WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   483,480:   117,531    102,670    171,862    169,146    162,049    458,538    436,581:    24,941     46,898
Old  :   448,583:   113,160     98,512    157,142    157,021    151,226    427,323    406,880:    21,259     41,702
Other:    34,897:     7,924      7,712     11,167     12,124     10,822     31,215     29,701:     3,682      5,196
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    -6,968:     5,549      1,827     -6,813     -5,478     -5,219     -6,743    -10,205:      -226      3,237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       21.2       35.5       35.0       33.5       94.8       90.3:       5.2        9.7
Old  :     100.0:      25.2       22.0       35.0       35.0       33.7       95.3       90.7:       4.7        9.3
Other:     100.0:      22.7       22.1       32.0       34.7       31.0       89.4       85.1:      10.6       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       103        119        119         87        117        271        284:
Old  :       362:       104        119        117         85        117        266        282:
Other:       129:        30         24         25         36         56         80         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       12.6       21.8       21.2       10.4        7.9       17.5       13.4
Old  :                 12.4       12.7       21.6       21.0       10.4        8.6       17.7       14.0
Other:                 28.9       31.8       45.5       46.0       20.2       23.9       28.0       31.8
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    32,061:    17,578        475        448     13,860     30,187     31,886     31,110:       175        951
Old  :    32,061:    17,578        475        448     13,860     30,187     31,886     31,110:       175        951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     1,696:       760        396       -675      1,526      1,689      1,611      1,410:        85        286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.8        1.5        1.4       43.2       94.2       99.5       97.0:       0.5        3.0
Old  :     100.0:      54.8        1.5        1.4       43.2       94.2       99.5       97.0:       0.5        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          2          2         14         23         22         26:
Old  :        32:         7          2          2         14         23         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       41.0       82.3       62.0       53.8       38.4       58.7       50.3
Old  :                 59.5       41.0       82.3       62.0       53.8       38.4       58.7       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   285,181:    59,392     80,667     75,266    128,253    110,566    262,911    266,500:    22,270     18,681
Old  :   277,516:    60,843     80,357     71,012    124,597    109,180    256,453    260,549:    21,063     16,966
Other:     7,665:     2,025      3,787        778      3,656      1,386      6,458      5,951:     1,207      1,714
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    15,668:     4,670         50     12,719     -2,222      3,065     15,166     15,834:       502       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       28.3       26.4       45.0       38.8       92.2       93.4:       7.8        6.6
Old  :     100.0:      21.9       29.0       25.6       44.9       39.3       92.4       93.9:       7.6        6.1
Other:     100.0:      26.4       49.4       10.1       47.7       18.1       84.3       77.6:      15.7       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        69         67         70         83         78        189        183:
Old  :       254:        72         65         68         82         78        187        181:
Other:        73:        11         12         11         16         36         34         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       19.0       23.8       27.8       10.9       15.4       17.7       22.2
Old  :                 13.9       19.5       24.2       28.5       11.1       16.1       18.0       23.0
Other:                 46.2       45.1       64.0       59.8       46.1       42.2       63.9       56.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,905,548:   263,916    331,593    536,010    904,162    793,507  1,704,089  1,661,110:   201,459    244,438
Old  :   684,390:   214,583    224,668    112,464    286,521    286,882    613,568    624,014:    70,823     60,376
Other: 1,221,158:   248,885    306,476    223,995    617,642    506,625  1,090,522  1,037,096:   130,636    184,062
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    29,062:     7,682      5,452     27,693     -6,941     -8,958     28,434     24,187:       628      4,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       17.4       28.1       47.4       41.6       89.4       87.2:      10.6       12.8
Old  :     100.0:      31.4       32.8       16.4       41.9       41.9       89.7       91.2:      10.3        8.8
Other:     100.0:      20.4       25.1       18.3       50.6       41.5       89.3       84.9:      10.7       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       785:       164        173        211        362        348        653        625:
Old  :       630:       120        135        106        254        264        428        451:
Other:       713:       165        132        147        310        318        541        539:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.2        8.3       16.4       14.2        9.0        6.5       14.0       10.8
Old  :                 13.8       11.4       22.8       18.8       11.7       10.7       20.4       17.0
Other:                 13.7        9.5       21.0       15.9       12.6        9.1       17.2       15.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     4,585:     1,925         11        272        968      3,538      3,165      3,822:     1,420        764
Old  :     4,585:     1,925         11        272        968      3,538      3,165      3,822:     1,420        764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       -60:      -159         -1        -10        -26         34       -195         23:       136        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0        0.2        5.9       21.1       77.2       69.0       83.3:      31.0       16.7
Old  :     100.0:      42.0        0.2        5.9       21.1       77.2       69.0       83.3:      31.0       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        13          1          3          7         12         21         15:
Old  :        28:        13          1          3          7         12         21         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       53.2       47.4       73.3       30.3       52.1       44.7       68.9
Old  :                 30.3       53.2       47.4       73.3       30.3       52.1       44.7       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   994,119:   166,118     73,165    295,010    468,106    557,300    929,234    925,475:    64,885     68,644
Old  :    91,437:    15,669      7,047     23,095     44,805     52,729     83,568     82,871:     7,869      8,566
Other:   902,682:   158,402     74,071    263,963    423,301    504,570    845,665    842,604:    57,017     60,078
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    18,826:     9,257      4,893      2,002     10,179     11,008     21,438     17,903:    -2,612        923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        7.4       29.7       47.1       56.1       93.5       93.1:       6.5        6.9
Old  :     100.0:      17.1        7.7       25.3       49.0       57.7       91.4       90.6:       8.6        9.4
Other:     100.0:      17.5        8.2       29.2       46.9       55.9       93.7       93.3:       6.3        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       566:       192        108        193        209        225        486        450:
Old  :       280:        59         58         52         81        123        173        200:
Other:       556:       184        106        184        197        220        464        437:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.9       16.7       17.7       26.5        7.1       13.3       12.0       21.2
Old  :                 24.2       21.7       37.0       32.4       23.2       19.3       34.1       28.9
Other:                 10.6       17.4       18.9       27.5        7.8       14.6       13.3       23.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   481,302:    88,715     42,379    108,079    245,518    302,986    442,312    453,444:    38,989     27,858
Old  :   106,833:    13,037     12,413     18,506     67,454     68,732     98,997     99,651:     7,836      7,182
Other:   374,469:    87,738     42,025     77,514    178,064    234,254    343,315    353,793:    31,153     20,676
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    13,817:    16,841    -13,921     -2,584     -3,134     31,627     11,123     15,122:     2,694     -1,305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        8.8       22.5       51.0       63.0       91.9       94.2:       8.1        5.8
Old  :     100.0:      12.2       11.6       17.3       63.1       64.3       92.7       93.3:       7.3        6.7
Other:     100.0:      23.4       11.2       20.7       47.6       62.6       91.7       94.5:       8.3        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        91         66         99         97         91        245        219:
Old  :       178:        39         38         33         67         66        127        119:
Other:       279:        94         61         88         84         77        221        194:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       28.6       19.8       38.2        8.0       21.9       13.4       27.8
Old  :                 32.1       18.8       43.4       31.0       25.8       14.8       34.8       24.7
Other:                 11.7       32.7       19.5       43.5       11.0       30.7       17.9       36.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,232,984:   114,160    223,941     94,337    848,384    774,216  1,056,880  1,092,494:   176,104    140,490
Old  : 1,232,984:   114,160    223,941     94,337    848,384    774,216  1,056,880  1,092,494:   176,104    140,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    22,246:    13,368     -1,839      1,771      8,888     20,760     24,028     20,692:    -1,782      1,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       18.2        7.7       68.8       62.8       85.7       88.6:      14.3       11.4
Old  :     100.0:       9.3       18.2        7.7       68.8       62.8       85.7       88.6:      14.3       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        33         32         42         92        100        149        150:
Old  :       187:        33         32         42         92        100        149        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       25.3       34.0       38.2       17.9       20.7       26.0       29.6
Old  :                 24.5       25.3       34.0       38.2       17.9       20.7       26.0       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,036,359:    59,107    406,650      4,529    825,435    529,722    889,071    940,901:   147,288     95,458
Old  : 1,036,359:    59,107    406,650      4,529    825,435    529,722    889,071    940,901:   147,288     95,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    -5,504:     2,420       -724        158     -8,130     -8,698     -5,552     -9,264:        47      3,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       39.2        0.4       79.6       51.1       85.8       90.8:      14.2        9.2
Old  :     100.0:       5.7       39.2        0.4       79.6       51.1       85.8       90.8:      14.2        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        13         18         11         82         77         99        102:
Old  :       136:        13         18         11         82         77         99        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       32.8       37.1       47.4       17.7       31.4       30.1       45.9
Old  :                 24.2       32.8       37.1       47.4       17.7       31.4       30.1       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   473,404:    68,089     75,633     91,343    265,431    279,520    424,862    446,495:    48,542     26,909
Old  :   107,783:    16,547     14,839     14,144     61,525     69,418     92,216     98,401:    15,568      9,382
Other:   365,621:    63,259     72,510     65,482    203,906    210,102    332,647    348,094:    32,974     17,527
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    10,263:     2,313      3,109        754      5,320      5,279      8,387      9,142:     1,876      1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       16.0       19.3       56.1       59.0       89.7       94.3:      10.3        5.7
Old  :     100.0:      15.4       13.8       13.1       57.1       64.4       85.6       91.3:      14.4        8.7
Other:     100.0:      17.3       19.8       17.9       55.8       57.5       91.0       95.2:       9.0        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        66         75         81        120         98        231        216:
Old  :       190:        33         32         29         96         75        144        122:
Other:       265:        62         72         68        107         79        209        183:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       26.5       21.1       34.8       11.0       21.6       15.7       27.4
Old  :                 13.4       27.8       23.6       37.0       13.1       26.2       20.8       34.0
Other:                 15.3       26.7       22.4       35.6       12.6       21.6       18.4       28.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,432:     3,137        522      1,077      5,558      8,799      9,772     10,399:     1,661      1,034
Old  :    11,432:     3,137        522      1,077      5,558      8,799      9,772     10,399:     1,661      1,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :      -129:      -246         -7         89        -19       -164       -176        -82:        47        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        4.6        9.4       48.6       77.0       85.5       91.0:      14.5        9.0
Old  :     100.0:      27.4        4.6        9.4       48.6       77.0       85.5       91.0:      14.5        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        24          6         12         17         19         47         32:
Old  :        55:        24          6         12         17         19         47         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       54.1       57.3       71.7       41.5       52.7       52.0       68.5
Old  :                 46.0       54.1       57.3       71.7       41.5       52.7       52.0       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,153,065:   458,407    676,955     29,932  1,481,159  1,347,714  1,969,498  2,054,600:   183,567     98,465
Old  : 2,153,065:   458,407    676,955     29,932  1,481,159  1,347,714  1,969,498  2,054,600:   183,567     98,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    34,335:    34,635    -30,935      2,958     -4,422     56,451     33,170     28,474:     1,165      5,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       31.4        1.4       68.8       62.6       91.5       95.4:       8.5        4.6
Old  :     100.0:      21.3       31.4        1.4       68.8       62.6       91.5       95.4:       8.5        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        66         32         29        153        131        230        181:
Old  :       300:        66         32         29        153        131        230        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       28.4       25.8       42.0       14.6       25.1       23.9       37.5
Old  :                 15.3       28.4       25.8       42.0       14.6       25.1       23.9       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,877,923:   746,208    659,201    248,111  2,455,403  2,597,671  3,449,722  3,504,983:   428,201    372,939
Old  : 3,877,923:   746,208    659,201    248,111  2,455,403  2,597,671  3,449,722  3,504,983:   428,201    372,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :   -12,448:    -7,653     19,134    -28,422     21,088     -2,732    -14,987    -12,020:     2,539       -428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       17.0        6.4       63.3       67.0       89.0       90.4:      11.0        9.6
Old  :     100.0:      19.2       17.0        6.4       63.3       67.0       89.0       90.4:      11.0        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       397:        71         73         78        209        203        321        313:
Old  :       397:        71         73         78        209        203        321        313:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       22.4       24.1       32.2       11.8       15.8       18.9       23.8
Old  :                 16.3       22.4       24.1       32.2       11.8       15.8       18.9       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   985,350:   171,261    163,311     12,077    699,821    611,821    883,159    787,209:   102,191    198,141
Old  :   985,350:   171,261    163,311     12,077    699,821    611,821    883,159    787,209:   102,191    198,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     9,426:    -2,878     -2,442        358     16,227      3,622     13,707      1,538:    -4,281      7,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       16.6        1.2       71.0       62.1       89.6       79.9:      10.4       20.1
Old  :     100.0:      17.4       16.6        1.2       71.0       62.1       89.6       79.9:      10.4       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        13         10          8         68         73         83         89:
Old  :       112:        13         10          8         68         73         83         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       27.9       47.0       36.1       32.3       27.7       45.9       34.4
Old  :                 32.6       27.9       47.0       36.1       32.3       27.7       45.9       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,658,133:   565,981    574,729    152,559  2,614,229  2,659,216  3,332,769  3,386,504:   325,364    271,629
Old  : 3,658,133:   565,981    574,729    152,559  2,614,229  2,659,216  3,332,769  3,386,504:   325,364    271,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    -7,029:    23,191    -35,108     13,934    -50,296     16,702    -13,171     -4,472:     6,142     -2,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       15.7        4.2       71.5       72.7       91.1       92.6:       8.9        7.4
Old  :     100.0:      15.5       15.7        4.2       71.5       72.7       91.1       92.6:       8.9        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:        71         35         53        158        175        250        242:
Old  :       315:        71         35         53        158        175        250        242:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       20.5       39.3       34.2       26.0       20.4       33.3       32.0
Old  :                 30.5       20.5       39.3       34.2       26.0       20.4       33.3       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,690,381:   710,563    401,336    203,604    752,210  1,049,780  1,666,377  1,654,720:    24,004     35,661
Old  : 1,690,381:   710,563    401,336    203,604    752,210  1,049,780  1,666,377  1,654,720:    24,004     35,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     7,047:       654    -11,876    -11,678     17,157     29,236      6,133      5,682:       914      1,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       23.7       12.0       44.5       62.1       98.6       97.9:       1.4        2.1
Old  :     100.0:      42.0       23.7       12.0       44.5       62.1       98.6       97.9:       1.4        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        23         20         34         55         57         99         92:
Old  :       110:        23         20         34         55         57         99         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       39.2       56.2       55.9       41.0       32.8       46.1       43.4
Old  :                 46.1       39.2       56.2       55.9       41.0       32.8       46.1       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    39,980:    13,319     17,660        244     19,751     14,237     33,314     32,141:     6,665      7,839
Old  :    39,980:    13,319     17,660        244     19,751     14,237     33,314     32,141:     6,665      7,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :      -320:      -890       -202       -164        406         75       -648       -291:       328        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       44.2        0.6       49.4       35.6       83.3       80.4:      16.7       19.6
Old  :     100.0:      33.3       44.2        0.6       49.4       35.6       83.3       80.4:      16.7       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        23         18          9         33         27         59         51:
Old  :        92:        23         18          9         33         27         59         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       45.6       44.6       56.0       31.7       45.6       44.2       55.9
Old  :                 31.9       45.6       44.6       56.0       31.7       45.6       44.2       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    79,959:    26,638     35,320        488     39,502     28,474     66,629     64,282:    13,331     15,677
Old  :    79,959:    26,638     35,320        488     39,502     28,474     66,629     64,282:    13,331     15,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :      -640:    -1,780       -404       -328        813        151     -1,295       -581:       655        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       44.2        0.6       49.4       35.6       83.3       80.4:      16.7       19.6
Old  :     100.0:      33.3       44.2        0.6       49.4       35.6       83.3       80.4:      16.7       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        23         18          9         33         27         59         51:
Old  :        92:        23         18          9         33         27         59         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       45.6       44.6       56.0       31.7       45.6       44.2       55.9
Old  :                 31.9       45.6       44.6       56.0       31.7       45.6       44.2       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    34,847:     5,007      1,381          0     27,392     32,686     32,399     34,067:     2,448        780
Old  :    34,847:     5,007      1,381          0     27,392     32,686     32,399     34,067:     2,448        780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :    -1,073:      -303          0          0     -1,113       -818     -1,416       -818:       343       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        4.0        0.0       78.6       93.8       93.0       97.8:       7.0        2.2
Old  :     100.0:      14.4        4.0        0.0       78.6       93.8       93.0       97.8:       7.0        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          2          0         16          8         20         10:
Old  :        27:         4          2          0         16          8         20         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       83.7       71.2       97.1       49.4       78.6       69.4       92.0
Old  :                 49.4       83.7       71.2       97.1       49.4       78.6       69.4       92.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    24,109:    15,209     23,145        436      8,199        495     23,844     24,076:       265         33
Old  :    24,109:    15,209     23,145        436      8,199        495     23,844     24,076:       265         33
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       732:       800        739          0        -72          0        728        739:         4         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       96.0        1.8       34.0        2.1       98.9       99.9:       1.1        0.1
Old  :     100.0:      63.1       96.0        1.8       34.0        2.1       98.9       99.9:       1.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        18         15          2          4          1         24         16:
Old  :        37:        18         15          2          4          1         24         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.1       73.3       89.2       90.3       66.1       72.1       87.1       89.1
Old  :                 66.1       73.3       89.2       90.3       66.1       72.1       87.1       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    70,484:    11,120     19,124     25,118     34,222     25,505     70,460     69,747:        24        737
Old  :    70,484:    11,120     19,124     25,118     34,222     25,505     70,460     69,747:        24        737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       838:         0       -101        837          0         87        837        823:         1         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       27.1       35.6       48.6       36.2      100.0       99.0:       0.0        1.0
Old  :     100.0:      15.8       27.1       35.6       48.6       36.2      100.0       99.0:       0.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          4          1          3          9         11         13:
Old  :        22:         7          4          1          3          9         11         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.8       92.2       98.7       97.1       56.2       56.5       64.2       61.4
Old  :                 88.8       92.2       98.7       97.1       56.2       56.5       64.2       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 24, 2020