WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 28, 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  :   372,308:   121,339    104,681     91,351    135,169    132,639    347,859    328,671:    24,449     43,637
Old  :   343,649:   117,300    104,504     78,362    127,194    122,351    322,856    305,217:    20,793     38,432
Other:    28,659:    13,375      9,513      3,653      7,975     10,288     25,003     23,454:     3,656      5,205
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    -1,153:    -1,712        436       -463       -625     -1,494     -2,800     -1,521:     1,647        368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       28.1       24.5       36.3       35.6       93.4       88.3:       6.6       11.7
Old  :     100.0:      34.1       30.4       22.8       37.0       35.6       93.9       88.8:       6.1       11.2
Other:     100.0:      46.7       33.2       12.7       27.8       35.9       87.2       81.8:      12.8       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:        93        105         98         74        107        228        259:
Old  :       334:        93        106         94         67        107        216        256:
Other:       139:        30         28         14         33         59         71         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       11.2       25.2       18.7       13.8        7.2       23.0       13.6
Old  :                 14.6       10.9       25.5       18.6       13.8        7.4       23.2       14.3
Other:                 34.6       32.9       52.1       47.2       30.6       30.0       45.2       41.6
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, July 28, 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  :    29,789:    17,149        231        120     12,320     28,718     29,589     29,069:       200        720
Old  :    29,789:    17,149        231        120     12,320     28,718     29,589     29,069:       200        720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :       227:        72       -189         50         80        597        202        458:        25       -231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.6        0.8        0.4       41.4       96.4       99.3       97.6:       0.7        2.4
Old  :     100.0:      57.6        0.8        0.4       41.4       96.4       99.3       97.6:       0.7        2.4
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  :        32:         6          2          1         11         24         18         26:
Old  :        32:         6          2          1         11         24         18         26:
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  :                 63.9       43.6       86.3       63.6       59.6       41.8       66.4       54.7
Old  :                 63.9       43.6       86.3       63.6       59.6       41.8       66.4       54.7
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 28, 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  :   267,660:    66,522     81,026     57,767    122,578    111,271    246,867    250,064:    20,793     17,596
Old  :   259,644:    68,452     80,544     53,201    118,416    109,880    240,069    243,625:    19,575     16,019
Other:     8,016:     2,085      4,497        551      4,162      1,391      6,798      6,439:     1,218      1,577
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     5,719:     1,298        102      2,235      2,061      3,465      5,594      5,802:       125        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       30.3       21.6       45.8       41.6       92.2       93.4:       7.8        6.6
Old  :     100.0:      26.4       31.0       20.5       45.6       42.3       92.5       93.8:       7.5        6.2
Other:     100.0:      26.0       56.1        6.9       51.9       17.4       84.8       80.3:      15.2       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        77         64         55         77         78        180        175:
Old  :       258:        78         63         52         76         78        178        172:
Other:        77:        11         15          8         16         35         33         55:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       20.5       23.6       29.9       11.3       16.6       19.1       23.8
Old  :                 14.2       21.1       24.1       30.8       11.5       17.5       19.5       24.9
Other:                 45.5       46.8       62.8       60.0       45.4       44.4       62.7       57.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 28, 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  : 1,599,450:   286,534    388,953    354,131    785,144    667,725  1,425,809  1,410,809:   173,641    188,641
Old  :   551,611:   256,227    238,892     16,903    214,035    245,349    487,165    501,144:    64,446     50,467
Other: 1,047,839:   267,319    387,073    100,216    571,109    422,376    938,644    909,665:   109,195    138,174
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    76,230:    19,913     23,478     47,229      3,563     -1,609     70,705     69,098:     5,525      7,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       24.3       22.1       49.1       41.7       89.1       88.2:      10.9       11.8
Old  :     100.0:      46.5       43.3        3.1       38.8       44.5       88.3       90.9:      11.7        9.1
Other:     100.0:      25.5       36.9        9.6       54.5       40.3       89.6       86.8:      10.4       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       719:       132        157        168        305        301        554        541:
Old  :       573:       105        123         22        189        197        302        334:
Other:       644:       135        127        109        246        267        446        449:
     :----------------------------------------------------------------------------------------------------
     :             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        9.7       17.8       17.3        9.8        8.0       15.6       13.5
Old  :                 17.8       15.5       28.2       25.2       15.8       15.5       26.1       25.0
Other:                 14.7       11.4       23.6       19.8       13.5       11.1       20.4       19.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 28, 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  :     4,548:     2,232          0        116        719      3,594      3,067      3,710:     1,481        838
Old  :     4,548:     2,232          0        116        719      3,594      3,067      3,710:     1,481        838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :       277:       203          0          2        -25        167        180        169:        97        108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1        0.0        2.6       15.8       79.0       67.4       81.6:      32.6       18.4
Old  :     100.0:      49.1        0.0        2.6       15.8       79.0       67.4       81.6:      32.6       18.4
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  :        25:        14          0          2          5          9         19         11:
Old  :        25:        14          0          2          5          9         19         11:
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  :                 30.1       60.2       46.8       79.1       30.1       58.1       46.6       76.1
Old  :                 30.1       60.2       46.8       79.1       30.1       58.1       46.6       76.1
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 28, 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  :   833,537:   201,291     88,248    175,402    403,267    510,682    779,960    774,332:    53,577     59,205
Old  :    26,979:     4,128      1,807          0     18,786     21,850     22,914     23,657:     4,065      3,322
Other:   806,558:   200,612     89,890    171,953    384,481    488,832    757,046    750,675:    49,512     55,883
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    -4,304:     1,325      9,781      1,694     -4,238    -15,114     -1,219     -3,639:    -3,085       -665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       10.6       21.0       48.4       61.3       93.6       92.9:       6.4        7.1
Old  :     100.0:      15.3        6.7        0.0       69.6       81.0       84.9       87.7:      15.1       12.3
Other:     100.0:      24.9       11.1       21.3       47.7       60.6       93.9       93.1:       6.1        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       522:       162        101        151        181        202        415        399:
Old  :       151:        22         23          0         48         68         70         91:
Other:       520:       162        104        143        170        196        399        389:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       19.2       20.1       30.4        8.5       17.3       14.0       26.5
Old  :                 47.5       37.7       59.8       51.1       47.5       37.7       59.8       51.0
Other:                 11.5       19.5       20.1       30.5        8.8       17.7       14.5       27.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 28, 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  :   432,099:    84,825     41,675     81,800    227,635    281,708    394,260    405,183:    37,839     26,916
Old  :    68,927:    11,912     11,803      1,713     50,157     49,470     63,782     62,986:     5,145      5,941
Other:   363,172:    85,820     42,779     67,180    177,478    232,238    330,478    342,197:    32,694     20,975
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :   -12,816:    -5,945     -3,332         77     -7,604     -9,766    -13,472    -13,021:       656        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        9.6       18.9       52.7       65.2       91.2       93.8:       8.8        6.2
Old  :     100.0:      17.3       17.1        2.5       72.8       71.8       92.5       91.4:       7.5        8.6
Other:     100.0:      23.6       11.8       18.5       48.9       63.9       91.0       94.2:       9.0        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        84         60         89         97         87        233        201:
Old  :       158:        30         29         15         58         60         98         95:
Other:       267:        88         55         78         84         70        215        172:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       27.8       20.5       38.2        9.0       22.6       15.0       29.0
Old  :                 43.6       24.5       55.6       38.4       41.0       21.7       50.6       33.8
Other:                 12.0       31.0       19.8       43.0       11.3       29.5       18.5       36.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 28, 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  : 1,072,660:   122,813    245,150     35,261    743,864    659,936    901,938    940,347:   170,722    132,313
Old  : 1,072,660:   122,813    245,150     35,261    743,864    659,936    901,938    940,347:   170,722    132,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    11,967:    -6,542     20,667     23,152    -15,283    -34,070      1,327      9,749:    10,640      2,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       22.9        3.3       69.3       61.5       84.1       87.7:      15.9       12.3
Old  :     100.0:      11.4       22.9        3.3       69.3       61.5       84.1       87.7:      15.9       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  :       170:        35         19         23         80         88        125        120:
Old  :       170:        35         19         23         80         88        125        120:
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  :                 24.4       29.1       35.3       42.5       20.6       25.3       29.6       34.6
Old  :                 24.4       29.1       35.3       42.5       20.6       25.3       29.6       34.6
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 28, 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  : 1,040,799:    62,791    397,458      5,063    824,370    540,627    892,224    943,148:   148,575     97,651
Old  : 1,040,799:    62,791    397,458      5,063    824,370    540,627    892,224    943,148:   148,575     97,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     4,462:     3,684     -9,203        545     -1,062     10,905      3,167      2,247:     1,295      2,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       38.2        0.5       79.2       51.9       85.7       90.6:      14.3        9.4
Old  :     100.0:       6.0       38.2        0.5       79.2       51.9       85.7       90.6:      14.3        9.4
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  :       137:        13         17         11         83         79        100        103:
Old  :       137:        13         17         11         83         79        100        103:
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  :                 23.6       33.0       36.7       48.1       16.7       32.0       29.2       46.2
Old  :                 23.6       33.0       36.7       48.1       16.7       32.0       29.2       46.2
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 28, 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  :   429,852:    79,064     64,159     66,845    240,279    270,852    386,188    401,856:    43,664     27,996
Old  :    82,406:    19,786     13,167      1,785     48,328     58,469     69,899     73,421:    12,507      8,985
Other:   347,446:    72,500     64,214     51,838    191,951    212,383    316,289    328,435:    31,157     19,011
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    -3,610:    -2,321    -10,642      4,696     -3,890        523     -1,515     -5,423:    -2,095      1,813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       14.9       15.6       55.9       63.0       89.8       93.5:      10.2        6.5
Old  :     100.0:      24.0       16.0        2.2       58.6       71.0       84.8       89.1:      15.2       10.9
Other:     100.0:      20.9       18.5       14.9       55.2       61.1       91.0       94.5:       9.0        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        73         63         72        111         88        224        193:
Old  :       172:        34         24         11         82         58        124         87:
Other:       260:        71         61         60         97         75        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  :                 13.0       28.4       20.1       36.2       12.1       23.8       17.2       30.4
Old  :                 15.6       34.3       27.0       44.1       15.6       33.1       26.2       42.8
Other:                 13.6       28.0       20.5       36.7       12.6       23.4       18.8       31.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 28, 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  :     9,992:     2,854        607        174      5,155      8,122      8,183      8,903:     1,809      1,089
Old  :     9,992:     2,854        607        174      5,155      8,122      8,183      8,903:     1,809      1,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :      -103:      -397        105       -194        260       -137       -331       -226:       228        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        6.1        1.7       51.6       81.3       81.9       89.1:      18.1       10.9
Old  :     100.0:      28.6        6.1        1.7       51.6       81.3       81.9       89.1:      18.1       10.9
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  :        44:        17          6          4         14         14         33         22:
Old  :        44:        17          6          4         14         14         33         22:
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  :                 48.7       60.7       62.0       79.6       48.7       60.2       61.3       78.1
Old  :                 48.7       60.7       62.0       79.6       48.7       60.2       61.3       78.1
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 28, 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  : 2,116,365:   450,021    679,332     11,370  1,479,211  1,334,368  1,940,602  2,025,070:   175,763     91,295
Old  : 2,116,365:   450,021    679,332     11,370  1,479,211  1,334,368  1,940,602  2,025,070:   175,763     91,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    -4,167:   -14,768      5,785       -864     12,579     -2,987     -3,053      1,934:    -1,114     -6,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       32.1        0.5       69.9       63.0       91.7       95.7:       8.3        4.3
Old  :     100.0:      21.3       32.1        0.5       69.9       63.0       91.7       95.7:       8.3        4.3
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  :       301:        65         34         19        148        129        219        176:
Old  :       301:        65         34         19        148        129        219        176:
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  :                 16.0       29.0       26.7       43.2       15.0       25.7       24.5       38.6
Old  :                 16.0       29.0       26.7       43.2       15.0       25.7       24.5       38.6
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 28, 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  : 3,503,915:   768,083    694,891     39,913  2,269,334  2,410,029  3,077,330  3,144,833:   426,585    359,082
Old  : 3,503,915:   768,083    694,891     39,913  2,269,334  2,410,029  3,077,330  3,144,833:   426,585    359,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    79,580:    28,565    -15,583     -2,654     40,665     94,776     66,576     76,539:    13,004      3,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       19.8        1.1       64.8       68.8       87.8       89.8:      12.2       10.2
Old  :     100.0:      21.9       19.8        1.1       64.8       68.8       87.8       89.8:      12.2       10.2
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  :       367:        62         60         38        181        175        262        254:
Old  :       367:        62         60         38        181        175        262        254:
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  :                 18.3       25.6       26.8       36.0       13.6       18.7       21.4       27.2
Old  :                 18.3       25.6       26.8       36.0       13.6       18.7       21.4       27.2
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 28, 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  :   999,605:   170,615    175,749      9,610    716,928    616,548    897,153    801,907:   102,452    197,698
Old  :   999,605:   170,615    175,749      9,610    716,928    616,548    897,153    801,907:   102,452    197,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    14,255:      -646     12,438     -2,467     17,107      4,727     13,994     14,698:       261       -443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       17.6        1.0       71.7       61.7       89.8       80.2:      10.2       19.8
Old  :     100.0:      17.1       17.6        1.0       71.7       61.7       89.8       80.2:      10.2       19.8
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  :       109:        13         11          8         67         69         83         85:
Old  :       109:        13         11          8         67         69         83         85:
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  :                 33.8       30.0       48.0       38.4       33.6       29.6       46.9       36.3
Old  :                 33.8       30.0       48.0       38.4       33.6       29.6       46.9       36.3
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 28, 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  : 3,504,932:   611,101    586,426     48,031  2,522,343  2,601,926  3,181,475  3,236,383:   323,457    268,549
Old  : 3,504,932:   611,101    586,426     48,031  2,522,343  2,601,926  3,181,475  3,236,383:   323,457    268,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    41,034:    59,950     -9,548        167    -22,165     47,999     37,952     38,618:     3,082      2,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       16.7        1.4       72.0       74.2       90.8       92.3:       9.2        7.7
Old  :     100.0:      17.4       16.7        1.4       72.0       74.2       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  :       300:        61         32         29        145        170        218        219:
Old  :       300:        61         32         29        145        170        218        219:
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  :                 31.5       21.7       40.7       36.1       27.1       21.6       34.7       34.3
Old  :                 31.5       21.7       40.7       36.1       27.1       21.6       34.7       34.3
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 28, 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  : 1,695,648:   706,225    388,004    216,553    749,018  1,055,929  1,671,796  1,660,486:    23,852     35,162
Old  : 1,695,648:   706,225    388,004    216,553    749,018  1,055,929  1,671,796  1,660,486:    23,852     35,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     5,290:    -4,338    -13,346     12,963     -3,183      6,149      5,442      5,766:      -152       -476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       22.9       12.8       44.2       62.3       98.6       97.9:       1.4        2.1
Old  :     100.0:      41.6       22.9       12.8       44.2       62.3       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  :       109:        24         20         32         55         54         99         87:
Old  :       109:        24         20         32         55         54         99         87:
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  :                 45.4       37.5       55.5       54.7       40.9       31.4       45.9       43.2
Old  :                 45.4       37.5       55.5       54.7       40.9       31.4       45.9       43.2
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 28, 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  :    41,117:    13,914     17,065         93     19,838     16,430     33,844     33,588:     7,273      7,529
Old  :    41,117:    13,914     17,065         93     19,838     16,430     33,844     33,588:     7,273      7,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     1,372:       627       -595        -84        121      2,220        664      1,542:       709       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       41.5        0.2       48.2       40.0       82.3       81.7:      17.7       18.3
Old  :     100.0:      33.8       41.5        0.2       48.2       40.0       82.3       81.7:      17.7       18.3
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  :        88:        21         14          6         32         30         55         48:
Old  :        88:        21         14          6         32         30         55         48:
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  :                 35.0       46.7       48.0       56.2       34.9       46.5       47.8       56.0
Old  :                 35.0       46.7       48.0       56.2       34.9       46.5       47.8       56.0
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 28, 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  :    82,234:    27,827     34,130        186     39,675     32,860     67,688     67,176:    14,546     15,058
Old  :    82,234:    27,827     34,130        186     39,675     32,860     67,688     67,176:    14,546     15,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     2,744:     1,253     -1,190       -167        241      4,440      1,327      3,083:     1,417       -339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       41.5        0.2       48.2       40.0       82.3       81.7:      17.7       18.3
Old  :     100.0:      33.8       41.5        0.2       48.2       40.0       82.3       81.7:      17.7       18.3
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  :        88:        21         14          6         32         30         55         48:
Old  :        88:        21         14          6         32         30         55         48:
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  :                 35.0       46.7       48.0       56.2       34.9       46.5       47.8       56.0
Old  :                 35.0       46.7       48.0       56.2       34.9       46.5       47.8       56.0
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 28, 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  :    34,666:     4,851      1,381          0     27,345     32,518     32,196     33,899:     2,470        767
Old  :    34,666:     4,851      1,381          0     27,345     32,518     32,196     33,899:     2,470        767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :      -181:      -156          0          0        -47       -168       -203       -168:        22        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        4.0        0.0       78.9       93.8       92.9       97.8:       7.1        2.2
Old  :     100.0:      14.0        4.0        0.0       78.9       93.8       92.9       97.8:       7.1        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          9         20         11:
Old  :        27:         4          2          0         16          9         20         11:
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  :                 49.5       83.5       70.8       97.1       49.3       78.4       68.6       91.9
Old  :                 49.5       83.5       70.8       97.1       49.3       78.4       68.6       91.9
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 28, 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  :    23,219:    14,351     22,285        436      8,225        446     23,012     23,167:       207         52
Old  :    23,219:    14,351     22,285        436      8,225        446     23,012     23,167:       207         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :      -890:      -858       -860          0         26        -49       -832       -909:       -58         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.8       96.0        1.9       35.4        1.9       99.1       99.8:       0.9        0.2
Old  :     100.0:      61.8       96.0        1.9       35.4        1.9       99.1       99.8:       0.9        0.2
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  :        36:        17         15          2          4          1         23         16:
Old  :        36:        17         15          2          4          1         23         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  :                 68.8       72.6       92.7       90.2       68.8       71.3       90.8       89.0
Old  :                 68.8       72.6       92.7       90.2       68.8       71.3       90.8       89.0
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 28, 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  :    70,944:    10,920     20,286     25,776     34,222     24,320     70,918     70,382:        26        562
Old  :    70,944:    10,920     20,286     25,776     34,222     24,320     70,918     70,382:        26        562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :       460:      -200      1,162        658          0     -1,185        458        635:         2       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       28.6       36.3       48.2       34.3      100.0       99.2:       0.0        0.8
Old  :     100.0:      15.4       28.6       36.3       48.2       34.3      100.0       99.2:       0.0        0.8
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  :        23:         7          5          1          3          9         11         14:
Old  :        23:         7          5          1          3          9         11         14:
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  :                 89.1       92.1       98.7       97.1       55.7       55.8       63.5       60.7
Old  :                 89.1       92.1       98.7       97.1       55.7       55.8       63.5       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 31, 2020