BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    10,356:       912      1,005        518      8,439      8,457      9,869      9,980:       487        376
Old  :    10,356:       912      1,005        518      8,439      8,457      9,869      9,980:       487        376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :       182:       -76        -93         27        202        235        153        169:        29         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        9.7        5.0       81.5       81.7       95.3       96.4:       4.7        3.6
Old  :     100.0:       8.8        9.7        5.0       81.5       81.7       95.3       96.4:       4.7        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         3          7          8         27         25         36         34:
Old  :        46:         3          7          8         27         25         36         34:
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  :                 44.7       42.7       66.2       61.4       43.6       39.3       63.1       54.7
Old  :                 44.7       42.7       66.2       61.4       43.6       39.3       63.1       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, June 30, 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  :    28,399:    14,807      4,969      1,526      8,824     16,867     25,157     23,362:     3,242      5,037
Old  :    28,399:    14,807      4,969      1,526      8,824     16,867     25,157     23,362:     3,242      5,037
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     1,398:     1,463        706       -275        100      1,139      1,288      1,570:       110       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1       17.5        5.4       31.1       59.4       88.6       82.3:      11.4       17.7
Old  :     100.0:      52.1       17.5        5.4       31.1       59.4       88.6       82.3:      11.4       17.7
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  :        81:        23         15         20         25         31         57         57:
Old  :        81:        23         15         20         25         31         57         57:
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  :                 55.0       39.9       64.3       54.2       54.8       38.9       62.8       49.7
Old  :                 55.0       39.9       64.3       54.2       54.8       38.9       62.8       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     9,592:     1,412        664        532      7,128      7,760      9,072      8,956:       520        636
Old  :     9,592:     1,412        664        532      7,128      7,760      9,072      8,956:       520        636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :       297:        49        216          1        246         47        296        264:         1         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        6.9        5.5       74.3       80.9       94.6       93.4:       5.4        6.6
Old  :     100.0:      14.7        6.9        5.5       74.3       80.9       94.6       93.4:       5.4        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         3          5          6         35         21         41         29:
Old  :        46:         3          5          6         35         21         41         29:
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  :                 36.2       45.8       56.2       72.5       36.1       43.1       54.9       65.0
Old  :                 36.2       45.8       56.2       72.5       36.1       43.1       54.9       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders - Futures Only, June 30, 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  :     6,202:         3      4,079        434      5,396      1,403      5,833      5,916:       369        286
Old  :     6,202:         3      4,079        434      5,396      1,403      5,833      5,916:       369        286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :       161:       -19        161          5        172          9        158        175:         3        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       65.8        7.0       87.0       22.6       94.1       95.4:       5.9        4.6
Old  :     100.0:       0.0       65.8        7.0       87.0       22.6       94.1       95.4:       5.9        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          6          5         15         10         20         17:
Old  :        26:         1          6          5         15         10         20         17:
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  :                 60.9       67.5       81.8       82.7       59.2       62.3       76.0       74.9
Old  :                 60.9       67.5       81.8       82.7       59.2       62.3       76.0       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   225,597:    79,656     76,817     47,398     79,246     77,380    206,300    201,595:    19,297     24,002
Old  :   158,031:    72,673     74,967     18,658     55,457     47,713    146,788    141,338:    11,243     16,693
Other:    67,566:    28,171     23,038      7,552     23,789     29,667     59,512     60,257:     8,054      7,309
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     3,504:     2,332      9,484     -1,541      2,017     -6,072      2,808      1,871:       696      1,633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       34.1       21.0       35.1       34.3       91.4       89.4:       8.6       10.6
Old  :     100.0:      46.0       47.4       11.8       35.1       30.2       92.9       89.4:       7.1       10.6
Other:     100.0:      41.7       34.1       11.2       35.2       43.9       88.1       89.2:      11.9       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        72        114         96         49         70        190        227:
Old  :       266:        70        115         67         38         60        148        207:
Other:       179:        52         48         36         39         49        116        115:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       25.4       32.7       33.9       17.8       20.9       29.9       27.2
Old  :                 23.9       22.1       39.1       30.3       23.9       20.9       37.3       28.0
Other:                 25.9       47.4       40.2       55.4       25.0       40.6       38.0       47.1
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   275,097:    70,981     47,103     52,882    123,815    141,426    247,678    241,411:    27,419     33,686
Old  :   275,097:    70,981     47,103     52,882    123,815    141,426    247,678    241,411:    27,419     33,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    -2,400:       278        835       -230        515     -2,157        563     -1,552:    -2,963       -848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       17.1       19.2       45.0       51.4       90.0       87.8:      10.0       12.2
Old  :     100.0:      25.8       17.1       19.2       45.0       51.4       90.0       87.8:      10.0       12.2
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  :       349:        90         88        103        100        127        250        272:
Old  :       349:        90         88        103        100        127        250        272:
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  :                 19.6       21.1       31.8       30.8       18.9       20.2       29.5       27.3
Old  :                 19.6       21.1       31.8       30.8       18.9       20.2       29.5       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     2,620:       746        342         77        834      1,390      1,657      1,809:       963        811
Old  :     2,620:       746        342         77        834      1,390      1,657      1,809:       963        811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :       135:        95        -98         38        -45        145         88         85:        47         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       13.1        2.9       31.8       53.1       63.2       69.0:      36.8       31.0
Old  :     100.0:      28.5       13.1        2.9       31.8       53.1       63.2       69.0:      36.8       31.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        10          7          3         10         11         23         18:
Old  :        34:        10          7          3         10         11         23         18:
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  :                 28.7       35.7       41.9       51.3       28.7       35.7       41.4       51.1
Old  :                 28.7       35.7       41.9       51.3       28.7       35.7       41.4       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    36,744:    11,995      9,369      6,815     11,607     10,014     30,417     26,198:     6,327     10,546
Old  :    36,744:    11,995      9,369      6,815     11,607     10,014     30,417     26,198:     6,327     10,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     1,496:       957       -443        318       -460        971        815        846:       681        650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       25.5       18.5       31.6       27.3       82.8       71.3:      17.2       28.7
Old  :     100.0:      32.6       25.5       18.5       31.6       27.3       82.8       71.3:      17.2       28.7
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  :       158:        33         44         37         39         51         94        116:
Old  :       158:        33         44         37         39         51         94        116:
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  :                 22.8       12.9       35.0       21.8       22.7        9.4       31.4       15.3
Old  :                 22.8       12.9       35.0       21.8       22.7        9.4       31.4       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    25,491:     1,087     11,513        542     23,386     12,699     25,015     24,754:       476        737
Old  :    25,491:     1,087     11,513        542     23,386     12,699     25,015     24,754:       476        737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     1,181:        91      1,179        -83      1,185        170      1,193      1,266:       -12        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       45.2        2.1       91.7       49.8       98.1       97.1:       1.9        2.9
Old  :     100.0:       4.3       45.2        2.1       91.7       49.8       98.1       97.1:       1.9        2.9
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  :        65:        14          9          9         29         24         48         37:
Old  :        65:        14          9          9         29         24         48         37:
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  :                 58.2       61.8       79.6       76.6       58.1       61.6       75.5       74.7
Old  :                 58.2       61.8       79.6       76.6       58.1       61.6       75.5       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    24,278:    14,992      3,057          0      8,054     19,858     23,046     22,915:     1,232      1,363
Old  :    24,278:    14,992      3,057          0      8,054     19,858     23,046     22,915:     1,232      1,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :       343:       111        244          0        302        -32        413        212:       -70        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.8       12.6        0.0       33.2       81.8       94.9       94.4:       5.1        5.6
Old  :     100.0:      61.8       12.6        0.0       33.2       81.8       94.9       94.4:       5.1        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        12         14          0          7          9         19         23:
Old  :        40:        12         14          0          7          9         19         23:
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  :                 69.6       77.0       84.4       84.7       69.4       77.0       84.3       84.7
Old  :                 69.6       77.0       84.4       84.7       69.4       77.0       84.3       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   118,197:    28,174     48,693        972     63,828     44,799     92,974     94,464:    25,223     23,733
Old  :   118,197:    28,174     48,693        972     63,828     44,799     92,974     94,464:    25,223     23,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    12,785:     5,322      5,007       -159      8,648      7,716     13,811     12,564:    -1,026        221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       41.2        0.8       54.0       37.9       78.7       79.9:      21.3       20.1
Old  :     100.0:      23.8       41.2        0.8       54.0       37.9       78.7       79.9:      21.3       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        16         27          8         30         27         50         58:
Old  :        89:        16         27          8         30         27         50         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       30.3       48.4       45.7       32.6       30.1       46.0       45.1
Old  :                 32.8       30.3       48.4       45.7       32.6       30.1       46.0       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    41,400:    12,796      8,458         11     13,995     22,905     26,802     31,374:    14,598     10,026
Old  :    41,400:    12,796      8,458         11     13,995     22,905     26,802     31,374:    14,598     10,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :      -899:     1,057     -1,833          8     -1,136      1,102        -71       -723:      -828       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       20.4        0.0       33.8       55.3       64.7       75.8:      35.3       24.2
Old  :     100.0:      30.9       20.4        0.0       33.8       55.3       64.7       75.8:      35.3       24.2
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  :        39:         7          8          2         11         16         19         25:
Old  :        39:         7          8          2         11         16         19         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       42.7       50.3       56.0       34.4       42.7       50.3       56.0
Old  :                 34.4       42.7       50.3       56.0       34.4       42.7       50.3       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   122,007:    55,795     34,839        322     61,632     82,594    117,749    117,755:     4,258      4,252
Old  :   122,007:    55,795     34,839        322     61,632     82,594    117,749    117,755:     4,258      4,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     8,717:     4,194      6,416        -72      5,337      2,840      9,459      9,184:      -742       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       28.6        0.3       50.5       67.7       96.5       96.5:       3.5        3.5
Old  :     100.0:      45.7       28.6        0.3       50.5       67.7       96.5       96.5:       3.5        3.5
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  :       115:        37         33          5         20         33         58         70:
Old  :       115:        37         33          5         20         33         58         70:
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  :                 61.1       52.6       74.7       66.3       61.0       52.6       74.7       66.3
Old  :                 61.1       52.6       74.7       66.3       61.0       52.6       74.7       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   186,144:    34,424     55,414      4,647    127,993     94,316    167,064    154,377:    19,080     31,767
Old  :   186,144:    34,424     55,414      4,647    127,993     94,316    167,064    154,377:    19,080     31,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    15,689:     4,770      7,244         48     10,961      4,961     15,779     12,253:       -90      3,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       29.8        2.5       68.8       50.7       89.7       82.9:      10.3       17.1
Old  :     100.0:      18.5       29.8        2.5       68.8       50.7       89.7       82.9:      10.3       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        16         28          9         29         46         50         78:
Old  :       103:        16         28          9         29         46         50         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       23.1       64.4       34.1       46.2       23.1       64.2       33.8
Old  :                 46.2       23.1       64.4       34.1       46.2       23.1       64.2       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   137,362:    42,755     18,894      2,195     68,918     97,342    113,868    118,431:    23,494     18,931
Old  :   137,362:    42,755     18,894      2,195     68,918     97,342    113,868    118,431:    23,494     18,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    -7,187:    -7,735     -4,138      1,697        431     -5,030     -5,607     -7,471:    -1,580        284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       13.8        1.6       50.2       70.9       82.9       86.2:      17.1       13.8
Old  :     100.0:      31.1       13.8        1.6       50.2       70.9       82.9       86.2:      17.1       13.8
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  :        98:        18         26         15         32         35         59         67:
Old  :        98:        18         26         15         32         35         59         67:
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       45.0       48.6       53.2       33.1       44.4       46.3       51.6
Old  :                 33.8       45.0       48.6       53.2       33.1       44.4       46.3       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   579,738:   180,387     81,432      6,615    306,839    453,967    493,841    542,014:    85,897     37,724
Old  :   579,738:   180,387     81,432      6,615    306,839    453,967    493,841    542,014:    85,897     37,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    -5,683:   -10,429      9,064        560      1,434    -13,978     -8,435     -4,354:     2,752     -1,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       14.0        1.1       52.9       78.3       85.2       93.5:      14.8        6.5
Old  :     100.0:      31.1       14.0        1.1       52.9       78.3       85.2       93.5:      14.8        6.5
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  :       255:        73         41         28        107         73        188        134:
Old  :       255:        73         41         28        107         73        188        134:
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  :                 18.9       58.0       29.6       67.9       18.3       56.4       28.5       66.3
Old  :                 18.9       58.0       29.6       67.9       18.3       56.4       28.5       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    24,041:     4,276      5,024        118      7,308     14,406     11,702     19,548:    12,339      4,493
Old  :    24,041:     4,276      5,024        118      7,308     14,406     11,702     19,548:    12,339      4,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :       530:       753       -101          0        -26        447        727        346:      -197        184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       20.9        0.5       30.4       59.9       48.7       81.3:      51.3       18.7
Old  :     100.0:      17.8       20.9        0.5       30.4       59.9       48.7       81.3:      51.3       18.7
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  :        24:         6          5          1         11         10         18         15:
Old  :        24:         6          5          1         11         10         18         15:
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  :                 18.8       60.5       33.5       73.2       18.3       59.5       31.8       69.8
Old  :                 18.8       60.5       33.5       73.2       18.3       59.5       31.8       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    27,335:     6,700     17,409      1,907     16,636      4,868     25,243     24,184:     2,092      3,151
Old  :    27,335:     6,700     17,409      1,907     16,636      4,868     25,243     24,184:     2,092      3,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     3,432:       792        192      1,509        988      1,521      3,289      3,222:       143        210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       63.7        7.0       60.9       17.8       92.3       88.5:       7.7       11.5
Old  :     100.0:      24.5       63.7        7.0       60.9       17.8       92.3       88.5:       7.7       11.5
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  :        48:        14         19          5          8         10         25         31:
Old  :        48:        14         19          5          8         10         25         31:
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  :                 56.5       51.3       70.6       63.6       49.7       46.7       63.4       57.3
Old  :                 56.5       51.3       70.6       63.6       49.7       46.7       63.4       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    30,845:    16,314     15,958        603     10,362     10,756     27,279     27,317:     3,566      3,528
Old  :    30,845:    16,314     15,958        603     10,362     10,756     27,279     27,317:     3,566      3,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     1,494:       140       -231        -39        868      1,820        969      1,550:       525        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.9       51.7        2.0       33.6       34.9       88.4       88.6:      11.6       11.4
Old  :     100.0:      52.9       51.7        2.0       33.6       34.9       88.4       88.6:      11.6       11.4
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  :        78:        33         22          8         14         12         50         39:
Old  :        78:        33         22          8         14         12         50         39:
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  :                 33.2       47.5       48.4       63.9       33.2       47.5       48.4       63.3
Old  :                 33.2       47.5       48.4       63.9       33.2       47.5       48.4       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                        Code-122741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    11,657:     9,258      2,571          0      1,992      8,032     11,250     10,603:       407      1,054
Old  :    11,657:     9,258      2,571          0      1,992      8,032     11,250     10,603:       407      1,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :       962:       924        225          0        224        579      1,148        804:      -186        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.4       22.1        0.0       17.1       68.9       96.5       91.0:       3.5        9.0
Old  :     100.0:      79.4       22.1        0.0       17.1       68.9       96.5       91.0:       3.5        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7         11          0          4          4         11         15:
Old  :        25:         7         11          0          4          4         11         15:
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  :                 76.3       75.2       92.7       83.0       76.3       75.0       92.7       82.8
Old  :                 76.3       75.2       92.7       83.0       76.3       75.0       92.7       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  : 9,752,715: 1,299,938  1,318,376  2,647,003  5,173,201  5,111,546  9,120,142  9,076,925:   632,573    675,790
Old  : 9,752,715: 1,299,938  1,318,376  2,647,003  5,173,201  5,111,546  9,120,142  9,076,925:   632,573    675,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :   163,466:   -33,831     -1,677    107,361     69,627     63,872    143,157    169,556:    20,309     -6,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       13.5       27.1       53.0       52.4       93.5       93.1:       6.5        6.9
Old  :     100.0:      13.3       13.5       27.1       53.0       52.4       93.5       93.1:       6.5        6.9
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  :       224:        53         45         79        103        111        198        201:
Old  :       224:        53         45         79        103        111        198        201:
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  :                 20.1       20.7       31.9       31.9       12.8       13.3       18.5       20.0
Old  :                 20.1       20.7       31.9       31.9       12.8       13.3       18.5       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                                   Code-133741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :     7,675:     5,696      6,922        105          0          0      5,801      7,027:     1,874        648
Old  :     7,675:     5,696      6,922        105          0          0      5,801      7,027:     1,874        648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    -1,655:      -944     -1,515       -277          0          0     -1,221     -1,792:      -434        137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.2       90.2        1.4        0.0        0.0       75.6       91.6:      24.4        8.4
Old  :     100.0:      74.2       90.2        1.4        0.0        0.0       75.6       91.6:      24.4        8.4
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  :        60:        35         25          5          0          0         38         27:
Old  :        60:        35         25          5          0          0         38         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       51.7       57.4       68.5       46.9       51.6       57.4       68.4
Old  :                 46.9       51.7       57.4       68.5       46.9       51.6       57.4       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($2,500 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   151,235:    11,751     40,559     25,194    114,127     85,365    151,072    151,118:       163        117
Old  :   151,235:    11,751     40,559     25,194    114,127     85,365    151,072    151,118:       163        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :        51:        21      1,840     -2,055      2,074        285         40         70:        11        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       26.8       16.7       75.5       56.4       99.9       99.9:       0.1        0.1
Old  :     100.0:       7.8       26.8       16.7       75.5       56.4       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        11         18         16         13         22         35         45:
Old  :        53:        11         18         16         13         22         35         45:
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  :                 73.5       45.2       85.2       72.6       62.6       43.1       67.2       58.5
Old  :                 73.5       45.2       85.2       72.6       62.6       43.1       67.2       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134742
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($4,167 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   299,037:    23,324    103,418     22,161    253,501    172,833    298,986    298,412:        51        625
Old  :   299,037:    23,324    103,418     22,161    253,501    172,833    298,986    298,412:        51        625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     5,106:      -170      3,115     -2,873      8,204      4,376      5,161      4,618:       -55        488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       34.6        7.4       84.8       57.8      100.0       99.8:       0.0        0.2
Old  :     100.0:       7.8       34.6        7.4       84.8       57.8      100.0       99.8:       0.0        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  :        90:        12         32         25         21         42         51         81:
Old  :        90:        12         32         25         21         42         51         81:
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  :                 81.1       34.7       88.5       53.7       79.8       34.0       83.0       50.0
Old  :                 81.1       34.7       88.5       53.7       79.8       34.0       83.0       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   538,487:    73,550     86,397     10,495    398,546    374,131    482,591    471,023:    55,897     67,464
Old  :   538,487:    73,550     86,397     10,495    398,546    374,131    482,591    471,023:    55,897     67,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    17,833:     6,947        379      1,030      2,464     10,201     10,440     11,609:     7,393      6,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       16.0        1.9       74.0       69.5       89.6       87.5:      10.4       12.5
Old  :     100.0:      13.7       16.0        1.9       74.0       69.5       89.6       87.5:      10.4       12.5
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  :       572:        86        100         49        261        276        369        403:
Old  :       572:        86        100         49        261        276        369        403:
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  :                 14.8       17.5       23.5       23.6       14.1       17.5       21.3       23.3
Old  :                 14.8       17.5       23.5       23.6       14.1       17.5       21.3       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,647,722:   366,138    415,732     52,474  1,979,952  1,857,685  2,398,564  2,325,891:   249,158    321,831
Old  : 2,647,722:   366,138    415,732     52,474  1,979,952  1,857,685  2,398,564  2,325,891:   249,158    321,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    44,451:    33,123    -14,361      5,148       -461     38,033     37,810     28,820:     6,641     15,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       15.7        2.0       74.8       70.2       90.6       87.8:       9.4       12.2
Old  :     100.0:      13.8       15.7        2.0       74.8       70.2       90.6       87.8:       9.4       12.2
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  :       572:        86        100         49        258        275        366        402:
Old  :       572:        86        100         49        258        275        366        402:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       17.8       23.9       23.7       14.3       17.8       22.1       23.4
Old  :                 15.0       17.8       23.9       23.7       14.3       17.8       22.1       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE                                              Code-13874E
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Health Care In                                   :
     :          :                                                                            :
All  :     7,892:     1,825          0          0      4,646      7,398      6,471      7,398:     1,421        494
Old  :     7,892:     1,825          0          0      4,646      7,398      6,471      7,398:     1,421        494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        0.0        0.0       58.9       93.7       82.0       93.7:      18.0        6.3
Old  :     100.0:      23.1        0.0        0.0       58.9       93.7       82.0       93.7:      18.0        6.3
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  :        20:         1          0          0         12          8         13          8:
Old  :        20:         1          0          0         12          8         13          8:
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  :                 50.1       78.6       70.6       93.7       50.1       78.6       70.6       93.4
Old  :                 50.1       78.6       70.6       93.7       50.1       78.6       70.6       93.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    63,501:     7,130      5,636        282     47,387     52,810     54,799     58,728:     8,702      4,773
Old  :    63,501:     7,130      5,636        282     47,387     52,810     54,799     58,728:     8,702      4,773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :       -93:       846       -218       -130       -188        224        528       -124:      -621         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        8.9        0.4       74.6       83.2       86.3       92.5:      13.7        7.5
Old  :     100.0:      11.2        8.9        0.4       74.6       83.2       86.3       92.5:      13.7        7.5
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  :        74:        10          7          7         37         34         50         45:
Old  :        74:        10          7          7         37         34         50         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       45.2       51.7       63.3       31.9       45.2       51.2       62.9
Old  :                 32.0       45.2       51.7       63.3       31.9       45.2       51.2       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    38,816:    15,656      6,892        438     16,491     25,095     32,586     32,426:     6,231      6,390
Old  :    38,816:    15,656      6,892        438     16,491     25,095     32,586     32,426:     6,231      6,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     2,304:       774       -196        135      1,190      2,037      2,099      1,976:       205        328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       17.8        1.1       42.5       64.7       83.9       83.5:      16.1       16.5
Old  :     100.0:      40.3       17.8        1.1       42.5       64.7       83.9       83.5:      16.1       16.5
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  :       258:        61         41         21        100         98        171        150:
Old  :       258:        61         41         21        100         98        171        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       24.1       25.3       33.8       15.2       24.1       25.1       33.7
Old  :                 15.2       24.1       25.3       33.8       15.2       24.1       25.1       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   194,081:    78,279     34,460      2,192     82,457    125,477    162,928    162,129:    31,153     31,952
Old  :   194,081:    78,279     34,460      2,192     82,457    125,477    162,928    162,129:    31,153     31,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    11,520:     3,871       -982        676      5,950     10,184     10,497      9,878:     1,023      1,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       17.8        1.1       42.5       64.7       83.9       83.5:      16.1       16.5
Old  :     100.0:      40.3       17.8        1.1       42.5       64.7       83.9       83.5:      16.1       16.5
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  :       258:        61         41         21        100         98        171        150:
Old  :       258:        61         41         21        100         98        171        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       24.1       25.3       33.8       15.2       24.1       25.1       33.7
Old  :                 15.2       24.1       25.3       33.8       15.2       24.1       25.1       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   100,658:    40,025     42,933      1,404     41,029     34,920     82,458     79,257:    18,200     21,401
Old  :   100,658:    40,025     42,933      1,404     41,029     34,920     82,458     79,257:    18,200     21,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     6,876:     4,051      2,149        124      2,529      2,418      6,704      4,691:       172      2,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       42.7        1.4       40.8       34.7       81.9       78.7:      18.1       21.3
Old  :     100.0:      39.8       42.7        1.4       40.8       34.7       81.9       78.7:      18.1       21.3
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  :        73:        14         22          7         23         23         42         47:
Old  :        73:        14         22          7         23         23         42         47:
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  :                 47.4       40.7       59.8       52.0       47.2       40.3       59.6       51.2
Old  :                 47.4       40.7       59.8       52.0       47.2       40.3       59.6       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE                                                 Code-239742
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   536,422:    90,029     70,377      8,590    417,304    437,454    515,923    516,421:    20,499     20,001
Old  :   536,422:    90,029     70,377      8,590    417,304    437,454    515,923    516,421:    20,499     20,001
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :    15,430:     4,714     -9,209      1,510      8,280     23,533     14,504     15,834:       926       -404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       13.1        1.6       77.8       81.6       96.2       96.3:       3.8        3.7
Old  :     100.0:      16.8       13.1        1.6       77.8       81.6       96.2       96.3:       3.8        3.7
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  :       329:        57         40         22        140        147        208        198:
Old  :       329:        57         40         22        140        147        208        198:
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  :                 17.7       21.1       31.2       33.3       16.9       21.1       30.0       31.5
Old  :                 17.7       21.1       31.2       33.3       16.9       21.1       30.0       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    34,537:     5,204      4,255        120     22,674     21,012     27,998     25,387:     6,539      9,150
Old  :    34,537:     5,204      4,255        120     22,674     21,012     27,998     25,387:     6,539      9,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     2,266:       328         24          3      2,072      2,135      2,403      2,162:      -137        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       12.3        0.3       65.7       60.8       81.1       73.5:      18.9       26.5
Old  :     100.0:      15.1       12.3        0.3       65.7       60.8       81.1       73.5:      18.9       26.5
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  :        54:        12          5          3         22         22         34         30:
Old  :        54:        12          5          3         22         22         34         30:
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  :                 38.3       33.6       52.2       52.1       38.2       33.6       52.1       51.1
Old  :                 38.3       33.6       52.2       52.1       38.2       33.6       52.1       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders - Futures Only, June 30, 2020                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :   156,607:    49,032        399      5,157    101,922    151,005    156,111    156,561:       496         46
Old  :   156,607:    49,032        399      5,157    101,922    151,005    156,111    156,561:       496         46
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2020                        :
     :     2,543:      -680         18        584      2,421      1,946      2,325      2,548:       218         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        0.3        3.3       65.1       96.4       99.7      100.0:       0.3        0.0
Old  :     100.0:      31.3        0.3        3.3       65.1       96.4       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        28          3          5         42         26         73         33:
Old  :        80:        28          3          5         42         26         73         33:
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  :                 38.4       57.2       52.8       84.5       31.0       48.2       45.2       66.7
Old  :                 38.4       57.2       52.8       84.5       31.0       48.2       45.2       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 06, 2020