BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,615
COMMITMENTS
     755      693      605    7,622    7,902    8,982    9,200      633      415

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        504)
      72        2       31      340      443      443      476       61       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      7.2      6.3     79.3     82.2     93.4     95.7      6.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        7        8       25       22       34       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,077
COMMITMENTS
  14,624    4,650    1,362    7,590   16,450   23,576   22,462    3,501    4,615

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,698)
   1,413      153       62       93    1,165    1,568    1,380      130      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0     17.2      5.0     28.0     60.8     87.1     83.0     12.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      22       17       17       23       31       54       56                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,394
COMMITMENTS
   1,339      763      415    6,155    6,504    7,909    7,682      485      712

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        241)
       2      247      -12      195      -49      185      186       56       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      9.1      4.9     73.3     77.5     94.2     91.5      5.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        5        6       32       21       39       29                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,910
COMMITMENTS
       0    4,030      414    4,946      993    5,360    5,437      550      473

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        418)
       0      298       18      284      105      302      421      116       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     68.2      7.0     83.7     16.8     90.7     92.0      9.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        7        5       15        8       20       15                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      221,714
COMMITMENTS
  77,350   67,578   50,475   72,844   79,846  200,669  197,899   21,045   23,815

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -3,643)
    -460   -4,223     -695   -2,129    1,505   -3,284   -3,413     -359     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     30.5     22.8     32.9     36.0     90.5     89.3      9.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      85       91       95       53       69      199      212                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      278,666
COMMITMENTS
  76,046   42,907   52,119  121,650  147,775  249,815  242,801   28,851   35,865

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     13,858)
   5,580     -230    5,521    1,373    6,943   12,474   12,234    1,384    1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     15.4     18.7     43.7     53.0     89.6     87.1     10.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      94       81      104       95      122      249      264                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,000
COMMITMENTS
   1,087      606      263    1,433    2,384    2,783    3,253    1,217      747

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        411)
     236      204       55      141      238      432      497      -21      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     15.2      6.6     35.8     59.6     69.6     81.3     30.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18       10        7       14       14       36       30                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,875
COMMITMENTS
  13,493    8,556   10,162   10,953   10,620   34,608   29,338    6,267   11,537

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -110)
   1,208   -1,221    1,113   -1,798       34      523      -74     -633      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     20.9     24.9     26.8     26.0     84.7     71.8     15.3     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      39       42       45       33       49       99      119                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,069
COMMITMENTS
   1,402    9,818      444   20,737   12,083   22,583   22,345      486      724

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        502)
     256      392      -86      347      149      517      455      -15       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     42.6      1.9     89.9     52.4     97.9     96.9      2.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      11       12        8       27       29       46       41                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       23,796
COMMITMENTS
  13,391    2,445        0    9,341   19,834   22,732   22,279    1,064    1,517

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        488)
     141      296        0      515      188      656      484     -168        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     10.3      0.0     39.3     83.4     95.5     93.6      4.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15       10        0        9        9       24       19                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      143,606
COMMITMENTS
  34,284   50,982    1,701   78,161   68,570  114,146  121,253   29,460   22,353

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -4,397)
   6,642    3,565      873  -16,289   -6,520   -8,774   -2,082    4,377   -2,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     35.5      1.2     54.4     47.7     79.5     84.4     20.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      30       27       11       32       34       68       66                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,006
COMMITMENTS
  17,761   10,382      219   14,952   29,961   32,932   40,562   18,074   10,444

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      2,576)
   1,235      913      209      470    1,372    1,914    2,494      662       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     20.4      0.4     29.3     58.7     64.6     79.5     35.4     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11        8        2       13       19       25       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      128,136
COMMITMENTS
  49,461   39,613    1,533   71,569   82,155  122,563  123,301    5,573    4,835

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      3,329)
     724    2,747      565    1,169     -435    2,458    2,877      871      452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     30.9      1.2     55.9     64.1     95.7     96.2      4.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      40       42        9       26       32       71       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      180,337
COMMITMENTS
  46,230   61,310    5,999  105,310   84,876  157,539  152,185   22,798   28,152

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        997)
   3,055    4,549      972   -6,139   -3,665   -2,112    1,856    3,109     -859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     34.0      3.3     58.4     47.1     87.4     84.4     12.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      23       28       16       29       41       61       76                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      142,686
COMMITMENTS
  50,854   31,547    1,755   65,447   92,194  118,056  125,496   24,630   17,190

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      7,423)
   5,743    4,762    1,413   -2,244    4,763    4,912   10,938    2,511   -3,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     22.1      1.2     45.9     64.6     82.7     88.0     17.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      29       23       15       31       38       67       69                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      636,212
COMMITMENTS
 204,185   79,138   15,104  320,979  501,647  540,268  595,889   95,944   40,323

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     31,230)
   9,933   -4,202    5,893   11,524   30,128   27,350   31,819    3,880     -589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     12.4      2.4     50.5     78.8     84.9     93.7     15.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      93       42       31      111       77      213      142                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,392
COMMITMENTS
   3,396    3,791      111    7,190   15,216   10,697   19,118   12,695    4,274

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        -40)
     122      549     -428        6       74     -300      195      260     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     16.2      0.5     30.7     65.0     45.7     81.7     54.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        1       11       10       17       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       28,462
COMMITMENTS
  10,539   21,360      383   15,467    3,769   26,389   25,512    2,073    2,950

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      4,917)
   2,758    4,173      364    1,678      343    4,800    4,880      117       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     75.0      1.3     54.3     13.2     92.7     89.6      7.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      18       19        5       13        8       35       29                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       36,105
COMMITMENTS
  19,597   17,122      528   11,515   14,693   31,640   32,343    4,465    3,762

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      2,903)
   2,624    1,266     -675      672    2,361    2,621    2,952      282      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.3     47.4      1.5     31.9     40.7     87.6     89.6     12.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      36       23        9       15       14       53       44                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       13,489
COMMITMENTS
   9,291    4,118        0    3,510    8,189   12,801   12,307      688    1,182

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          4)
    -769      128        0      724     -338      -45     -210       49      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9     30.5      0.0     26.0     60.7     94.9     91.2      5.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9       10        0        6        6       15       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,663,277
COMMITMENTS
 1292470  929,257  2745362  4936333  5279212  8974165  8953831  689,112  709,446

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:    156,407)
  36,488  -67,087   27,866   68,863  184,688  133,217  145,467   23,190   10,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      9.6     28.4     51.1     54.6     92.9     92.7      7.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      51       45       78      105      113      199      201                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        9,230
COMMITMENTS
   6,824    8,524      129        0        0    6,953    8,653    2,277      577

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        908)
     501      891       26        0        0      527      917      381       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.9     92.4      1.4      0.0      0.0     75.3     93.7     24.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      42       24        7        0        0       46       27                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      166,983
COMMITMENTS
  15,580   45,872   32,171  119,009   88,772  166,760  166,815      223      168

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     10,130)
   2,243    3,764    5,323    2,596    2,989   10,162   12,076      -32   -1,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     27.5     19.3     71.3     53.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       18       18       13       25       36       50                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      213,637
COMMITMENTS
  41,053   63,713   16,501  155,980  133,273  213,534  213,487      103      150

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     10,120)
   4,075   -1,922    1,244    4,782   10,746   10,101   10,068       19       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     29.8      7.7     73.0     62.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      16       21       21       19       38       44       71                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      542,138
COMMITMENTS
  75,175   82,396   12,408  394,949  378,036  482,533  472,840   59,605   69,297

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      5,232)
    -878      635      984    1,784    3,326    1,890    4,945    3,341      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     15.2      2.3     72.9     69.7     89.0     87.2     11.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      574)
      89      100       54      272      275      384      406                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,633,214
COMMITMENTS
 374,266  417,256   49,512  1964465  1836074  2388243  2302842  244,971  330,372

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      7,373)
  -4,389    9,988   -4,380   10,501       47    1,732    5,655    5,641    1,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     15.8      1.9     74.6     69.7     90.7     87.5      9.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
      89       99       50      270      273      378      403                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       59,618
COMMITMENTS
   6,360    3,675      629   44,467   50,742   51,456   55,046    8,162    4,572

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -3,431)
    -733   -1,319        4   -2,844   -2,111   -3,573   -3,426      142       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      6.2      1.1     74.6     85.1     86.3     92.3     13.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       8        8        7       36       31       48       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       44,441
COMMITMENTS
  13,047    9,905    1,075   23,372   26,923   37,494   37,903    6,947    6,538

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -216)
  -2,856    1,125      388    1,977   -1,005     -491      508      275     -724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     22.3      2.4     52.6     60.6     84.4     85.3     15.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      61       45       20       90      104      159      161                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      222,203
COMMITMENTS
  65,233   49,524    5,375  116,861  134,616  187,469  189,515   34,734   32,688

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -1,080)
 -14,281    5,624    1,938    9,887   -5,024   -2,456    2,538    1,376   -3,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     22.3      2.4     52.6     60.6     84.4     85.3     15.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      61       45       20       90      104      159      161                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      108,952
COMMITMENTS
  41,778   41,983      650   42,632   43,078   85,060   85,711   23,892   23,241

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,715)
  -3,765      690       51    1,876   -1,830   -1,838   -1,089    3,553    2,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     38.5      0.6     39.1     39.5     78.1     78.7     21.9     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      25       16       11       25       22       56       43                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      507,976
COMMITMENTS
  61,553   64,895    9,723  416,901  412,467  488,177  487,085   19,799   20,891

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -4,084)
  -7,783       35    1,992    2,489   -5,241   -3,302   -3,214     -782     -870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     12.8      1.9     82.1     81.2     96.1     95.9      3.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      48       56       22      148      143      208      209                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:        5,402
COMMITMENTS
     596      712       49    4,334    4,132    4,979    4,893      423      509

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     13.2      0.9     80.2     76.5     92.2     90.6      7.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1        8        8       10       11                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,176
COMMITMENTS
   7,119    2,634       83   22,461   18,701   29,663   21,418    6,513   14,758

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,516)
   1,458    1,242      -36      584     -476    2,006      730     -490      786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      7.3      0.2     62.1     51.7     82.0     59.2     18.0     40.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11        7        3       25       21       36       31                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| 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:      159,618
COMMITMENTS
  48,584      379    5,857  104,916  153,336  159,357  159,572      261       46

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         46)
    -448      -20      500        0     -434       52       46       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      0.2      3.7     65.7     96.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      27        3        5       42       28       72       35                  



Updated July 24, 2020