WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      402,978
COMMITMENTS
 117,864  112,789  114,478  143,701  129,638  376,043  356,905   26,935   46,073

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:     13,329)
     485   -1,035    7,188    4,747    8,400   12,420   14,553      909   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     28.0     28.4     35.7     32.2     93.3     88.6      6.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      98      122      120       81      100      263      275                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       28,278
COMMITMENTS
  13,071      348       92   14,643   26,782   27,806   27,222      472    1,056

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:      1,307)
    -500      348       92    1,590      891    1,182    1,331      125      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2      1.2      0.3     51.8     94.7     98.3     96.3      1.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        1       10       21       17       23                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      254,318
COMMITMENTS
  64,987   82,737   46,047  121,831  106,381  232,865  235,165   21,453   19,153

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:     -8,796)
     542   -7,885   -4,310   -2,938    4,814   -6,706   -7,381   -2,090   -1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     32.5     18.1     47.9     41.8     91.6     92.5      8.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      76       56       63       78       78      187      172                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,525,023
COMMITMENTS
 313,321  390,487  282,155  760,618  673,527  1356094  1346169  168,929  178,854

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:    -64,036)
  21,608  -51,128  -27,024  -54,301   16,088  -59,717  -62,064   -4,319   -1,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     25.6     18.5     49.9     44.2     88.9     88.3     11.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      706)
     142      143      143      309      305      543      516                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,710
COMMITMENTS
   1,648        0      136    1,148    3,810    2,932    3,946    1,778      764

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:        215)
    -319        0       36      111      317     -172      353      387     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0      0.0      2.9     24.4     80.9     62.3     83.8     37.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        0        2       11       11       22       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      839,582
COMMITMENTS
 205,688   67,108  166,548  411,392  545,421  783,628  779,077   55,954   60,505

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:      6,222)
  28,195  -32,096    9,206  -36,741   30,446      660    7,556    5,562   -1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      8.0     19.8     49.0     65.0     93.3     92.8      6.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      567)
     186       98      162      176      210      446      413                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      449,009
COMMITMENTS
 103,695   32,746   76,832  227,295  309,749  407,822  419,327   41,187   29,682

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:      6,535)
   4,466  -10,526    2,251     -121   12,316    6,596    4,041      -61    2,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      7.3     17.1     50.6     69.0     90.8     93.4      9.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     100       50       83       95       81      245      182                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,164,571
COMMITMENTS
 120,968  265,683   69,381  810,996  695,578  1001345  1030642  163,226  133,929

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:     39,727)
   2,744   -4,970    9,822   30,678   35,811   43,244   40,663   -3,517     -936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     22.8      6.0     69.6     59.7     86.0     88.5     14.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      37       22       23       88       90      135      125                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,089,590
COMMITMENTS
  82,614  403,944   15,124  840,916  562,109  938,654  981,177  150,936  108,413

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:     37,872)
     509    1,394   11,941   23,351   24,020   35,801   37,355    2,071      517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     37.1      1.4     77.2     51.6     86.1     90.1     13.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      13       20       13       85       80      105      106                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      447,479
COMMITMENTS
  86,898   46,811   76,006  240,010  296,788  402,914  419,605   44,565   27,874

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:        271)
   2,975  -29,831    6,540   -9,648   21,819     -133   -1,472      404    1,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     10.5     17.0     53.6     66.3     90.0     93.8     10.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      78       57       76      108       93      229      196                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,830
COMMITMENTS
   2,480      719      152    5,086    8,228    7,718    9,099    2,112      731

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:        284)
     238      -26      -28      -26      341      184      287      100       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      7.3      1.5     51.7     83.7     78.5     92.6     21.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14        8        4       10       18       27       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,102,067
COMMITMENTS
 403,638  654,391   25,148  1501215  1326264  1930001  2005803  172,066   96,264

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:    -65,361)
 -36,113  -43,369   10,773  -38,246  -32,099  -63,586  -64,695   -1,775     -666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     31.1      1.2     71.4     63.1     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      64       37       25      152      125      228      175                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,510,493
COMMITMENTS
 720,076  633,072  111,511  2282383  2423037  3113970  3167620  396,523  342,873

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:        671)
 -24,791 -106,295   38,271    1,499   79,306   14,979   11,282  -14,308  -10,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     18.0      3.2     65.0     69.0     88.7     90.2     11.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
      79       67       49      203      178      304      272                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,041,668
COMMITMENTS
 163,572  172,837    5,688  755,393  670,615  924,653  849,140  117,015  192,528

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:      8,228)
  -4,599   -2,316     -665    8,200    5,294    2,936    2,313    5,292    5,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     16.6      0.5     72.5     64.4     88.8     81.5     11.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      11       12        8       67       69       81       86                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,478,482
COMMITMENTS
 475,335  556,287  108,689  2566505  2526920  3150529  3191896  327,953  286,586

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:     28,960)
     108  -31,848   25,864    2,994   34,847   28,966   28,863       -6       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     16.0      3.1     73.8     72.6     90.6     91.8      9.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      58       39       37      142      158      216      218                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,507,779
COMMITMENTS
 574,375  334,082  199,287  705,861  939,709  1479523  1473078   28,256   34,701

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:      6,829)
     949   -4,109   -4,433    8,025   17,315    4,541    8,773    2,288   -1,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     22.2     13.2     46.8     62.3     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      24       19       28       54       56       93       89                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       46,229
COMMITMENTS
  15,939   17,549      537   21,906   21,582   38,382   39,668    7,847    6,561

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:     -1,163)
    -861     -849      302   -1,051     -156   -1,611     -703      448     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     38.0      1.2     47.4     46.7     83.0     85.8     17.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      26       19        9       32       30       62       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,457
COMMITMENTS
  31,878   35,098    1,074   43,811   43,163   76,763   79,335   15,694   13,122

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:     -2,326)
  -1,722   -1,697      603   -2,102     -312   -3,221   -1,406      895     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     38.0      1.2     47.4     46.7     83.0     85.8     17.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      26       19        9       32       30       62       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       34,604
COMMITMENTS
   3,609    1,752        0   29,247   32,180   32,856   33,932    1,748      672

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:         27)
    -678      371        0    1,281     -147      603      224     -576     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      5.1      0.0     84.5     93.0     94.9     98.1      5.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        0       17        9       20       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,993
COMMITMENTS
  14,900   20,053      293    5,460      518   20,653   20,864      340      129

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:       -237)
      -3      -81     -250     -132        0     -385     -331      148       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.0     95.5      1.4     26.0      2.5     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      18       12        1        4        1       23       13                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 08/18/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       74,705
COMMITMENTS
  11,225   20,126   29,226   34,222   25,012   74,673   74,364       32      341

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:      1,105)
       0      117    1,110        0      -96    1,110    1,131       -5      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     26.9     39.1     45.8     33.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        1        3        9       10       14                  



Updated August 21, 2020