WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      373,461
COMMITMENTS
 123,051  104,245   91,814  135,794  134,133  350,659  330,192   22,802   43,269

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:    -16,039)
   4,438    2,356  -11,350   -8,777   -9,800  -15,689  -18,794     -350    2,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     27.9     24.6     36.4     35.9     93.9     88.4      6.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      95      108       95       76      110      235      260                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       29,562
COMMITMENTS
  17,077      420       70   12,240   28,121   29,387   28,611      175      951

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,585)
     560      154     -415    1,355    1,560    1,500    1,299       85      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.8      1.4      0.2     41.4     95.1     99.4     96.8      0.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        1       10       23       17       25                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      261,941
COMMITMENTS
  65,224   80,924   55,532  120,517  107,806  241,273  244,262   20,668   17,679

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     13,180)
   6,208       98    9,789   -3,332    3,340   12,665   13,227      515      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     30.9     21.2     46.0     41.2     92.1     93.3      7.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      71       65       56       77       74      179      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,523,220
COMMITMENTS
 266,621  365,475  306,902  781,581  669,334  1355104  1341711  168,116  181,509

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     25,477)
   6,886    6,051   26,663  -11,250   -9,897   22,299   22,817    3,178    2,660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     24.0     20.1     51.3     43.9     89.0     88.1     11.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      729)
     138      155      162      304      308      550      546                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,271
COMMITMENTS
   2,029        0      114      744    3,427    2,887    3,541    1,384      730

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        -53)
    -179        0        0       -6       29     -185       29      132      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5      0.0      2.7     17.4     80.2     67.6     82.9     32.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        0        2        6       10       20       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      837,841
COMMITMENTS
 199,966   78,467  173,708  407,505  525,796  781,179  777,971   56,662   59,870

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     19,074)
     851    7,046    3,283   17,343    8,323   21,477   18,652   -2,403      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      9.4     20.7     48.6     62.8     93.2     92.9      6.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      520)
     165       94      152      184      207      419      399                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      444,915
COMMITMENTS
  90,770   45,007   81,723  235,239  291,474  407,732  418,204   37,183   26,711

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      6,614)
  16,655  -12,835   -7,721   -4,575   29,024    4,359    8,468    2,255   -1,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     10.1     18.4     52.9     65.5     91.6     94.0      8.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      89       63       94       94       82      239      206                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,060,693
COMMITMENTS
 129,355  224,483   12,109  759,147  694,006  900,611  930,598  160,082  130,095

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     16,280)
  14,272    1,102    2,137    3,253   12,082   19,662   15,321   -3,382      959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     21.2      1.1     71.6     65.4     84.9     87.7     15.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      40       21       19       77       88      124      121                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,036,337
COMMITMENTS
  59,107  406,661    4,518  825,432  529,722  889,057  940,901  147,280   95,436

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -5,515)
   2,420     -713      147   -8,130   -8,698   -5,563   -9,264       48    3,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     39.2      0.4     79.6     51.1     85.8     90.8     14.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      13       18       10       82       77       98      102                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      433,462
COMMITMENTS
  81,385   74,801   62,149  244,169  270,329  387,703  407,279   45,759   26,183

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     12,880)
   3,539    2,940    2,254    5,207    6,528   11,000   11,722    1,880    1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     17.3     14.3     56.3     62.4     89.4     94.0     10.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      73       67       70      116       91      224      200                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,095
COMMITMENTS
   3,251      502      368    4,895    8,259    8,514    9,129    1,581      966

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -280)
    -203       -8      -11     -107     -206     -321     -225       41      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      5.0      3.6     48.5     81.8     84.3     90.4     15.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      24        5        6       15       16       42       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,120,532
COMMITMENTS
 464,789  673,547   12,234  1466632  1337355  1943655  2023136  176,877   97,396

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     24,342)
  34,872  -30,149   -1,439   -9,454   49,938   23,979   18,350      363    5,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     31.8      0.6     69.2     63.1     91.7     95.4      8.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      65       31       19      148      128      219      172                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,424,335
COMMITMENTS
 739,518  710,474   42,567  2228669  2315253  3010754  3068294  413,581  356,041

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      3,760)
  -7,797   21,266  -19,755   26,529    2,032   -1,023    3,543    4,783      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     20.7      1.2     65.1     67.6     87.9     89.6     12.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
      66       73       40      174      183      262      274                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      985,350
COMMITMENTS
 171,261  163,311   12,077  699,821  611,821  883,159  787,209  102,191  198,141

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      9,426)
  -2,878   -2,442      358   16,227    3,622   13,707    1,538   -4,281    7,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     16.6      1.2     71.0     62.1     89.6     79.9     10.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      13       10        8       68       73       83       89                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,463,898
COMMITMENTS
 551,151  595,974   47,864  2544508  2553927  3143523  3197765  320,375  266,133

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:    -11,339)
  24,741  -25,396   10,314  -53,542    5,955  -18,487   -9,127    7,148   -2,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     17.2      1.4     73.5     73.7     90.8     92.3      9.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      61       38       30      143      168      216      224                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,690,358
COMMITMENTS
 710,563  401,350  203,590  752,201  1049780  1666354  1654720   24,004   35,638

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      7,047)
     654  -11,876  -11,678   17,157   29,236    6,133    5,682      914    1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     23.7     12.0     44.5     62.1     98.6     97.9      1.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      23       20       34       55       57       99       92                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,745
COMMITMENTS
  13,287   17,660      177   19,717   14,210   33,181   32,047    6,565    7,699

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -280)
    -883     -202     -160      413       96     -630     -266      350      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     44.4      0.4     49.6     35.8     83.5     80.6     16.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      23       18        8       32       27       58       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       79,490
COMMITMENTS
  26,574   35,320      353   39,434   28,420   66,361   64,093   13,129   15,397

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -559)
  -1,766     -404     -319      826      192   -1,259     -531      700      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     44.4      0.4     49.6     35.8     83.5     80.6     16.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      23       18        8       32       27       58       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       34,847
COMMITMENTS
   5,007    1,381        0   27,392   32,686   32,399   34,067    2,448      780

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -1,073)
    -303        0        0   -1,113     -818   -1,416     -818      343     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      4.0      0.0     78.6     93.8     93.0     97.8      7.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        0       16        8       20       10                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       24,109
COMMITMENTS
  15,209   23,145      436    8,199      495   23,844   24,076      265       33

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        732)
     800      739        0      -72        0      728      739        4       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.1     96.0      1.8     34.0      2.1     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      18       15        2        4        1       24       16                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       70,484
COMMITMENTS
  11,120   19,124   25,118   34,222   25,505   70,460   69,747       24      737

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        838)
       0     -101      837        0       87      837      823        1       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     27.1     35.6     48.6     36.2    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        1        3        9       11       13                  



Updated July 24, 2020