WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :   462,888:   119,324    101,906    154,566    162,675    159,660    436,564    416,132:    26,323     46,756
Old  :   425,696:   115,615     98,660    138,026    149,532    147,835    403,173    384,521:    22,524     41,176
Other:    37,191:     8,826      8,362     11,424     13,142     11,825     33,392     31,611:     3,800      5,580
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :   -20,592:     1,793       -765    -17,296     -6,471     -2,389    -21,974    -20,450:     1,382       -142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       22.0       33.4       35.1       34.5       94.3       89.9:       5.7       10.1
Old  :     100.0:      27.2       23.2       32.4       35.1       34.7       94.7       90.3:       5.3        9.7
Other:     100.0:      23.7       22.5       30.7       35.3       31.8       89.8       85.0:      10.2       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:       107        107        119         87        114        262        280:
Old  :       349:       106        108        117         85        114        257        277:
Other:       139:        28         30         27         37         62         81        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       11.5       22.7       18.8       10.7        6.0       18.1       11.4
Old  :                 12.7       11.3       22.4       18.3       10.9        6.2       18.5       11.9
Other:                 27.9       31.1       43.9       44.1       20.0       23.2       30.5       31.0
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :    33,015:    17,742          0        871     14,202     31,424     32,815     32,295:       200        720
Old  :    33,015:    17,742          0        871     14,202     31,424     32,815     32,295:       200        720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :       954:       163       -475        423        343      1,237        929      1,185:        25       -231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7        0.0        2.6       43.0       95.2       99.4       97.8:       0.6        2.2
Old  :     100.0:      53.7        0.0        2.6       43.0       95.2       99.4       97.8:       0.6        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  :        32:         8          0          3         15         24         23         27:
Old  :        32:         8          0          3         15         24         23         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       41.2       80.1       62.4       53.1       38.6       59.0       50.7
Old  :                 59.9       41.2       80.1       62.4       53.1       38.6       59.0       50.7
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 28, 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  :   288,210:    59,110     80,820     76,075    130,720    112,832    265,905    269,726:    22,305     18,484
Old  :   279,795:    60,875     80,378     71,349    126,523    111,231    258,747    262,958:    21,048     16,837
Other:     8,415:     2,105      4,311        856      4,197      1,600      7,158      6,768:     1,257      1,647
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     3,030:      -282        152        809      2,467      2,265      2,994      3,226:        35       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       28.0       26.4       45.4       39.1       92.3       93.6:       7.7        6.4
Old  :     100.0:      21.8       28.7       25.5       45.2       39.8       92.5       94.0:       7.5        6.0
Other:     100.0:      25.0       51.2       10.2       49.9       19.0       85.1       80.4:      14.9       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        73         68         63         82         82        188        184:
Old  :       259:        75         67         61         81         82        186        182:
Other:        79:        14         14         15         17         35         40         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       19.1       23.1       27.8       10.8       15.4       18.1       22.0
Old  :                 13.2       19.6       23.6       28.5       11.0       16.1       18.5       22.9
Other:                 43.3       44.6       59.9       59.4       43.2       42.3       59.8       56.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  : 1,950,332:   285,024    349,572    559,919    899,447    789,649  1,744,390  1,699,140:   205,942    251,192
Old  :   663,104:   244,508    237,291     85,077    262,736    283,887    592,321    606,256:    70,783     56,849
Other: 1,287,228:   276,773    348,538    238,584    636,712    505,762  1,152,069  1,092,884:   135,159    194,343
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    44,784:    21,108     17,979     23,908     -4,715     -3,857     40,301     38,030:     4,483      6,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       17.9       28.7       46.1       40.5       89.4       87.1:      10.6       12.9
Old  :     100.0:      36.9       35.8       12.8       39.6       42.8       89.3       91.4:      10.7        8.6
Other:     100.0:      21.5       27.1       18.5       49.5       39.3       89.5       84.9:      10.5       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       781:       156        184        211        362        339        652        621:
Old  :       614:       115        135         95        255        238        418        420:
Other:       713:       166        137        152        308        312        550        536:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.1        8.1       15.5       14.6        7.9        6.4       12.8       10.9
Old  :                 15.3       13.0       23.9       21.5       13.0       12.9       21.5       20.8
Other:                 12.5        9.4       20.2       16.2       10.9        8.9       16.6       15.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :     4,858:     2,135          9        270        933      3,707      3,339      3,986:     1,520        872
Old  :     4,858:     2,135          9        270        933      3,707      3,339      3,986:     1,520        872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :       273:       211         -1         -2        -35        168        174        165:       100        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0        0.2        5.6       19.2       76.3       68.7       82.0:      31.3       18.0
Old  :     100.0:      44.0        0.2        5.6       19.2       76.3       68.7       82.0:      31.3       18.0
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  :        26:        13          1          3          6         10         20         13:
Old  :        26:        13          1          3          6         10         20         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  :                 28.2       56.6       45.4       76.0       28.2       54.7       43.6       70.5
Old  :                 28.2       56.6       45.4       76.0       28.2       54.7       43.6       70.5
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 28, 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  :   967,977:   167,251     83,244    276,709    463,023    539,970    906,983    899,923:    60,995     68,054
Old  :    26,979:     4,128      1,807          0     18,786     21,850     22,914     23,657:     4,065      3,322
Other:   940,998:   166,462     84,776    273,370    444,237    518,120    884,069    876,266:    56,930     64,732
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :   -26,142:     1,133     10,079    -18,301     -5,083    -17,330    -22,251    -25,552:    -3,891       -589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        8.6       28.6       47.8       55.8       93.7       93.0:       6.3        7.0
Old  :     100.0:      15.3        6.7        0.0       69.6       81.0       84.9       87.7:      15.1       12.3
Other:     100.0:      17.7        9.0       29.1       47.2       55.1       94.0       93.1:       6.0        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       564:       186        115        189        206        218        476        449:
Old  :       151:        22         23          0         48         68         70         91:
Other:       562:       185        118        184        198        214        465        442:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       16.7       19.0       27.0        7.3       13.4       12.0       21.1
Old  :                 47.5       37.7       59.8       51.1       47.5       37.7       59.8       51.0
Other:                 10.9       16.9       19.1       27.1        7.5       13.6       12.5       22.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :   460,732:    82,913     40,535    101,661    236,848    290,957    421,421    433,153:    39,310     27,579
Old  :    79,098:    11,003     11,253      9,097     52,906     52,529     73,006     72,879:     6,091      6,218
Other:   381,634:    84,725     42,097     79,748    183,942    238,429    348,415    360,274:    33,219     21,360
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :   -20,570:    -5,802     -1,844     -6,418     -8,670    -12,029    -20,891    -20,291:       321       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        8.8       22.1       51.4       63.2       91.5       94.0:       8.5        6.0
Old  :     100.0:      13.9       14.2       11.5       66.9       66.4       92.3       92.1:       7.7        7.9
Other:     100.0:      22.2       11.0       20.9       48.2       62.5       91.3       94.4:       8.7        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        85         62         93        100         96        239        214:
Old  :       165:        33         30         29         62         67        111        111:
Other:       273:        85         61         85         87         78        221        187:
     :----------------------------------------------------------------------------------------------------
     :             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       26.7       20.6       37.2        8.5       21.2       14.2       27.1
Old  :                 40.2       21.6       50.8       33.7       35.5       19.0       43.9       29.5
Other:                 11.6       30.0       19.5       42.1       10.9       27.7       17.7       34.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  : 1,180,664:   114,207    236,461     86,450    795,416    713,293    996,073  1,036,204:   184,591    144,460
Old  : 1,180,664:   114,207    236,461     86,450    795,416    713,293    996,073  1,036,204:   184,591    144,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :   -52,320:        47     12,519     -7,887    -52,967    -60,922    -60,807    -56,290:     8,487      3,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       20.0        7.3       67.4       60.4       84.4       87.8:      15.6       12.2
Old  :     100.0:       9.7       20.0        7.3       67.4       60.4       84.4       87.8:      15.6       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        35         21         36         91         97        141        139:
Old  :       174:        35         21         36         91         97        141        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       26.9       32.6       40.3       18.7       23.1       26.9       31.5
Old  :                 22.7       26.9       32.6       40.3       18.7       23.1       26.9       31.5
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 28, 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  : 1,040,824:    62,791    397,458      5,063    824,371    540,627    892,225    943,148:   148,599     97,676
Old  : 1,040,824:    62,791    397,458      5,063    824,371    540,627    892,225    943,148:   148,599     97,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     4,465:     3,684     -9,192        534     -1,065     10,905      3,153      2,247:     1,312      2,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       38.2        0.5       79.2       51.9       85.7       90.6:      14.3        9.4
Old  :     100.0:       6.0       38.2        0.5       79.2       51.9       85.7       90.6:      14.3        9.4
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  :       137:        13         17         11         83         79        100        103:
Old  :       137:        13         17         11         83         79        100        103:
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  :                 23.6       33.0       36.7       48.1       16.7       32.0       29.2       46.2
Old  :                 23.6       33.0       36.7       48.1       16.7       32.0       29.2       46.2
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 28, 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  :   466,434:    68,361     65,838     92,535    259,281    279,274    420,177    437,648:    46,257     28,786
Old  :    91,180:    16,330     12,700      9,205     52,667     59,922     78,202     81,827:    12,977      9,353
Other:   375,255:    65,324     66,432     70,037    206,614    219,353    341,975    355,822:    33,280     19,433
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    -6,970:       272     -9,794      1,193     -6,150       -245     -4,685     -8,847:    -2,284      1,877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       14.1       19.8       55.6       59.9       90.1       93.8:       9.9        6.2
Old  :     100.0:      17.9       13.9       10.1       57.8       65.7       85.8       89.7:      14.2       10.3
Other:     100.0:      17.4       17.7       18.7       55.1       58.5       91.1       94.8:       8.9        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        66         72         82        115         95        231        208:
Old  :       174:        33         27         27         86         69        132        112:
Other:       265:        65         69         69        103         81        210        182:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       26.6       20.2       34.4       11.5       21.7       16.2       27.7
Old  :                 14.7       31.0       25.5       40.4       14.5       29.3       23.7       38.6
Other:                 13.6       26.4       20.5       35.2       12.0       21.4       17.7       29.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :    11,166:     2,870        572        769      5,633      8,645      9,271      9,986:     1,895      1,180
Old  :    11,166:     2,870        572        769      5,633      8,645      9,271      9,986:     1,895      1,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :      -266:      -267         50       -309         75       -153       -501       -413:       234        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        5.1        6.9       50.4       77.4       83.0       89.4:      17.0       10.6
Old  :     100.0:      25.7        5.1        6.9       50.4       77.4       83.0       89.4:      17.0       10.6
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  :        47:        18          7         10         16         17         39         29:
Old  :        47:        18          7         10         16         17         39         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       54.4       58.7       72.4       42.2       53.4       53.5       69.4
Old  :                 46.8       54.4       58.7       72.4       42.2       53.4       53.5       69.4
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 28, 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  : 2,144,391:   450,234    687,968     20,599  1,492,436  1,343,510  1,963,270  2,052,076:   181,121     92,315
Old  : 2,144,391:   450,234    687,968     20,599  1,492,436  1,343,510  1,963,270  2,052,076:   181,121     92,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    -8,674:    -8,173     11,013     -9,333     11,277     -4,204     -6,228     -2,524:    -2,446     -6,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       32.1        1.0       69.6       62.7       91.6       95.7:       8.4        4.3
Old  :     100.0:      21.0       32.1        1.0       69.6       62.7       91.6       95.7:       8.4        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        68         33         27        153        130        232        179:
Old  :       304:        68         33         27        153        130        232        179:
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  :                 15.7       28.7       26.3       43.0       14.8       25.4       24.1       38.2
Old  :                 15.7       28.7       26.3       43.0       14.8       25.4       24.1       38.2
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 28, 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  : 3,875,724:   776,611    668,799    195,903  2,454,998  2,629,105  3,427,512  3,493,807:   448,212    381,917
Old  : 3,875,724:   776,611    668,799    195,903  2,454,998  2,629,105  3,427,512  3,493,807:   448,212    381,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    -2,199:    30,403      9,598    -52,208       -405     31,434    -22,210    -11,177:    20,011      8,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       17.3        5.1       63.3       67.8       88.4       90.1:      11.6        9.9
Old  :     100.0:      20.0       17.3        5.1       63.3       67.8       88.4       90.1:      11.6        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:        71         55         74        208        195        314        289:
Old  :       376:        71         55         74        208        195        314        289:
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  :                 16.6       23.7       24.4       33.1       12.2       17.0       19.4       24.7
Old  :                 16.6       23.7       24.4       33.1       12.2       17.0       19.4       24.7
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 28, 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  :   999,605:   170,615    175,749      9,610    716,928    616,548    897,153    801,907:   102,452    197,698
Old  :   999,605:   170,615    175,749      9,610    716,928    616,548    897,153    801,907:   102,452    197,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :    14,255:      -646     12,438     -2,467     17,107      4,727     13,994     14,698:       261       -443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       17.6        1.0       71.7       61.7       89.8       80.2:      10.2       19.8
Old  :     100.0:      17.1       17.6        1.0       71.7       61.7       89.8       80.2:      10.2       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        13         11          8         67         69         83         85:
Old  :       109:        13         11          8         67         69         83         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       30.0       48.0       38.4       33.6       29.6       46.9       36.3
Old  :                 33.8       30.0       48.0       38.4       33.6       29.6       46.9       36.3
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 28, 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  : 3,667,916:   626,278    577,635    129,044  2,584,455  2,688,492  3,339,778  3,395,172:   328,138    272,744
Old  : 3,667,916:   626,278    577,635    129,044  2,584,455  2,688,492  3,339,778  3,395,172:   328,138    272,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     9,783:    60,298      2,906    -23,515    -29,774     29,277      7,009      8,668:     2,774      1,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       15.7        3.5       70.5       73.3       91.1       92.6:       8.9        7.4
Old  :     100.0:      17.1       15.7        3.5       70.5       73.3       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  :       311:        65         36         50        159        175        249        236:
Old  :       311:        65         36         50        159        175        249        236:
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  :                 30.2       20.9       38.9       35.1       26.0       20.7       33.3       33.1
Old  :                 30.2       20.9       38.9       35.1       26.0       20.7       33.3       33.1
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 28, 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  : 1,695,675:   706,225    387,987    216,570    749,027  1,055,929  1,671,823  1,660,486:    23,852     35,189
Old  : 1,695,675:   706,225    387,987    216,570    749,027  1,055,929  1,671,823  1,660,486:    23,852     35,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     5,293:    -4,338    -13,349     12,966     -3,183      6,149      5,445      5,766:      -152       -473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       22.9       12.8       44.2       62.3       98.6       97.9:       1.4        2.1
Old  :     100.0:      41.6       22.9       12.8       44.2       62.3       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  :       109:        24         20         32         55         54         99         87:
Old  :       109:        24         20         32         55         54         99         87:
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  :                 45.4       37.5       55.5       54.7       40.9       31.4       45.9       43.2
Old  :                 45.4       37.5       55.5       54.7       40.9       31.4       45.9       43.2
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 28, 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  :    41,388:    13,928     17,065        177     19,920     16,476     34,025     33,718:     7,364      7,670
Old  :    41,388:    13,928     17,065        177     19,920     16,476     34,025     33,718:     7,364      7,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     1,409:       609       -595        -67        169      2,239        711      1,577:       698       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       41.2        0.4       48.1       39.8       82.2       81.5:      17.8       18.5
Old  :     100.0:      33.7       41.2        0.4       48.1       39.8       82.2       81.5:      17.8       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        21         14          7         34         30         57         49:
Old  :        88:        21         14          7         34         30         57         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       46.4       47.7       55.8       34.6       46.2       47.4       55.6
Old  :                 34.7       46.4       47.7       55.8       34.6       46.2       47.4       55.6
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 28, 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  :    82,777:    27,855     34,130        354     39,840     32,952     68,050     67,436:    14,727     15,340
Old  :    82,777:    27,855     34,130        354     39,840     32,952     68,050     67,436:    14,727     15,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :     2,817:     1,217     -1,190       -134        338      4,478      1,421      3,154:     1,396       -337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       41.2        0.4       48.1       39.8       82.2       81.5:      17.8       18.5
Old  :     100.0:      33.7       41.2        0.4       48.1       39.8       82.2       81.5:      17.8       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        21         14          7         34         30         57         49:
Old  :        88:        21         14          7         34         30         57         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       46.4       47.7       55.8       34.6       46.2       47.4       55.6
Old  :                 34.7       46.4       47.7       55.8       34.6       46.2       47.4       55.6
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 28, 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  :    34,666:     4,851      1,381          0     27,345     32,518     32,196     33,899:     2,470        767
Old  :    34,666:     4,851      1,381          0     27,345     32,518     32,196     33,899:     2,470        767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :      -181:      -156          0          0        -47       -168       -203       -168:        22        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        4.0        0.0       78.9       93.8       92.9       97.8:       7.1        2.2
Old  :     100.0:      14.0        4.0        0.0       78.9       93.8       92.9       97.8:       7.1        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          9         20         11:
Old  :        27:         4          2          0         16          9         20         11:
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  :                 49.5       83.5       70.8       97.1       49.3       78.4       68.6       91.9
Old  :                 49.5       83.5       70.8       97.1       49.3       78.4       68.6       91.9
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 28, 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  :    23,219:    14,351     22,285        436      8,225        446     23,012     23,167:       207         52
Old  :    23,219:    14,351     22,285        436      8,225        446     23,012     23,167:       207         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :      -890:      -858       -860          0         26        -49       -832       -909:       -58         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.8       96.0        1.9       35.4        1.9       99.1       99.8:       0.9        0.2
Old  :     100.0:      61.8       96.0        1.9       35.4        1.9       99.1       99.8:       0.9        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        17         15          2          4          1         23         16:
Old  :        36:        17         15          2          4          1         23         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  :                 68.8       72.6       92.7       90.2       68.8       71.3       90.8       89.0
Old  :                 68.8       72.6       92.7       90.2       68.8       71.3       90.8       89.0
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 28, 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  :    70,944:    10,920     20,286     25,776     34,222     24,320     70,918     70,382:        26        562
Old  :    70,944:    10,920     20,286     25,776     34,222     24,320     70,918     70,382:        26        562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :       460:      -200      1,162        658          0     -1,185        458        635:         2       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       28.6       36.3       48.2       34.3      100.0       99.2:       0.0        0.8
Old  :     100.0:      15.4       28.6       36.3       48.2       34.3      100.0       99.2:       0.0        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         7          5          1          3          9         11         14:
Old  :        23:         7          5          1          3          9         11         14:
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  :                 89.1       92.1       98.7       97.1       55.7       55.8       63.5       60.7
Old  :                 89.1       92.1       98.7       97.1       55.7       55.8       63.5       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 31, 2020