BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :    12,904:     1,035      1,098      1,780      9,360      9,609     12,175     12,487:       730        417
Old  :    12,904:     1,035      1,098      1,780      9,360      9,609     12,175     12,487:       730        417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :       206:       -27        593          3        294       -436        270        160:       -64         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        8.5       13.8       72.5       74.5       94.3       96.8:       5.7        3.2
Old  :     100.0:       8.0        8.5       13.8       72.5       74.5       94.3       96.8:       5.7        3.2
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  :        48:         7          6         10         28         26         39         38:
Old  :        48:         7          6         10         28         26         39         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  :                 34.1       43.6       54.9       62.7       30.8       38.4       46.2       51.0
Old  :                 34.1       43.6       54.9       62.7       30.8       38.4       46.2       51.0
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 18, 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  :    48,907:    13,132      3,006     17,108     13,833     20,972     44,074     41,086:     4,834      7,821
Old  :    48,907:    13,132      3,006     17,108     13,833     20,972     44,074     41,086:     4,834      7,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :       162:       675         70       -290        138        -29        523       -250:      -361        411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        6.1       35.0       28.3       42.9       90.1       84.0:       9.9       16.0
Old  :     100.0:      26.9        6.1       35.0       28.3       42.9       90.1       84.0:       9.9       16.0
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  :        87:        26         12         28         37         43         73         73:
Old  :        87:        26         12         28         37         43         73         73:
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  :                 39.9       27.4       56.5       44.6       30.3       20.8       35.6       27.9
Old  :                 39.9       27.4       56.5       44.6       30.3       20.8       35.6       27.9
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 18, 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  :    13,559:     1,563      1,221      3,213      8,179      8,132     12,955     12,566:       604        993
Old  :    13,559:     1,563      1,221      3,213      8,179      8,132     12,955     12,566:       604        993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :      -606:       308        999       -509       -431     -1,170       -632       -681:        26         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        9.0       23.7       60.3       60.0       95.5       92.7:       4.5        7.3
Old  :     100.0:      11.5        9.0       23.7       60.3       60.0       95.5       92.7:       4.5        7.3
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  :        49:         8          4          7         34         24         43         34:
Old  :        49:         8          4          7         34         24         43         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  :                 31.9       45.3       50.5       66.9       18.9       31.0       31.6       39.2
Old  :                 31.9       45.3       50.5       66.9       18.9       31.0       31.6       39.2
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 18, 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  :    11,053:        13      4,444      3,648      6,320      1,901      9,981      9,993:     1,071      1,059
Old  :    11,053:        13      4,444      3,648      6,320      1,901      9,981      9,993:     1,071      1,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :      -128:         2         70       -133         49         -8        -82        -71:       -46        -57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       40.2       33.0       57.2       17.2       90.3       90.4:       9.7        9.6
Old  :     100.0:       0.1       40.2       33.0       57.2       17.2       90.3       90.4:       9.7        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          9          7         23         14         31         23:
Old  :        35:         1          9          7         23         14         31         23:
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       61.8       62.9       75.1       29.6       36.0       39.3       42.9
Old  :                 46.4       61.8       62.9       75.1       29.6       36.0       39.3       42.9
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 18, 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  :   261,463:    83,433     53,374     77,655     76,890     99,186    237,978    230,215:    23,485     31,248
Old  :   123,759:    63,245     52,368     19,225     32,340     38,986    114,810    110,578:     8,949     13,181
Other:   137,704:    45,375     26,193     33,244     44,549     60,200    123,168    119,636:    14,536     18,067
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :   -15,843:    -2,640     -3,006    -10,354     -2,152     -2,578    -15,146    -15,939:      -697         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       20.4       29.7       29.4       37.9       91.0       88.0:       9.0       12.0
Old  :     100.0:      51.1       42.3       15.5       26.1       31.5       92.8       89.3:       7.2       10.7
Other:     100.0:      33.0       19.0       24.1       32.4       43.7       89.4       86.9:      10.6       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:       111         99        119         78         80        252        247:
Old  :       284:        99        100         61         56         72        184        204:
Other:       234:        81         59         71         71         66        189        165:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       17.9       28.7       26.3       16.5       14.2       25.7       20.5
Old  :                 22.2       18.6       34.0       27.8       22.2       16.9       33.6       24.3
Other:                 24.3       24.4       34.5       33.1       24.3       22.0       34.0       28.3
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   336,716:    99,279     21,506     87,730    117,690    181,219    304,698    290,454:    32,017     46,261
Old  :   336,716:    99,279     21,506     87,730    117,690    181,219    304,698    290,454:    32,017     46,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     7,903:     9,654     -3,451      4,418     -4,056      5,685     10,016      6,653:    -2,113      1,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        6.4       26.1       35.0       53.8       90.5       86.3:       9.5       13.7
Old  :     100.0:      29.5        6.4       26.1       35.0       53.8       90.5       86.3:       9.5       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  :       365:       117         74        131        121        135        312        283:
Old  :       365:       117         74        131        121        135        312        283:
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  :                 16.4       18.5       27.0       27.2       16.4       18.3       26.4       26.1
Old  :                 16.4       18.5       27.0       27.2       16.4       18.3       26.4       26.1
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 18, 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  :     5,271:     1,346        498        513      1,902      2,944      3,761      3,955:     1,511      1,316
Old  :     5,271:     1,346        498        513      1,902      2,944      3,761      3,955:     1,511      1,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :       505:        60         71         22        188         30        271        123:       234        382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        9.4        9.7       36.1       55.9       71.3       75.0:      28.7       25.0
Old  :     100.0:      25.5        9.4        9.7       36.1       55.9       71.3       75.0:      28.7       25.0
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  :        56:        19         10          8         16         19         41         34:
Old  :        56:        19         10          8         16         19         41         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  :                 27.2       34.3       39.8       47.6       21.8       31.7       30.3       40.3
Old  :                 27.2       34.3       39.8       47.6       21.8       31.7       30.3       40.3
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 18, 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  :    54,157:    17,592      6,833     17,404     12,088     14,067     47,085     38,303:     7,072     15,853
Old  :    54,157:    17,592      6,833     17,404     12,088     14,067     47,085     38,303:     7,072     15,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     2,736:     1,058        167      1,154        492      1,713      2,704      3,034:        32       -298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       12.6       32.1       22.3       26.0       86.9       70.7:      13.1       29.3
Old  :     100.0:      32.5       12.6       32.1       22.3       26.0       86.9       70.7:      13.1       29.3
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  :       197:        54         42         62         55         74        149        152:
Old  :       197:        54         42         62         55         74        149        152:
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  :                 20.4       11.9       31.0       20.4       18.3        7.9       26.3       11.7
Old  :                 20.4       11.9       31.0       20.4       18.3        7.9       26.3       11.7
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 18, 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  :    35,979:     1,944     10,365      5,602     27,621     18,068     35,167     34,035:       812      1,945
Old  :    35,979:     1,944     10,365      5,602     27,621     18,068     35,167     34,035:       812      1,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     1,712:        56      1,125         -2      1,633        547      1,687      1,671:        25         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       28.8       15.6       76.8       50.2       97.7       94.6:       2.3        5.4
Old  :     100.0:       5.4       28.8       15.6       76.8       50.2       97.7       94.6:       2.3        5.4
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  :        67:        13         11         15         35         34         56         52:
Old  :        67:        13         11         15         35         34         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  :                 50.0       43.0       69.6       61.9       48.6       39.9       62.8       53.8
Old  :                 50.0       43.0       69.6       61.9       48.6       39.9       62.8       53.8
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 18, 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  :    24,219:     9,811      3,365          0     12,793     19,162     22,604     22,527:     1,615      1,692
Old  :    24,219:     9,811      3,365          0     12,793     19,162     22,604     22,527:     1,615      1,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :       184:       176        262          0         95       -103        271        159:       -87         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       13.9        0.0       52.8       79.1       93.3       93.0:       6.7        7.0
Old  :     100.0:      40.5       13.9        0.0       52.8       79.1       93.3       93.0:       6.7        7.0
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  :        38:        12         13          0          8          8         20         21:
Old  :        38:        12         13          0          8          8         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.4       77.3       80.3       84.6       66.4       77.3       80.3       84.6
Old  :                 66.4       77.3       80.3       84.6       66.4       77.3       80.3       84.6
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 18, 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  :   158,132:    20,238     53,000      7,298     95,593     75,396    123,130    135,694:    35,002     22,438
Old  :   158,132:    20,238     53,000      7,298     95,593     75,396    123,130    135,694:    35,002     22,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     7,410:     2,468      6,553        624      3,760         28      6,852      7,205:       558        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       33.5        4.6       60.5       47.7       77.9       85.8:      22.1       14.2
Old  :     100.0:      12.8       33.5        4.6       60.5       47.7       77.9       85.8:      22.1       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  :        99:        22         26         10         38         35         66         65:
Old  :        99:        22         26         10         38         35         66         65:
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  :                 35.1       33.0       42.6       45.1       33.4       32.7       39.5       44.8
Old  :                 35.1       33.0       42.6       45.1       33.4       32.7       39.5       44.8
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 18, 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  :    58,364:    21,366      5,847      1,040     13,235     41,057     35,641     47,944:    22,722     10,420
Old  :    58,364:    21,366      5,847      1,040     13,235     41,057     35,641     47,944:    22,722     10,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :      -155:    -1,926        403         74        -60        -12     -1,911        465:     1,756       -621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       10.0        1.8       22.7       70.3       61.1       82.1:      38.9       17.9
Old  :     100.0:      36.6       10.0        1.8       22.7       70.3       61.1       82.1:      38.9       17.9
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  :        45:        12          7          6         17         16         31         27:
Old  :        45:        12          7          6         17         16         31         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       48.8       41.3       61.2       29.6       48.4       41.3       59.9
Old  :                 29.6       48.8       41.3       61.2       29.6       48.4       41.3       59.9
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 18, 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  :   135,411:    42,600     38,112      3,161     84,355     89,471    130,116    130,744:     5,295      4,667
Old  :   135,411:    42,600     38,112      3,161     84,355     89,471    130,116    130,744:     5,295      4,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     3,620:    -1,939        379        669      4,707      2,713      3,437      3,761:       183       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       28.1        2.3       62.3       66.1       96.1       96.6:       3.9        3.4
Old  :     100.0:      31.5       28.1        2.3       62.3       66.1       96.1       96.6:       3.9        3.4
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  :       129:        41         38         13         31         31         77         78:
Old  :       129:        41         38         13         31         31         77         78:
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  :                 55.6       49.3       66.0       64.2       55.6       49.3       66.0       64.2
Old  :                 55.6       49.3       66.0       64.2       55.6       49.3       66.0       64.2
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 18, 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  :   213,907:    52,247     49,312     21,841    104,464    118,419    178,552    189,572:    35,356     24,336
Old  :   213,907:    52,247     49,312     21,841    104,464    118,419    178,552    189,572:    35,356     24,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :    12,165:     5,880     -2,232      1,357        -59     15,354      7,178     14,479:     4,987     -2,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       23.1       10.2       48.8       55.4       83.5       88.6:      16.5       11.4
Old  :     100.0:      24.4       23.1       10.2       48.8       55.4       83.5       88.6:      16.5       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        29         24         17         38         47         76         79:
Old  :       115:        29         24         17         38         47         76         79:
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  :                 26.4       28.2       40.4       39.3       26.2       26.9       38.3       35.8
Old  :                 26.4       28.2       40.4       39.3       26.2       26.9       38.3       35.8
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 18, 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  :   170,125:    41,665     21,470     14,604     81,205    114,492    137,474    150,565:    32,651     19,560
Old  :   170,125:    41,665     21,470     14,604     81,205    114,492    137,474    150,565:    32,651     19,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :       -56:    -3,888       -685        235        200      1,222     -3,453        772:     3,397       -829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       12.6        8.6       47.7       67.3       80.8       88.5:      19.2       11.5
Old  :     100.0:      24.5       12.6        8.6       47.7       67.3       80.8       88.5:      19.2       11.5
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  :       116:        34         20         19         47         39         88         71:
Old  :       116:        34         20         19         47         39         88         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  :                 22.4       47.1       34.8       59.6       22.0       46.4       31.9       56.3
Old  :                 22.4       47.1       34.8       59.6       22.0       46.4       31.9       56.3
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 18, 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  :   785,166:   261,597     61,676     55,122    358,901    623,500    675,621    740,298:   109,546     44,869
Old  :   785,166:   261,597     61,676     55,122    358,901    623,500    675,621    740,298:   109,546     44,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     8,930:    -4,512     -4,491      5,245      2,080      7,317      2,814      8,072:     6,117        859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        7.9        7.0       45.7       79.4       86.0       94.3:      14.0        5.7
Old  :     100.0:      33.3        7.9        7.0       45.7       79.4       86.0       94.3:      14.0        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  :       297:       109         35         53        123         80        246        155:
Old  :       297:       109         35         53        123         80        246        155:
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  :                 14.9       59.1       24.5       68.0       14.5       58.6       23.8       66.0
Old  :                 14.9       59.1       24.5       68.0       14.5       58.6       23.8       66.0
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 18, 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  :    24,606:     4,677      4,893        111      7,938     15,101     12,726     20,105:    11,880      4,501
Old  :    24,606:     4,677      4,893        111      7,938     15,101     12,726     20,105:    11,880      4,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :       319:       136        327          0         31         69        167        396:       152        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       19.9        0.5       32.3       61.4       51.7       81.7:      48.3       18.3
Old  :     100.0:      19.0       19.9        0.5       32.3       61.4       51.7       81.7:      48.3       18.3
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  :        25:         6          5          1         11         10         18         15:
Old  :        25:         6          5          1         11         10         18         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  :                 19.7       58.4       34.5       72.1       19.6       57.6       33.9       67.4
Old  :                 19.7       58.4       34.5       72.1       19.6       57.6       33.9       67.4
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 18, 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  :    35,406:    12,346     28,505        190     20,501      3,817     33,037     32,512:     2,369      2,894
Old  :    35,406:    12,346     28,505        190     20,501      3,817     33,037     32,512:     2,369      2,894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     3,560:       901      3,514         53      2,662       -150      3,616      3,417:       -56        143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       80.5        0.5       57.9       10.8       93.3       91.8:       6.7        8.2
Old  :     100.0:      34.9       80.5        0.5       57.9       10.8       93.3       91.8:       6.7        8.2
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  :        53:        15         21          3         10          9         27         31:
Old  :        53:        15         21          3         10          9         27         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  :                 64.0       65.7       79.2       73.4       62.6       65.7       77.9       73.4
Old  :                 64.0       65.7       79.2       73.4       62.6       65.7       77.9       73.4
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 18, 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  :    38,577:    20,513     16,757        754     12,706     17,789     33,973     35,300:     4,603      3,277
Old  :    38,577:    20,513     16,757        754     12,706     17,789     33,973     35,300:     4,603      3,277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     1,040:     2,635     -1,304        -42     -1,654      2,572        939      1,226:       101       -187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.2       43.4        2.0       32.9       46.1       88.1       91.5:      11.9        8.5
Old  :     100.0:      53.2       43.4        2.0       32.9       46.1       88.1       91.5:      11.9        8.5
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  :        91:        36         25         13         21         14         64         45:
Old  :        91:        36         25         13         21         14         64         45:
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  :                 21.7       44.7       36.9       59.7       21.7       44.7       36.3       59.4
Old  :                 21.7       44.7       36.9       59.7       21.7       44.7       36.3       59.4
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 18, 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  :    13,752:     8,330      5,676          0      4,958      6,544     13,288     12,220:       464      1,532
Old  :    13,752:     8,330      5,676          0      4,958      6,544     13,288     12,220:       464      1,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :       349:        94         86          0        248        391        342        477:         7       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.6       41.3        0.0       36.1       47.6       96.6       88.9:       3.4       11.1
Old  :     100.0:      60.6       41.3        0.0       36.1       47.6       96.6       88.9:       3.4       11.1
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  :        30:         7         14          0          6          3         13         17:
Old  :        30:         7         14          0          6          3         13         17:
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  :                 69.5       61.3       91.3       75.1       69.5       61.3       91.3       75.1
Old  :                 69.5       61.3       91.3       75.1       69.5       61.3       91.3       75.1
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 18, 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  :21,021,694: 1,069,098    759,711 11,258,068  8,007,265  8,196,228 20,334,431 20,214,007:   687,263    807,687
Old  :21,021,694: 1,069,098    759,711 11,258,068  8,007,265  8,196,228 20,334,431 20,214,007:   687,263    807,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :  -342,633:    16,252      9,994   -312,681      2,908    -23,785   -293,521   -326,471:   -49,111    -16,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        3.6       53.6       38.1       39.0       96.7       96.2:       3.3        3.8
Old  :     100.0:       5.1        3.6       53.6       38.1       39.0       96.7       96.2:       3.3        3.8
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  :       268:        66         57        100        127        128        249        236:
Old  :       268:        66         57        100        127        128        249        236:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       24.4       37.0       37.3        4.5        6.0        7.1        9.0
Old  :                 23.1       24.4       37.0       37.3        4.5        6.0        7.1        9.0
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 18, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :    15,501:     8,823     12,413      2,517        200          0     11,541     14,931:     3,960        570
Old  :    15,501:     8,823     12,413      2,517        200          0     11,541     14,931:     3,960        570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     1,532:       232        714        758         63          0      1,054      1,473:       478         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.9       80.1       16.2        1.3        0.0       74.5       96.3:      25.5        3.7
Old  :     100.0:      56.9       80.1       16.2        1.3        0.0       74.5       96.3:      25.5        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  :        96:        66         26         22          2          0         81         37:
Old  :        96:        66         26         22          2          0         81         37:
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  :                 25.7       57.7       39.3       76.4       25.0       51.8       33.7       67.7
Old  :                 25.7       57.7       39.3       76.4       25.0       51.8       33.7       67.7
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 18, 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  :   194,163:    21,924     26,375     37,156    134,935    130,487    194,015    194,018:       148        145
Old  :   194,163:    21,924     26,375     37,156    134,935    130,487    194,015    194,018:       148        145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :    22,215:       756     -1,610      5,441     16,042     18,348     22,239     22,179:       -24         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       13.6       19.1       69.5       67.2       99.9       99.9:       0.1        0.1
Old  :     100.0:      11.3       13.6       19.1       69.5       67.2       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  :        65:        16         17         22         16         29         45         57:
Old  :        65:        16         17         22         16         29         45         57:
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  :                 63.8       52.4       77.7       70.6       59.7       45.7       64.0       56.6
Old  :                 63.8       52.4       77.7       70.6       59.7       45.7       64.0       56.6
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 18, 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  :   169,301:    35,624     42,345     18,926    114,625    107,871    169,175    169,142:       126        159
Old  :   169,301:    35,624     42,345     18,926    114,625    107,871    169,175    169,142:       126        159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :    12,147:       863     -1,475      4,046      7,167      9,513     12,076     12,084:        71         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       25.0       11.2       67.7       63.7       99.9       99.9:       0.1        0.1
Old  :     100.0:      21.0       25.0       11.2       67.7       63.7       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  :        80:        16         22         20         26         36         52         68:
Old  :        80:        16         22         20         26         36         52         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  :                 57.6       47.3       71.9       61.9       55.6       45.9       67.9       57.4
Old  :                 57.6       47.3       71.9       61.9       55.6       45.9       67.9       57.4
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 18, 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  :   744,389:    84,123     91,907    124,410    452,523    438,629    661,056    654,947:    83,334     89,443
Old  :   744,389:    84,123     91,907    124,410    452,523    438,629    661,056    654,947:    83,334     89,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     9,440:     4,335      3,302      2,746      1,876      7,520      8,956     13,568:       484     -4,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       12.3       16.7       60.8       58.9       88.8       88.0:      11.2       12.0
Old  :     100.0:      11.3       12.3       16.7       60.8       58.9       88.8       88.0:      11.2       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  :       620:       115        109        116        297        312        470        479:
Old  :       620:       115        109        116        297        312        470        479:
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  :                 13.8       15.8       22.7       26.6       10.7       12.5       16.1       17.7
Old  :                 13.8       15.8       22.7       26.6       10.7       12.5       16.1       17.7
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 18, 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  :    49,485:     9,865      2,365      8,864      7,899     30,318     26,628     41,547:    22,857      7,939
Old  :    49,485:     9,865      2,365      8,864      7,899     30,318     26,628     41,547:    22,857      7,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     1,147:     1,880        275       -463        -54      1,694      1,363      1,506:      -216       -359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        4.8       17.9       16.0       61.3       53.8       84.0:      46.2       16.0
Old  :     100.0:      19.9        4.8       17.9       16.0       61.3       53.8       84.0:      46.2       16.0
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  :        29:         9          7         13          7         13         22         27:
Old  :        29:         9          7         13          7         13         22         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       47.8       45.4       66.5       16.4       41.5       21.5       51.2
Old  :                 33.3       47.8       45.4       66.5       16.4       41.5       21.5       51.2
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 18, 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  :    14,007:       450      1,852          0     11,278     10,585     11,728     12,437:     2,279      1,570
Old  :    14,007:       450      1,852          0     11,278     10,585     11,728     12,437:     2,279      1,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :      -892:        22      1,226          0      1,800     -2,144      1,822       -918:    -2,714         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       13.2        0.0       80.5       75.6       83.7       88.8:      16.3       11.2
Old  :     100.0:       3.2       13.2        0.0       80.5       75.6       83.7       88.8:      16.3       11.2
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:         2          3          0         13         10         15         13:
Old  :        26:         2          3          0         13         10         15         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  :                 59.7       65.1       73.7       81.8       59.7       65.1       73.7       81.8
Old  :                 59.7       65.1       73.7       81.8       59.7       65.1       73.7       81.8
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 18, 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  : 3,474,521:   420,426    496,854    528,590  2,223,124  2,041,558  3,172,140  3,067,001:   302,381    407,519
Old  : 3,474,521:   420,426    496,854    528,590  2,223,124  2,041,558  3,172,140  3,067,001:   302,381    407,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :    41,468:    14,500     17,362     13,815      9,648     29,133     37,963     60,311:     3,504    -18,843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       14.3       15.2       64.0       58.8       91.3       88.3:       8.7       11.7
Old  :     100.0:      12.1       14.3       15.2       64.0       58.8       91.3       88.3:       8.7       11.7
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  :       615:       115        106        111        293        309        462        472:
Old  :       615:       115        106        111        293        309        462        472:
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  :                 14.0       16.0       23.1       26.6       11.4       12.5       17.2       18.1
Old  :                 14.0       16.0       23.1       26.6       11.4       12.5       17.2       18.1
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 18, 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 11, 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
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2020                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X S&P 500 INDEX)                                                       :
     :          :                                                                            :
All  :   181,719:   133,264    107,313      1,080     25,595      2,023    159,939    110,416:    21,780     71,303
Old  :   181,719:   133,264    107,313      1,080     25,595      2,023    159,939    110,416:    21,780     71,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.3       59.1        0.6       14.1        1.1       88.0       60.8:      12.0       39.2
Old  :     100.0:      73.3       59.1        0.6       14.1        1.1       88.0       60.8:      12.0       39.2
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  :        20:         8          8          4          3          1         14         10:
Old  :        20:         8          8          4          3          1         14         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.1       51.4       85.5       60.2       82.1       50.9       85.5       59.6
Old  :                 82.1       51.4       85.5       60.2       82.1       50.9       85.5       59.6
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 18, 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  :    57,694:     7,391      4,545        320     40,486     48,388     48,197     53,253:     9,497      4,441
Old  :    57,694:     7,391      4,545        320     40,486     48,388     48,197     53,253:     9,497      4,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     1,277:       852        558          9       -144        490        717      1,057:       560        220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        7.9        0.6       70.2       83.9       83.5       92.3:      16.5        7.7
Old  :     100.0:      12.8        7.9        0.6       70.2       83.9       83.5       92.3:      16.5        7.7
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  :        72:         9          8          5         37         28         49         38:
Old  :        72:         9          8          5         37         28         49         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  :                 33.4       43.5       49.9       64.8       32.6       43.3       48.6       64.4
Old  :                 33.4       43.5       49.9       64.8       32.6       43.3       48.6       64.4
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 18, 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  :    53,376:    15,688     10,923      6,297     22,742     28,379     44,727     45,599:     8,649      7,777
Old  :    53,376:    15,688     10,923      6,297     22,742     28,379     44,727     45,599:     8,649      7,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :      -444:     1,776        -57        -57     -2,614       -447       -894       -561:       450        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       20.5       11.8       42.6       53.2       83.8       85.4:      16.2       14.6
Old  :     100.0:      29.4       20.5       11.8       42.6       53.2       83.8       85.4:      16.2       14.6
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  :       307:        69         57         38        116        125        202        203:
Old  :       307:        69         57         38        116        125        202        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  :                 18.8       25.6       29.0       34.8       16.3       19.7       25.0       27.7
Old  :                 18.8       25.6       29.0       34.8       16.3       19.7       25.0       27.7
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 18, 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  :   266,880:    78,442     54,617     31,484    113,712    141,893    223,637    227,994:    43,243     38,887
Old  :   266,880:    78,442     54,617     31,484    113,712    141,893    223,637    227,994:    43,243     38,887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :    -2,222:     8,882       -287       -283    -13,069     -2,235     -4,471     -2,804:     2,249        582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       20.5       11.8       42.6       53.2       83.8       85.4:      16.2       14.6
Old  :     100.0:      29.4       20.5       11.8       42.6       53.2       83.8       85.4:      16.2       14.6
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  :       307:        69         57         38        116        125        202        203:
Old  :       307:        69         57         38        116        125        202        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  :                 18.8       25.6       29.0       34.8       16.3       19.7       25.0       27.7
Old  :                 18.8       25.6       29.0       34.8       16.3       19.7       25.0       27.7
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 18, 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  :    75,489:    65,254      7,466        311          0        470     65,565      8,247:     9,924     67,242
Old  :    75,489:    65,254      7,466        311          0        470     65,565      8,247:     9,924     67,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :    12,614:    35,218    -39,935        -15     -1,562         67     33,641    -39,883:   -21,027     52,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.4        9.9        0.4        0.0        0.6       86.9       10.9:      13.1       89.1
Old  :     100.0:      86.4        9.9        0.4        0.0        0.6       86.9       10.9:      13.1       89.1
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  :        24:        16          7          2          0          1         16         10:
Old  :        24:        16          7          2          0          1         16         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1        9.1       82.3       10.6       71.7        9.1       81.9       10.5
Old  :                 72.1        9.1       82.3       10.6       71.7        9.1       81.9       10.5
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 18, 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  :   143,079:    48,576     52,772      9,052     52,730     59,018    110,358    120,842:    32,721     22,237
Old  :   143,079:    48,576     52,772      9,052     52,730     59,018    110,358    120,842:    32,721     22,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :     4,397:     1,457      1,105        552       -110      2,867      1,899      4,524:     2,498       -127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       36.9        6.3       36.9       41.2       77.1       84.5:      22.9       15.5
Old  :     100.0:      34.0       36.9        6.3       36.9       41.2       77.1       84.5:      22.9       15.5
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  :        82:        25         15         10         34         29         63         50:
Old  :        82:        25         15         10         34         29         63         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       44.1       43.9       57.1       32.4       43.9       41.9       54.6
Old  :                 32.8       44.1       43.9       57.1       32.4       43.9       41.9       54.6
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 18, 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  :   509,501:    86,905     73,072     11,656    387,949    400,968    486,510    485,695:    22,992     23,806
Old  :   509,501:    86,905     73,072     11,656    387,949    400,968    486,510    485,695:    22,992     23,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :      -801:     1,544      2,899        874     -3,480     -4,152     -1,062       -379:       261       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       14.3        2.3       76.1       78.7       95.5       95.3:       4.5        4.7
Old  :     100.0:      17.1       14.3        2.3       76.1       78.7       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  :       338:        53         49         30        153        145        219        211:
Old  :       338:        53         49         30        153        145        219        211:
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  :                 18.2       22.4       30.7       35.8       17.5       22.0       28.9       34.4
Old  :                 18.2       22.4       30.7       35.8       17.5       22.0       28.9       34.4
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 18, 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  :    37,203:     8,645      2,869          0     20,398     21,268     29,043     24,137:     8,160     13,066
Old  :    37,203:     8,645      2,869          0     20,398     21,268     29,043     24,137:     8,160     13,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :      -352:       468        948        -10        332      1,153        790      2,091:    -1,142     -2,443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        7.7        0.0       54.8       57.2       78.1       64.9:      21.9       35.1
Old  :     100.0:      23.2        7.7        0.0       54.8       57.2       78.1       64.9:      21.9       35.1
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  :        58:        12          6          0         24         25         36         31:
Old  :        58:        12          6          0         24         25         36         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  :                 29.8       27.7       43.8       43.0       29.8       27.0       43.4       41.7
Old  :                 29.8       27.7       43.8       43.0       29.8       27.0       43.4       41.7
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 18, 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  :   178,255:    58,953      1,315      6,387    112,660    170,423    178,000    178,125:       255        130
Old  :   178,255:    58,953      1,315      6,387    112,660    170,423    178,000    178,125:       255        130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2020                      :
     :    10,889:     7,948          0          0      2,936     10,889     10,884     10,889:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        0.7        3.6       63.2       95.6       99.9       99.9:       0.1        0.1
Old  :     100.0:      33.1        0.7        3.6       63.2       95.6       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         43         27         75         35:
Old  :        83:        31          3          5         43         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  :                 36.9       62.2       53.2       85.1       30.4       53.1       46.7       70.3
Old  :                 36.9       62.2       53.2       85.1       30.4       53.1       46.7       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 21, 2020