BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    12,699:     1,061        505      1,777      9,066     10,045     11,904     12,328:       794        371
Old  :    12,699:     1,061        505      1,777      9,066     10,045     11,904     12,328:       794        371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :    -2,464:      -339       -195       -549     -1,616     -1,556     -2,504     -2,301:        40       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        4.0       14.0       71.4       79.1       93.7       97.1:       6.3        2.9
Old  :     100.0:       8.4        4.0       14.0       71.4       79.1       93.7       97.1:       6.3        2.9
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  :        46:         7          5         10         27         27         38         38:
Old  :        46:         7          5         10         27         27         38         38:
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  :                 34.6       43.3       55.5       61.8       30.8       37.8       46.1       50.4
Old  :                 34.6       43.3       55.5       61.8       30.8       37.8       46.1       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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  :    48,746:    12,457      2,936     17,398     13,696     21,001     43,551     41,336:     5,195      7,410
Old  :    48,746:    12,457      2,936     17,398     13,696     21,001     43,551     41,336:     5,195      7,410
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :   -16,360:    -4,438       -302     -6,971     -4,324     -7,621    -15,733    -14,894:      -628     -1,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        6.0       35.7       28.1       43.1       89.3       84.8:      10.7       15.2
Old  :     100.0:      25.6        6.0       35.7       28.1       43.1       89.3       84.8:      10.7       15.2
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  :        83:        26          9         24         37         42         70         68:
Old  :        83:        26          9         24         37         42         70         68:
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  :                 38.8       27.6       55.8       45.3       28.5       20.7       34.1       27.5
Old  :                 38.8       27.6       55.8       45.3       28.5       20.7       34.1       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :    14,166:     1,256        223      3,723      8,609      9,302     13,588     13,247:       578        918
Old  :    14,166:     1,256        223      3,723      8,609      9,302     13,588     13,247:       578        918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :    -3,811:      -269         -8     -1,162     -2,198     -2,656     -3,628     -3,826:      -183         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        1.6       26.3       60.8       65.7       95.9       93.5:       4.1        6.5
Old  :     100.0:       8.9        1.6       26.3       60.8       65.7       95.9       93.5:       4.1        6.5
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  :        48:         6          4          7         37         25         45         34:
Old  :        48:         6          4          7         37         25         45         34:
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  :                 35.3       47.2       53.3       68.5       18.0       28.1       29.7       34.8
Old  :                 35.3       47.2       53.3       68.5       18.0       28.1       29.7       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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  :    11,181:        11      4,374      3,781      6,271      1,909     10,064     10,065:     1,117      1,116
Old  :    11,181:        11      4,374      3,781      6,271      1,909     10,064     10,065:     1,117      1,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :    -1,826:        11     -1,024       -775     -1,138        -93     -1,902     -1,891:        76         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       39.1       33.8       56.1       17.1       90.0       90.0:      10.0       10.0
Old  :     100.0:       0.1       39.1       33.8       56.1       17.1       90.0       90.0:      10.0       10.0
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  :        34:         1          8          7         23         14         31         22:
Old  :        34:         1          8          7         23         14         31         22:
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  :                 46.4       62.2       63.2       75.4       29.4       35.2       39.2       42.3
Old  :                 46.4       62.2       63.2       75.4       29.4       35.2       39.2       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   277,306:    86,073     56,380     88,009     79,042    101,764    253,124    246,154:    24,182     31,152
Old  :   142,350:    64,042     53,042     31,709     36,488     43,267    132,238    128,018:    10,112     14,332
Other:   134,956:    46,249     27,555     32,083     42,554     58,497    120,886    118,136:    14,070     16,820
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :    -9,857:     2,070     -4,709     -8,396     -2,202      6,259     -8,529     -6,846:    -1,328     -3,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       20.3       31.7       28.5       36.7       91.3       88.8:       8.7       11.2
Old  :     100.0:      45.0       37.3       22.3       25.6       30.4       92.9       89.9:       7.1       10.1
Other:     100.0:      34.3       20.4       23.8       31.5       43.3       89.6       87.5:      10.4       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:       118         89        120         86         84        267        242:
Old  :       287:       106         92         76         65         76        212        204:
Other:       231:        82         54         66         72         67        189        158:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       18.7       28.1       27.3       15.5       13.8       24.1       20.3
Old  :                 19.8       19.7       31.7       29.4       19.0       16.5       29.3       24.0
Other:                 24.0       25.1       34.2       33.7       24.0       22.7       33.5       29.3
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   328,812:    89,625     24,956     83,311    121,746    175,534    294,682    283,801:    34,130     45,011
Old  :   328,812:    89,625     24,956     83,311    121,746    175,534    294,682    283,801:    34,130     45,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :   -13,375:     5,535     -1,775     -9,197     -8,275     -1,045    -11,937    -12,016:    -1,439     -1,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        7.6       25.3       37.0       53.4       89.6       86.3:      10.4       13.7
Old  :     100.0:      27.3        7.6       25.3       37.0       53.4       89.6       86.3:      10.4       13.7
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  :       366:       114         69        124        133        143        308        292:
Old  :       366:       114         69        124        133        143        308        292:
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       18.9       27.8       27.9       16.5       18.3       26.7       26.2
Old  :                 16.6       18.9       27.8       27.9       16.5       18.3       26.7       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,766:     1,286        427        491      1,714      2,915      3,490      3,832:     1,276        934
Old  :     4,766:     1,286        427        491      1,714      2,915      3,490      3,832:     1,276        934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :        42:       162        -43         48       -110         -6        101         -1:       -59         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        9.0       10.3       36.0       61.2       73.2       80.4:      26.8       19.6
Old  :     100.0:      27.0        9.0       10.3       36.0       61.2       73.2       80.4:      26.8       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  :        55:        23          7          9         16         17         42         32:
Old  :        55:        23          7          9         16         17         42         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  :                 26.3       39.3       39.4       53.9       20.7       37.6       30.6       46.6
Old  :                 26.3       39.3       39.4       53.9       20.7       37.6       30.6       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    51,421:    16,534      6,666     16,250     11,596     12,354     44,380     35,270:     7,040     16,151
Old  :    51,421:    16,534      6,666     16,250     11,596     12,354     44,380     35,270:     7,040     16,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :     1,665:       199          6      1,201        317        784      1,717      1,991:       -52       -326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       13.0       31.6       22.6       24.0       86.3       68.6:      13.7       31.4
Old  :     100.0:      32.2       13.0       31.6       22.6       24.0       86.3       68.6:      13.7       31.4
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  :       196:        52         47         63         52         69        148        149:
Old  :       196:        52         47         63         52         69        148        149:
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  :                 20.7       11.0       31.6       18.5       19.0        6.9       27.6       10.6
Old  :                 20.7       11.0       31.6       18.5       19.0        6.9       27.6       10.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    34,268:     1,889      9,240      5,604     25,987     17,521     33,480     32,364:       788      1,903
Old  :    34,268:     1,889      9,240      5,604     25,987     17,521     33,480     32,364:       788      1,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :    -5,764:      -176     -2,177     -1,354     -4,184     -2,045     -5,714     -5,576:       -50       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       27.0       16.4       75.8       51.1       97.7       94.4:       2.3        5.6
Old  :     100.0:       5.5       27.0       16.4       75.8       51.1       97.7       94.4:       2.3        5.6
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  :        68:        11         13         14         35         35         56         52:
Old  :        68:        11         13         14         35         35         56         52:
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  :                 48.2       42.9       68.0       61.0       46.7       39.3       61.0       52.7
Old  :                 48.2       42.9       68.0       61.0       46.7       39.3       61.0       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    24,035:     9,635      3,103          0     12,698     19,265     22,333     22,368:     1,702      1,667
Old  :    24,035:     9,635      3,103          0     12,698     19,265     22,333     22,368:     1,702      1,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :       -58:       581        -91          0     -1,265        -26       -684       -117:       626         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       12.9        0.0       52.8       80.2       92.9       93.1:       7.1        6.9
Old  :     100.0:      40.1       12.9        0.0       52.8       80.2       92.9       93.1:       7.1        6.9
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  :        38:        12         13          0          7          9         19         22:
Old  :        38:        12         13          0          7          9         19         22:
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  :                 65.7       77.8       80.5       84.5       65.6       77.8       80.5       84.5
Old  :                 65.7       77.8       80.5       84.5       65.6       77.8       80.5       84.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   150,722:    17,770     46,446      6,674     91,834     75,368    116,278    128,489:    34,444     22,233
Old  :   150,722:    17,770     46,446      6,674     91,834     75,368    116,278    128,489:    34,444     22,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :    -2,973:    -1,690      3,847     -1,975        436     -2,837     -3,229       -965:       256     -2,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       30.8        4.4       60.9       50.0       77.1       85.2:      22.9       14.8
Old  :     100.0:      11.8       30.8        4.4       60.9       50.0       77.1       85.2:      22.9       14.8
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  :        97:        20         25         13         38         36         65         67:
Old  :        97:        20         25         13         38         36         65         67:
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  :                 37.2       37.0       44.5       50.0       35.4       36.7       41.1       49.6
Old  :                 37.2       37.0       44.5       50.0       35.4       36.7       41.1       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    58,519:    23,292      5,444        966     13,295     41,069     37,553     47,479:    20,966     11,040
Old  :    58,519:    23,292      5,444        966     13,295     41,069     37,553     47,479:    20,966     11,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :      -902:     1,283     -4,063       -122     -2,025      2,974       -864     -1,211:       -37        309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        9.3        1.6       22.7       70.2       64.2       81.1:      35.8       18.9
Old  :     100.0:      39.8        9.3        1.6       22.7       70.2       64.2       81.1:      35.8       18.9
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  :        48:        14          8          6         16         17         33         28:
Old  :        48:        14          8          6         16         17         33         28:
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  :                 29.1       48.3       41.1       60.1       29.1       48.0       41.1       59.1
Old  :                 29.1       48.3       41.1       60.1       29.1       48.0       41.1       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   131,791:    44,539     37,733      2,492     79,648     86,758    126,679    126,983:     5,111      4,807
Old  :   131,791:    44,539     37,733      2,492     79,648     86,758    126,679    126,983:     5,111      4,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :     2,864:     1,809     -2,003        -52      1,072      4,599      2,830      2,545:        34        319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       28.6        1.9       60.4       65.8       96.1       96.4:       3.9        3.6
Old  :     100.0:      33.8       28.6        1.9       60.4       65.8       96.1       96.4:       3.9        3.6
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  :       126:        42         37         11         28         30         77         71:
Old  :       126:        42         37         11         28         30         77         71:
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  :                 58.7       49.1       68.2       63.9       58.7       49.1       68.2       63.9
Old  :                 58.7       49.1       68.2       63.9       58.7       49.1       68.2       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   201,742:    46,367     51,544     20,484    104,522    103,065    171,374    175,093:    30,369     26,649
Old  :   201,742:    46,367     51,544     20,484    104,522    103,065    171,374    175,093:    30,369     26,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :   -12,328:     2,569     -8,405     -8,283     -7,062      5,165    -12,775    -11,522:       447       -806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       25.5       10.2       51.8       51.1       84.9       86.8:      15.1       13.2
Old  :     100.0:      23.0       25.5       10.2       51.8       51.1       84.9       86.8:      15.1       13.2
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  :       118:        28         27         17         38         48         78         80:
Old  :       118:        28         27         17         38         48         78         80:
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  :                 30.0       23.4       44.5       34.7       29.8       21.9       42.4       32.0
Old  :                 30.0       23.4       44.5       34.7       29.8       21.9       42.4       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   170,182:    45,554     22,155     14,369     81,005    113,270    140,927    149,793:    29,254     20,389
Old  :   170,182:    45,554     22,155     14,369     81,005    113,270    140,927    149,793:    29,254     20,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :   -12,212:    -5,930      1,051         83     -2,515    -16,371     -8,361    -15,236:    -3,851      3,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       13.0        8.4       47.6       66.6       82.8       88.0:      17.2       12.0
Old  :     100.0:      26.8       13.0        8.4       47.6       66.6       82.8       88.0:      17.2       12.0
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  :       114:        32         20         20         46         39         83         74:
Old  :       114:        32         20         20         46         39         83         74:
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       46.3       34.9       59.8       22.4       45.3       33.5       55.4
Old  :                 22.7       46.3       34.9       59.8       22.4       45.3       33.5       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   776,236:   266,109     66,166     49,877    356,821    616,183    672,807    732,226:   103,429     44,010
Old  :   776,236:   266,109     66,166     49,877    356,821    616,183    672,807    732,226:   103,429     44,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :   -19,117:     5,128     -9,681    -16,068     -4,008      6,883    -14,949    -18,867:    -4,168       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        8.5        6.4       46.0       79.4       86.7       94.3:      13.3        5.7
Old  :     100.0:      34.3        8.5        6.4       46.0       79.4       86.7       94.3:      13.3        5.7
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  :       305:       109         39         55        125         81        250        160:
Old  :       305:       109         39         55        125         81        250        160:
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  :                 15.2       58.9       24.6       67.7       14.8       58.5       24.0       66.2
Old  :                 15.2       58.9       24.6       67.7       14.8       58.5       24.0       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    24,287:     4,541      4,566        111      7,907     15,032     12,559     19,709:    11,728      4,578
Old  :    24,287:     4,541      4,566        111      7,907     15,032     12,559     19,709:    11,728      4,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :       317:       236       -115          0        173         42        409        -73:       -92        390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       18.8        0.5       32.6       61.9       51.7       81.2:      48.3       18.8
Old  :     100.0:      18.7       18.8        0.5       32.6       61.9       51.7       81.2:      48.3       18.8
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  :        25:         6          5          1         12         10         19         15:
Old  :        25:         6          5          1         12         10         19         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  :                 19.6       57.7       34.3       71.4       19.6       56.7       33.7       66.4
Old  :                 19.6       57.7       34.3       71.4       19.6       56.7       33.7       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    31,846:    11,445     24,991        137     17,839      3,967     29,421     29,095:     2,425      2,751
Old  :    31,846:    11,445     24,991        137     17,839      3,967     29,421     29,095:     2,425      2,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :     6,024:     4,411      5,255        108      1,250        528      5,769      5,891:       255        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       78.5        0.4       56.0       12.5       92.4       91.4:       7.6        8.6
Old  :     100.0:      35.9       78.5        0.4       56.0       12.5       92.4       91.4:       7.6        8.6
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  :        55:        15         21          4         10         12         28         34:
Old  :        55:        15         21          4         10         12         28         34:
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  :                 64.7       63.2       77.0       71.8       64.1       63.2       76.1       71.8
Old  :                 64.7       63.2       77.0       71.8       64.1       63.2       76.1       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    37,537:    17,878     18,060        796     14,360     15,217     33,034     34,073:     4,503      3,463
Old  :    37,537:    17,878     18,060        796     14,360     15,217     33,034     34,073:     4,503      3,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :      -973:      -706     -1,976        171       -378        556       -913     -1,249:       -60        276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.6       48.1        2.1       38.3       40.5       88.0       90.8:      12.0        9.2
Old  :     100.0:      47.6       48.1        2.1       38.3       40.5       88.0       90.8:      12.0        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  :        85:        30         28          8         18         13         53         44:
Old  :        85:        30         28          8         18         13         53         44:
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  :                 26.6       46.9       41.6       64.5       26.6       46.9       41.6       64.3
Old  :                 26.6       46.9       41.6       64.5       26.6       46.9       41.6       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                        Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    13,403:     8,236      5,590          0      4,710      6,153     12,946     11,743:       457      1,660
Old  :    13,403:     8,236      5,590          0      4,710      6,153     12,946     11,743:       457      1,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :     1,440:       363      1,246          0      1,206        -14      1,569      1,232:      -129        208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.4       41.7        0.0       35.1       45.9       96.6       87.6:       3.4       12.4
Old  :     100.0:      61.4       41.7        0.0       35.1       45.9       96.6       87.6:       3.4       12.4
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  :        29:         6         14          0          6          4         12         18:
Old  :        29:         6         14          0          6          4         12         18:
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  :                 67.9       60.3       92.1       74.3       67.9       60.3       92.1       74.3
Old  :                 67.9       60.3       92.1       74.3       67.9       60.3       92.1       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :21,364,327: 1,052,845    749,717 11,570,749  8,004,358  8,220,013 20,627,952 20,540,479:   736,374    823,848
Old  :21,364,327: 1,052,845    749,717 11,570,749  8,004,358  8,220,013 20,627,952 20,540,479:   736,374    823,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :  -636,697:   -14,108   -230,820   -422,477   -160,751     -9,111   -597,336   -662,408:   -39,361     25,711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        3.5       54.2       37.5       38.5       96.6       96.1:       3.4        3.9
Old  :     100.0:       4.9        3.5       54.2       37.5       38.5       96.6       96.1:       3.4        3.9
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  :       264:        66         58         99        123        121        245        230:
Old  :       264:        66         58         99        123        121        245        230:
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  :                 23.2       24.5       37.3       37.6        4.0        5.5        6.5        8.6
Old  :                 23.2       24.5       37.3       37.6        4.0        5.5        6.5        8.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                                   Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :    13,969:     8,591     11,699      1,759        137          0     10,487     13,458:     3,482        511
Old  :    13,969:     8,591     11,699      1,759        137          0     10,487     13,458:     3,482        511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :       509:      -237       -405        861        -40          0        584        456:       -75         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5       83.7       12.6        1.0        0.0       75.1       96.3:      24.9        3.7
Old  :     100.0:      61.5       83.7       12.6        1.0        0.0       75.1       96.3:      24.9        3.7
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  :        92:        62         27         22          1          0         79         35:
Old  :        92:        62         27         22          1          0         79         35:
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  :                 30.9       58.7       43.7       78.8       30.9       53.6       39.7       72.8
Old  :                 30.9       58.7       43.7       78.8       30.9       53.6       39.7       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($2,500 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   171,948:    21,168     27,985     31,716    118,893    112,139    171,776    171,839:       172        109
Old  :   171,948:    21,168     27,985     31,716    118,893    112,139    171,776    171,839:       172        109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :      -671:     1,654     -9,417       -843     -1,481      9,554       -670       -706:        -1         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       16.3       18.4       69.1       65.2       99.9       99.9:       0.1        0.1
Old  :     100.0:      12.3       16.3       18.4       69.1       65.2       99.9       99.9:       0.1        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  :        63:        14         19         21         16         28         43         55:
Old  :        63:        14         19         21         16         28         43         55:
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  :                 69.6       48.6       82.2       69.4       62.0       42.1       64.9       53.9
Old  :                 69.6       48.6       82.2       69.4       62.0       42.1       64.9       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($4,167 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   157,154:    34,761     43,820     14,880    107,458     98,358    157,099    157,058:        55         96
Old  :   157,154:    34,761     43,820     14,880    107,458     98,358    157,099    157,058:        55         96
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :     3,912:      -699     -3,854      1,324      3,350      6,536      3,975      4,006:       -63        -94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       27.9        9.5       68.4       62.6      100.0       99.9:       0.0        0.1
Old  :     100.0:      22.1       27.9        9.5       68.4       62.6      100.0       99.9:       0.0        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  :        76:        14         22         20         21         35         46         66:
Old  :        76:        14         22         20         21         35         46         66:
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  :                 61.7       48.7       76.6       64.3       59.5       47.6       71.2       59.5
Old  :                 61.7       48.7       76.6       64.3       59.5       47.6       71.2       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   734,949:    79,788     88,605    121,664    450,648    431,109    652,100    641,379:    82,849     93,570
Old  :   734,949:    79,788     88,605    121,664    450,648    431,109    652,100    641,379:    82,849     93,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :    18,566:      -928       -714     13,132      6,091      3,749     18,295     16,167:       271      2,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       12.1       16.6       61.3       58.7       88.7       87.3:      11.3       12.7
Old  :     100.0:      10.9       12.1       16.6       61.3       58.7       88.7       87.3:      11.3       12.7
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  :       609:       116        100        110        292        308        457        469:
Old  :       609:       116        100        110        292        308        457        469:
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  :                 13.4       15.5       22.6       25.7       10.5       11.7       16.3       17.0
Old  :                 13.4       15.5       22.6       25.7       10.5       11.7       16.3       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :    48,338:     7,986      2,090      9,326      7,953     28,624     25,265     40,041:    23,074      8,298
Old  :    48,338:     7,986      2,090      9,326      7,953     28,624     25,265     40,041:    23,074      8,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :     4,829:     4,781        491        970       -294      2,958      5,456      4,419:      -627        410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        4.3       19.3       16.5       59.2       52.3       82.8:      47.7       17.2
Old  :     100.0:      16.5        4.3       19.3       16.5       59.2       52.3       82.8:      47.7       17.2
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  :        26:         8          6         12          6         12         19         25:
Old  :        26:         8          6         12          6         12         19         25:
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  :                 33.2       45.6       45.6       63.9       15.6       39.2       18.7       48.3
Old  :                 33.2       45.6       45.6       63.9       15.6       39.2       18.7       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Consumer Stapl                                   :
     :          :                                                                            :
All  :    10,027:     1,020          0          0      7,318      8,616      8,338      8,616:     1,689      1,411
Old  :    10,027:     1,020          0          0      7,318      8,616      8,338      8,616:     1,689      1,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        0.0        0.0       73.0       85.9       83.2       85.9:      16.8       14.1
Old  :     100.0:      10.2        0.0        0.0       73.0       85.9       83.2       85.9:      16.8       14.1
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  :        20:         3          0          0          9          9         12          9:
Old  :        20:         3          0          0          9          9         12          9:
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  :                 56.1       64.7       72.9       84.7       54.8       64.7       71.6       84.7
Old  :                 56.1       64.7       72.9       84.7       54.8       64.7       71.6       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                                                   Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Energy Index p                                   :
     :          :                                                                            :
All  :    14,899:       428        626          0      9,478     12,729      9,906     13,355:     4,993      1,544
Old  :    14,899:       428        626          0      9,478     12,729      9,906     13,355:     4,993      1,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :     2,948:       204        349          0       -177      2,703         27      3,052:     2,921       -104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        4.2        0.0       63.6       85.4       66.5       89.6:      33.5       10.4
Old  :     100.0:       2.9        4.2        0.0       63.6       85.4       66.5       89.6:      33.5       10.4
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  :        24:         2          2          0         11         11         13         13:
Old  :        24:         2          2          0         11         11         13         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  :                 52.0       72.2       60.8       83.2       52.0       72.2       60.7       83.2
Old  :                 52.0       72.2       60.8       83.2       52.0       72.2       60.7       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,433,053:   405,926    479,492    514,774  2,213,476  2,012,424  3,134,176  3,006,691:   298,877    426,363
Old  : 3,433,053:   405,926    479,492    514,774  2,213,476  2,012,424  3,134,176  3,006,691:   298,877    426,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :    68,684:     5,395     27,917     26,870     31,926      3,957     64,191     58,744:     4,492      9,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       14.0       15.0       64.5       58.6       91.3       87.6:       8.7       12.4
Old  :     100.0:      11.8       14.0       15.0       64.5       58.6       91.3       87.6:       8.7       12.4
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  :       606:       115        100        108        289        305        453        464:
Old  :       606:       115        100        108        289        305        453        464:
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  :                 13.7       16.0       23.2       26.0       11.3       12.2       17.4       17.7
Old  :                 13.7       16.0       23.2       26.0       11.3       12.2       17.4       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 TOTAL RETURN INDEX x $25)                                         :
     :          :                                                                            :
All  :   231,370:     3,000          0      4,200    224,170    225,170    231,370    229,370:         0      2,000
Old  :   231,370:     3,000          0      4,200    224,170    225,170    231,370    229,370:         0      2,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        0.0        1.8       96.9       97.3      100.0       99.1:       0.0        0.9
Old  :     100.0:       1.3        0.0        1.8       96.9       97.3      100.0       99.1:       0.0        0.9
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  :        20:         1          0          2         14         13         16         15:
Old  :        20:         1          0          2         14         13         16         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  :                 60.6       63.2       90.0       87.5       42.0       40.0       53.0       53.7
Old  :                 60.6       63.2       90.0       87.5       42.0       40.0       53.0       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    56,417:     6,539      3,987        311     40,630     47,898     47,480     52,196:     8,937      4,221
Old  :    56,417:     6,539      3,987        311     40,630     47,898     47,480     52,196:     8,937      4,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :      -784:     1,129      1,334       -261     -1,818     -1,557       -950       -484:       166       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        7.1        0.6       72.0       84.9       84.2       92.5:      15.8        7.5
Old  :     100.0:      11.6        7.1        0.6       72.0       84.9       84.2       92.5:      15.8        7.5
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  :        70:         8          8          4         36         28         46         38:
Old  :        70:         8          8          4         36         28         46         38:
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  :                 34.0       45.6       50.6       66.3       32.9       45.3       49.1       66.0
Old  :                 34.0       45.6       50.6       66.3       32.9       45.3       49.1       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    53,821:    13,912     10,981      6,353     25,356     28,826     45,622     46,160:     8,199      7,661
Old  :    53,821:    13,912     10,981      6,353     25,356     28,826     45,622     46,160:     8,199      7,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :     1,605:      -906        304        768      1,574        444      1,436      1,515:       169         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       20.4       11.8       47.1       53.6       84.8       85.8:      15.2       14.2
Old  :     100.0:      25.8       20.4       11.8       47.1       53.6       84.8       85.8:      15.2       14.2
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  :       304:        66         61         41        109        120        194        203:
Old  :       304:        66         61         41        109        120        194        203:
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  :                 19.0       24.5       28.8       34.5       17.5       21.0       25.6       29.1
Old  :                 19.0       24.5       28.8       34.5       17.5       21.0       25.6       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   269,103:    69,560     54,903     31,767    126,781    144,128    228,108    230,798:    40,995     38,305
Old  :   269,103:    69,560     54,903     31,767    126,781    144,128    228,108    230,798:    40,995     38,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :     8,024:    -4,531      1,519      3,840      7,872      2,218      7,181      7,576:       843        447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       20.4       11.8       47.1       53.6       84.8       85.8:      15.2       14.2
Old  :     100.0:      25.8       20.4       11.8       47.1       53.6       84.8       85.8:      15.2       14.2
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  :       304:        66         61         41        109        120        194        203:
Old  :       304:        66         61         41        109        120        194        203:
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  :                 19.0       24.5       28.8       34.5       17.5       21.0       25.6       29.1
Old  :                 19.0       24.5       28.8       34.5       17.5       21.0       25.6       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-209747
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX x $2)                                              :
     :          :                                                                            :
All  :    62,875:    30,036     47,401        326      1,562        403     31,924     48,130:    30,951     14,745
Old  :    62,875:    30,036     47,401        326      1,562        403     31,924     48,130:    30,951     14,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :     4,013:    -8,542      9,634        192     -2,081        168    -10,431      9,994:    14,444     -5,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8       75.4        0.5        2.5        0.6       50.8       76.5:      49.2       23.5
Old  :     100.0:      47.8       75.4        0.5        2.5        0.6       50.8       76.5:      49.2       23.5
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  :        20:        10          8          3          1          1         12         11:
Old  :        20:        10          8          3          1          1         12         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  :                 43.2       73.9       49.2       75.9       42.9       73.7       48.9       75.7
Old  :                 43.2       73.9       49.2       75.9       42.9       73.7       48.9       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   138,682:    47,119     51,666      8,500     52,840     56,151    108,459    116,318:    30,223     22,364
Old  :   138,682:    47,119     51,666      8,500     52,840     56,151    108,459    116,318:    30,223     22,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :    -2,637:     1,640      4,569     -2,126     -1,112     -5,689     -1,598     -3,245:    -1,039        608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       37.3        6.1       38.1       40.5       78.2       83.9:      21.8       16.1
Old  :     100.0:      34.0       37.3        6.1       38.1       40.5       78.2       83.9:      21.8       16.1
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  :        83:        25         16         11         34         30         65         51:
Old  :        83:        25         16         11         34         30         65         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  :                 33.2       46.9       43.4       60.0       32.7       46.7       41.2       57.5
Old  :                 33.2       46.9       43.4       60.0       32.7       46.7       41.2       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE                                                 Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   510,303:    85,362     70,173     10,782    391,429    405,120    487,572    486,074:    22,731     24,228
Old  :   510,303:    85,362     70,173     10,782    391,429    405,120    487,572    486,074:    22,731     24,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :    -4,680:     5,896     -1,368        802    -14,066     -5,394     -7,368     -5,961:     2,688      1,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       13.8        2.1       76.7       79.4       95.5       95.3:       4.5        4.7
Old  :     100.0:      16.7       13.8        2.1       76.7       79.4       95.5       95.3:       4.5        4.7
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  :       344:        52         52         27        152        146        215        214:
Old  :       344:        52         52         27        152        146        215        214:
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  :                 16.9       22.3       30.0       35.2       16.1       22.1       27.8       33.4
Old  :                 16.9       22.3       30.0       35.2       16.1       22.1       27.8       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    37,555:     8,177      1,921         10     20,066     20,115     28,253     22,046:     9,302     15,509
Old  :    37,555:     8,177      1,921         10     20,066     20,115     28,253     22,046:     9,302     15,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :       -86:      -157     -1,456         10       -456      1,154       -603       -292:       517        206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        5.1        0.0       53.4       53.6       75.2       58.7:      24.8       41.3
Old  :     100.0:      21.8        5.1        0.0       53.4       53.6       75.2       58.7:      24.8       41.3
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  :        61:        13          5          1         26         25         39         31:
Old  :        61:        13          5          1         26         25         39         31:
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  :                 30.7       27.3       44.2       40.5       30.7       26.3       44.1       39.4
Old  :                 30.7       27.3       44.2       40.5       30.7       26.3       44.1       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :   167,366:    51,005      1,315      6,387    109,724    159,534    167,116    167,236:       250        130
Old  :   167,366:    51,005      1,315      6,387    109,724    159,534    167,116    167,236:       250        130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2020                       :
     :     5,861:     1,460        345        515      3,878      5,001      5,853      5,861:         8          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        0.8        3.8       65.6       95.3       99.9       99.9:       0.1        0.1
Old  :     100.0:      30.5        0.8        3.8       65.6       95.3       99.9       99.9:       0.1        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  :        83:        31          3          5         42         27         75         35:
Old  :        83:        31          3          5         42         27         75         35:
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  :                 37.2       59.4       51.9       83.9       30.2       48.7       44.9       67.1
Old  :                 37.2       59.4       51.9       83.9       30.2       48.7       44.9       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 14, 2020