BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,720
COMMITMENTS
     856      683      580    7,631    7,994    9,067    9,257      653      463

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        105)
     101      -10      -25        9       92       85       57       20       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      7.0      6.0     78.5     82.2     93.3     95.2      6.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        7        8       26       22       35       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,078
COMMITMENTS
  15,282    4,999    1,288    8,109   17,096   24,679   23,383    3,399    4,695

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      1,001)
     658      349      -74      519      646    1,103      921     -102       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     17.8      4.6     28.9     60.9     87.9     83.3     12.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      24       17       16       24       34       56       59                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,653
COMMITMENTS
   1,343    1,079      377    6,400    6,549    8,120    8,005      533      648

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        259)
       4      316      -38      245       45      211      323       48      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     12.5      4.4     74.0     75.7     93.8     92.5      6.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        5        6       33       21       41       29                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,140
COMMITMENTS
       0    4,148      453    5,121    1,008    5,574    5,609      566      531

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        230)
       0      118       39      175       15      214      172       16       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     67.6      7.4     83.4     16.4     90.8     91.4      9.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        7        5       16        8       21       15                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      229,148
COMMITMENTS
  80,092   67,965   54,623   73,818   81,554  208,533  204,142   20,615   25,006

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      7,434)
   2,742      387    4,148      974    1,708    7,864    6,243     -430    1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     29.7     23.8     32.2     35.6     91.0     89.1      9.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      91       95      107       55       71      218      225                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      281,860
COMMITMENTS
  80,977   43,245   53,048  117,715  149,574  251,740  245,867   30,120   35,993

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      3,194)
   4,931      338      929   -3,935    1,799    1,925    3,066    1,269      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     15.3     18.8     41.8     53.1     89.3     87.2     10.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      95       79      103       98      124      252      264                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,178
COMMITMENTS
   1,042      758      168    1,664    2,511    2,874    3,437    1,304      741

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        178)
     -45      152      -95      231      127       91      184       87       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     18.1      4.0     39.8     60.1     68.8     82.3     31.2     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17       11        5       15       17       36       31                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,900
COMMITMENTS
  14,634    9,076    9,741   12,187   12,056   36,562   30,873    6,338   12,027

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      2,025)
   1,141      520     -421    1,234    1,436    1,954    1,535       71      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     21.2     22.7     28.4     28.1     85.2     72.0     14.8     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      45       41       44       37       50      110      119                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,559
COMMITMENTS
   1,523    9,776      485   21,068   12,555   23,076   22,816      483      743

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        490)
     121      -42       41      331      472      493      471       -3       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     41.5      2.1     89.4     53.3     97.9     96.8      2.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      11       12        8       27       28       46       40                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       24,648
COMMITMENTS
  11,425    3,209        0   12,318   19,958   23,743   23,167      905    1,481

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        852)
  -1,966      764        0    2,977      124    1,011      888     -159      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     13.0      0.0     50.0     81.0     96.3     94.0      3.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       13        0        8       11       19       24                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      139,397
COMMITMENTS
  32,105   44,601    1,960   74,931   70,498  108,996  117,059   30,401   22,338

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -4,209)
  -2,179   -6,381      259   -3,230    1,928   -5,150   -4,194      941      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     32.0      1.4     53.8     50.6     78.2     84.0     21.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      25       25       12       31       33       62       64                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,799
COMMITMENTS
  17,654    9,212        9   14,018   32,141   31,681   41,362   20,118   10,437

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        793)
    -107   -1,170     -210     -934    2,180   -1,251      800    2,044       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     17.8      0.0     27.1     62.0     61.2     79.9     38.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10        9        2       14       19       26       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      133,914
COMMITMENTS
  51,851   40,987    1,508   75,094   86,810  128,453  129,305    5,461    4,609

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      5,778)
   2,390    1,374      -25    3,525    4,655    5,890    6,004     -112     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     30.6      1.1     56.1     64.8     95.9     96.6      4.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      43       43        9       24       31       72       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      178,912
COMMITMENTS
  39,329   64,738    5,344  109,806   81,401  154,479  151,483   24,433   27,429

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -1,425)
  -6,901    3,428     -655    4,496   -3,475   -3,060     -702    1,635     -723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     36.2      3.0     61.4     45.5     86.3     84.7     13.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      21       27       14       30       41       60       73                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      170,269
COMMITMENTS
  62,924   34,417    1,091   73,649  115,708  137,664  151,216   32,605   19,053

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     27,583)
  12,070    2,870     -664    8,202   23,514   19,608   25,720    7,975    1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     20.2      0.6     43.3     68.0     80.9     88.8     19.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      37       19       12       38       36       80       62                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      678,965
COMMITMENTS
 242,127   84,568   10,435  328,605  546,114  581,167  641,117   97,798   37,848

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     42,753)
  37,942    5,430   -4,669    7,626   44,467   40,899   45,228    1,854   -2,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     12.5      1.5     48.4     80.4     85.6     94.4     14.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      95       39       36      115       75      222      139                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,236
COMMITMENTS
   4,218    3,625      111    7,077   14,962   11,406   18,698   11,830    4,538

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -156)
     822     -166        0     -113     -254      709     -420     -865      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     15.6      0.5     30.5     64.4     49.1     80.5     50.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        5        1       11       10       18       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       25,932
COMMITMENTS
   8,532   19,266      438   14,768    3,409   23,738   23,113    2,194    2,819

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -2,530)
  -2,007   -2,094       55     -699     -360   -2,651   -2,399      121     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     74.3      1.7     56.9     13.1     91.5     89.1      8.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14       18        7       13        8       33       28                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       36,142
COMMITMENTS
  17,383   18,228      531   13,898   14,094   31,812   32,853    4,330    3,289

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:         37)
  -2,214    1,106        3    2,383     -599      172      510     -135     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     50.4      1.5     38.5     39.0     88.0     90.9     12.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      33       25        7       16       14       51       44                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       12,241
COMMITMENTS
   8,150    4,079        0    3,558    7,004   11,708   11,083      533    1,158

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -1,248)
  -1,141      -39        0       48   -1,185   -1,093   -1,224     -155      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6     33.3      0.0     29.1     57.2     95.6     90.5      4.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8       10        0        6        6       14       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,620,346
COMMITMENTS
 1362690  884,586  2780371  4800618  5249868  8943679  8914825  676,667  705,521

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:    -42,931)
  70,220  -44,671   35,009 -135,715  -29,344  -30,486  -39,006  -12,445   -3,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      9.2     28.9     49.9     54.6     93.0     92.7      7.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      57       43       81      104      112      203      203                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       13,068
COMMITMENTS
   8,809   12,053      463      111        0    9,383   12,516    3,685      552

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      3,838)
   1,985    3,529      334      111        0    2,430    3,863    1,408      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     92.2      3.5      0.8      0.0     71.8     95.8     28.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      58       25        9        1        0       65       28                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      169,339
COMMITMENTS
  19,183   48,066   29,770  120,181   91,378  169,134  169,214      205      125

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      2,356)
   3,603    2,194   -2,401    1,172    2,606    2,374    2,399      -18      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     28.4     17.6     71.0     54.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       19       17       13       25       36       49                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      221,727
COMMITMENTS
  40,284   64,447   19,547  161,794  137,561  221,625  221,555      102      172

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      8,090)
    -769      734    3,046    5,814    4,288    8,091    8,068       -1       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     29.1      8.8     73.0     62.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15       22       21       21       38       46       71                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      551,791
COMMITMENTS
  75,311   79,481   14,747  398,712  384,105  488,770  478,333   63,021   73,457

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      9,653)
     135   -2,915    2,339    3,763    6,069    6,237    5,493    3,416    4,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     14.4      2.7     72.3     69.6     88.6     86.7     11.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
      92       97       50      266      278      381      402                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,647,149
COMMITMENTS
 374,943  414,156   50,207  1981279  1830569  2406429  2294932  240,720  352,217

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     13,935)
     677   -3,100      695   16,814   -5,505   18,186   -7,910   -4,251   21,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     15.6      1.9     74.8     69.2     90.9     86.7      9.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
      92       97       46      263      276      374      400                  
 
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874U
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX)                                 OPEN INTEREST:      135,006
COMMITMENTS
  86,784   68,306      531   23,866    7,970  111,181   76,807   23,825   58,199

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.3     50.6      0.4     17.7      5.9     82.4     56.9     17.6     43.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        6        2        4        3       13       10                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       59,069
COMMITMENTS
   5,925    4,041      573   44,005   49,999   50,503   54,613    8,566    4,456

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -549)
    -435      366      -56     -462     -743     -953     -433      404     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      6.8      1.0     74.5     84.6     85.5     92.5     14.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       7        8        6       37       33       48       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       44,183
COMMITMENTS
  14,488    9,667      597   21,619   27,470   36,704   37,734    7,479    6,449

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -258)
   1,441     -238     -478   -1,753      547     -790     -169      532      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     21.9      1.4     48.9     62.2     83.1     85.4     16.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      65       50       19       96      107      170      167                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      220,915
COMMITMENTS
  72,439   48,333    2,986  108,094  137,349  183,519  188,668   37,396   32,247

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -1,288)
   7,206   -1,191   -2,389   -8,767    2,733   -3,950     -847    2,662     -441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     21.9      1.4     48.9     62.2     83.1     85.4     16.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      65       50       19       96      107      170      167                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      113,682
COMMITMENTS
  42,402   47,414      922   45,814   45,768   89,138   94,104   24,544   19,578

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      4,730)
     624    5,431      272    3,182    2,690    4,078    8,393      652   -3,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     41.7      0.8     40.3     40.3     78.4     82.8     21.6     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      26       14        7       28       22       59       38                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      496,125
COMMITMENTS
  70,761   55,153    9,001  396,933  409,593  476,695  473,747   19,430   22,378

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:    -11,851)
   9,208   -9,742     -722  -19,968   -2,874  -11,482  -13,338     -369    1,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     11.1      1.8     80.0     82.6     96.1     95.5      3.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      53       50       23      143      141      207      203                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,509
COMMITMENTS
   7,342    1,736       99   20,910   20,935   28,351   22,770    8,158   13,739

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        333)
     223     -898       16   -1,551    2,234   -1,312    1,352    1,645   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      4.8      0.3     57.3     57.3     77.7     62.4     22.3     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      12        5        4       24       24       36       33                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| 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:      158,946
COMMITMENTS
  48,516      470    5,862  104,321  152,564  158,699  158,896      247       50

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -672)
     -68       91        5     -595     -772     -658     -676      -14        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      0.3      3.7     65.6     96.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29        2        5       42       28       74       35                  



Updated July 31, 2020