WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      403,108
COMMITMENTS
 113,532  128,156  101,514  163,536  135,175  378,582  364,845   24,526   38,263

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:    -29,763)
  -8,995   -9,014  -13,761   -4,381   -4,669  -27,137  -27,444   -2,626   -2,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     31.8     25.2     40.6     33.5     93.9     90.5      6.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      97      104       94       82      101      233      255                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       24,687
COMMITMENTS
  13,615        0      230   10,421   23,571   24,266   23,801      421      886

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        720)
     628     -200      130       92      344      850      274     -130      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.2      0.0      0.9     42.2     95.5     98.3     96.4      1.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        0        2       12       20       19       22                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      235,012
COMMITMENTS
  48,766   84,093   43,424  123,078   88,491  215,268  216,008   19,744   19,004

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     -7,081)
  -1,158     -621   -3,167   -1,063      428   -5,388   -3,360   -1,693   -3,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     35.8     18.5     52.4     37.7     91.6     91.9      8.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      62       57       49       73       70      158      156                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,559,526
COMMITMENTS
 270,274  427,718  327,405  797,554  631,170  1395233  1386293  164,293  173,233

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:    -49,997)
  12,640  -51,892  -11,136  -20,512    6,805  -19,008  -56,223  -30,989    6,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     27.4     21.0     51.1     40.5     89.5     88.9     10.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      709)
     155      135      154      299      287      545      509                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,292
COMMITMENTS
   2,311       25        6      630    3,381    2,947    3,412    1,345      880

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:       -187)
     248       -6        0     -298       11      -50        5     -137     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.8      0.6      0.1     14.7     78.8     68.7     79.5     31.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      14        1        2        6       10       21       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      811,476
COMMITMENTS
 203,556   80,685  166,742  381,848  509,140  752,146  756,567   59,330   54,909

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:    -51,320)
   8,402   -6,455   -8,113  -44,736  -34,640  -44,447  -49,208   -6,873   -2,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      9.9     20.5     47.1     62.7     92.7     93.2      7.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
     174       89      142      177      181      423      364                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      430,592
COMMITMENTS
  74,482   64,310   83,569  238,433  256,401  396,484  404,280   34,108   26,312

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:    -29,658)
   2,593   -2,053  -15,733  -16,087  -11,075  -29,227  -28,861     -431     -797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     14.9     19.4     55.4     59.5     92.1     93.9      7.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      73       69       92       98       81      229      209                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,013,863
COMMITMENTS
 108,088  217,015    7,099  733,882  662,532  849,069  886,646  164,794  127,217

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     -8,889)
 -17,854   17,704   -4,774   -1,656  -16,321  -24,284   -3,391   15,395   -5,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     21.4      0.7     72.4     65.3     83.7     87.5     16.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      32       22       15       76       84      112      117                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,040,889
COMMITMENTS
  55,902  404,989    3,080  829,398  540,498  888,380  948,567  152,509   92,322

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     13,228)
  -8,194   44,344   -7,087   26,677  -14,559   11,396   22,698    1,832   -9,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     38.9      0.3     79.7     51.9     85.3     91.1     14.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
       9       20        9       80       75       93      100                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      441,205
COMMITMENTS
  81,487   96,261   62,632  249,452  255,162  393,571  414,055   47,634   27,150

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:    -12,395)
  -1,528   10,076   -4,618   -3,447  -16,186   -9,593  -10,728   -2,802   -1,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     21.8     14.2     56.5     57.8     89.2     93.8     10.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      77       71       71      109       81      225      193                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,122
COMMITMENTS
   3,235      467      423    4,730    8,391    8,388    9,281    1,734      841

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:         71)
      24     -151        3      274      182      301       34     -230       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      4.6      4.2     46.7     82.9     82.9     91.7     17.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      25        1        9       15       17       42       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,116,752
COMMITMENTS
 423,950  713,466   27,157  1488624  1282298  1939731  2022921  177,021   93,831

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     14,878)
  26,663   12,505   -8,397   -3,881    8,774   14,385   12,882      493    1,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     33.7      1.3     70.3     60.6     91.6     95.6      8.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      61       31       24      150      126      222      170                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,441,124
COMMITMENTS
 781,791  750,776   54,683  2220910  2277561  3057384  3083020  383,740  358,104

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:    138,226)
  95,027   70,528  -13,534   59,408   82,651  140,901  139,645   -2,675   -1,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     21.8      1.6     64.5     66.2     88.8     89.6     11.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      68       75       39      169      168      256      263                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      970,366
COMMITMENTS
 180,404  163,560   15,277  675,220  598,517  870,901  777,354   99,465  193,012

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     14,618)
   8,299   12,594    3,733    4,123   -8,277   16,155    8,050   -1,537    6,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     16.9      1.6     69.6     61.7     89.7     80.1     10.3     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      13       10        8       63       71       78       87                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,555,414
COMMITMENTS
 520,500  651,975   61,502  2671405  2555224  3253407  3268701  302,007  286,713

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:    107,938)
  91,479   57,205  -11,795   25,529   67,987  105,213  113,397    2,725   -5,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     18.3      1.7     75.1     71.9     91.5     91.9      8.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      64       38       26      138      158      211      213                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,793,109
COMMITMENTS
 786,542  414,056  225,579  749,783  1119113  1761904  1758748   31,205   34,361

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:     33,289)
  11,677   91,709  -24,499   43,033  -40,057   30,211   27,153    3,078    6,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     23.1     12.6     41.8     62.4     98.3     98.1      1.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      20       23       31       57       61       98       94                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       37,388
COMMITMENTS
   6,931   19,869      902   23,191    8,781   31,023   29,551    6,365    7,837

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        927)
      89   -1,321      125      286    1,167      499      -30      428      957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     53.1      2.4     62.0     23.5     83.0     79.0     17.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       16        9       33       23       54       44                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       74,776
COMMITMENTS
  13,861   39,737    1,804   46,381   17,561   62,046   59,102   12,730   15,674

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      1,854)
     178   -2,642      249      571    2,334      998      -59      856    1,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     53.1      2.4     62.0     23.5     83.0     79.0     17.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       16        9       33       23       54       44                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       36,371
COMMITMENTS
   4,566    1,872        0   29,840   33,498   34,406   35,370    1,965    1,001

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      4,326)
     375      409        0    4,321    3,587    4,696    3,996     -370      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      5.1      0.0     82.0     92.1     94.6     97.2      5.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        0       16        9       19       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       22,194
COMMITMENTS
  13,429   21,230      486    8,022      179   21,937   21,895      257      299

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        314)
     231       76        0       71        0      302       76       12      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.5     95.7      2.2     36.1      0.8     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16       16        3        4        1       23       17                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 06/30/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       70,860
COMMITMENTS
  11,441   16,578   21,925   37,476   31,762   70,842   70,265       18      595

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      4,536)
     600    1,377      470    3,467    2,686    4,537    4,533       -1        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     23.4     30.9     52.9     44.8    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        1        3        9       10       13                  



Updated July 06, 2020