BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,111
COMMITMENTS
     683      691      574    7,282    7,459    8,539    8,724      572      387

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        121)
      12      -29       52       59       22      123       45       -2       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      7.6      6.3     79.9     81.9     93.7     95.8      6.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        8        8       25       21       34       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,379
COMMITMENTS
  13,211    4,497    1,300    7,497   15,285   22,008   21,082    3,371    4,297

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      1,402)
     214      300      258    1,124    1,217    1,596    1,775     -194     -373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.1     17.7      5.1     29.5     60.2     86.7     83.1     13.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       14       15       22       29       52       49                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,153
COMMITMENTS
   1,337      516      427    5,960    6,553    7,724    7,496      429      657

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        230)
     140      144      -49      134       87      225      182        5       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      6.3      5.2     73.1     80.4     94.7     91.9      5.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        4        6       32       22       39       29                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,492
COMMITMENTS
       0    3,732      396    4,662      888    5,058    5,016      434      476

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        105)
       0      192       -7       55      -80       48      105       57        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     68.0      7.2     84.9     16.2     92.1     91.3      7.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        7        5       13        8       18       15                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      225,357
COMMITMENTS
  77,810   71,801   51,170   74,973   78,341  203,953  201,312   21,404   24,045

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:     -4,910)
  -2,838   -4,966    1,989   -5,692   -1,412   -6,541   -4,389    1,631     -521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     31.9     22.7     33.3     34.8     90.5     89.3      9.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      90       98      111       55       66      217      225                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      264,808
COMMITMENTS
  70,466   43,137   46,598  120,277  140,832  237,341  230,567   27,467   34,241

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:     -6,592)
  -3,293   -2,274   -4,157     -335      306   -7,785   -6,125    1,193     -467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     16.3     17.6     45.4     53.2     89.6     87.1     10.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      83       86      101       97      125      243      268                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,589
COMMITMENTS
     851      402      208    1,292    2,146    2,351    2,756    1,238      833

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        638)
     135       63       60      264      560      459      683      179      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     11.2      5.8     36.0     59.8     65.5     76.8     34.5     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12        7        5       13       15       28       26                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,985
COMMITMENTS
  12,285    9,777    9,049   12,751   10,586   34,085   29,412    6,900   11,573

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      3,626)
     167     -162    2,279      618      963    3,064    3,080      562      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     23.9     22.1     31.1     25.8     83.2     71.8     16.8     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      36       46       42       37       48       97      120                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       22,567
COMMITMENTS
   1,146    9,426      530   20,390   11,934   22,066   21,890      501      677

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        561)
     141      175       29      361      304      531      508       30       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     41.8      2.3     90.4     52.9     97.8     97.0      2.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12        9        8       27       23       46       33                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       23,308
COMMITMENTS
  13,250    2,149        0    8,826   19,646   22,076   21,795    1,232    1,513

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:       -138)
    -278     -273        0       84      -15     -194     -288       56      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8      9.2      0.0     37.9     84.3     94.7     93.5      5.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        8        0        8        8       21       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      148,003
COMMITMENTS
  27,642   47,417      828   94,450   75,090  122,920  123,335   25,083   24,668

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:     26,777)
  -4,018   -1,061      -85   30,413   28,933   26,310   27,787      467   -1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     32.0      0.6     63.8     50.7     83.1     83.3     16.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      20       28       10       31       34       55       68                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       48,430
COMMITMENTS
  16,526    9,469       10   14,482   28,589   31,018   38,068   17,412   10,362

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      3,315)
   3,694      415      -22   -1,046    3,279    2,626    3,672      689     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     19.6      0.0     29.9     59.0     64.0     78.6     36.0     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        8        2       12       19       20       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      124,807
COMMITMENTS
  48,737   36,866      968   70,400   82,590  120,105  120,424    4,702    4,383

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      1,869)
  -2,111      998      367    3,621      -90    1,877    1,275       -8      594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     29.5      0.8     56.4     66.2     96.2     96.5      3.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      35       41        8       25       32       64       78                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      179,340
COMMITMENTS
  43,175   56,761    5,027  111,449   88,541  159,651  150,329   19,689   29,011

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:     -1,356)
   3,283      461      239   -5,315   -1,605   -1,793     -905      437     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     31.6      2.8     62.1     49.4     89.0     83.8     11.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      15       29       14       27       44       51       78                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      135,263
COMMITMENTS
  45,111   26,785      342   67,691   87,431  113,144  114,558   22,119   20,705

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:     -3,050)
   1,068     -446     -574   -2,889     -990   -2,395   -2,010     -655   -1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     19.8      0.3     50.0     64.6     83.6     84.7     16.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      20       18        8       29       38       52       61                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      604,982
COMMITMENTS
 194,252   83,340    9,211  309,455  471,519  512,918  564,070   92,064   40,912

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:     11,641)
   9,093    1,778    1,616   -2,388    4,546    8,321    7,940    3,320    3,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     13.8      1.5     51.2     77.9     84.8     93.2     15.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      83       39       30      111       75      201      138                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,432
COMMITMENTS
   3,274    3,242      539    7,184   15,142   10,997   18,923   12,435    4,509

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:       -269)
     -83     -276      -15     -368       14     -466     -277      197        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     13.8      2.3     30.7     64.6     46.9     80.8     53.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        2       11       10       18       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       23,545
COMMITMENTS
   7,781   17,187       19   13,789    3,426   21,589   20,632    1,956    2,913

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      1,260)
   1,634    1,425      -73     -160       69    1,401    1,421     -141     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     73.0      0.1     58.6     14.6     91.7     87.6      8.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15       19        3       11        7       27       28                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       33,202
COMMITMENTS
  16,973   15,856    1,203   10,843   12,332   29,019   29,391    4,183    3,811

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      1,973)
   1,167     -267       62      -52    2,336    1,177    2,131      796     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     47.8      3.6     32.7     37.1     87.4     88.5     12.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      30       23        9       14       13       49       40                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       13,485
COMMITMENTS
  10,060    3,990        0    2,786    8,527   12,846   12,517      639      968

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      2,538)
   1,849    1,396        0      552    1,190    2,401    2,586      137      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.6     29.6      0.0     20.7     63.2     95.3     92.8      4.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7       12        0        5        6       12       18                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,506,870
COMMITMENTS
 1255982  996,344  2717496  4867470  5094524  8840948  8808364  665,922  698,506

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:   -377,635)
 -66,215 -326,781   37,985 -308,916  -28,925 -337,146 -317,721  -40,489  -59,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     10.5     28.6     51.2     53.6     93.0     92.7      7.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      55       43       79      107      113      203      203                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        8,322
COMMITMENTS
   6,323    7,633      103        0        0    6,426    7,736    1,896      586

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        157)
     303      128       18        0        0      321      146     -164       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.0     91.7      1.2      0.0      0.0     77.2     93.0     22.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      42       28        8        0        0       47       31                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      156,853
COMMITMENTS
  13,337   42,108   26,848  116,413   85,783  156,598  154,739      255    2,114

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      5,919)
   1,193    2,142    2,273    2,343     -536    5,809    3,879      110    2,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     26.8     17.1     74.2     54.7     99.8     98.7      0.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12       17       19       13       24       36       50                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      203,517
COMMITMENTS
  36,978   65,635   15,257  151,198  122,527  203,433  203,419       84       98

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:     -2,392)
   2,910      535     -688   -4,548   -2,182   -2,326   -2,335      -66      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     32.3      7.5     74.3     60.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      17       21       24       17       36       43       72                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      536,906
COMMITMENTS
  76,053   81,762   11,424  393,165  374,709  480,642  467,895   56,264   69,011

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      3,148)
   2,955      887     -339     -540    1,619    2,076    2,167    1,072      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     15.2      2.1     73.2     69.8     89.5     87.1     10.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      584)
      94       99       52      269      278      382      410                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,625,841
COMMITMENTS
 378,655  407,268   53,892  1953964  1836027  2386511  2297187  239,330  328,654

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      7,815)
  14,777    7,216   -2,937    1,294   -5,473   13,134   -1,194   -5,319    9,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     15.5      2.1     74.4     69.9     90.9     87.5      9.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      583)
      94       98       51      266      276      378      407                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       63,049
COMMITMENTS
   7,093    4,994      625   47,311   52,853   55,029   58,472    8,020    4,577

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:        199)
   1,155       52      343     -781      331      717      726     -518     -527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      7.9      1.0     75.0     83.8     87.3     92.7     12.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10        9        8       37       33       52       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       44,657
COMMITMENTS
  15,903    8,780      687   21,395   27,928   37,985   37,395    6,672    7,261

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      2,150)
    -457    1,361       54    2,403      334    2,000    1,748      150      402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     19.7      1.5     47.9     62.5     85.1     83.7     14.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      67       44       23       93      104      171      160                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      223,283
COMMITMENTS
  79,514   43,900    3,437  106,974  139,640  189,925  186,977   33,358   36,306

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:     10,748)
  -2,283    6,803      268   12,013    1,669    9,998    8,740      750    2,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     19.7      1.5     47.9     62.5     85.1     83.7     14.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      67       44       23       93      104      171      160                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      107,237
COMMITMENTS
  45,543   41,293      599   40,756   44,908   86,898   86,800   20,339   20,437

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      2,122)
     803   -4,141     -284    2,477    4,818    2,996      393     -874    1,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     38.5      0.6     38.0     41.9     81.0     80.9     19.0     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      21       16        8       25       23       50       43                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      512,060
COMMITMENTS
  69,336   64,860    7,731  414,412  417,708  491,479  490,299   20,581   21,761

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:    -17,162)
 -18,867  -15,838     -291    3,691     -848  -15,467  -16,977   -1,695     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     12.7      1.5     80.9     81.6     96.0     95.8      4.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      54       49       20      139      147      202      207                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       34,660
COMMITMENTS
   5,661    1,392      119   21,877   19,177   27,657   20,688    7,003   13,972

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:     -1,519)
     -41   -1,692       37   -1,955   -2,188   -1,959   -3,843      440    2,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      4.0      0.3     63.1     55.3     79.8     59.7     20.2     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11        4        4       21       23       32       31                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 07/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      159,572
COMMITMENTS
  49,032      399    5,357  104,916  153,770  159,305  159,526      267       46

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      3,495)
     791        0        0    2,720    3,494    3,511    3,494      -16        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      0.3      3.4     65.7     96.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      28        3        5       41       27       72       34                  



Updated July 17, 2020