :        22:         7          4          1          3          9         11         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.8       92.2       98.7       97.1       56.2       56.5       64.2       61.4
Old  :                 88.8       92.2       98.7       97.1       56.2       56.5       64.2       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 24, 2020