BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       13,677
COMMITMENTS
   1,398      644    2,206    9,288   10,505   12,892   13,354      786      323

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,069)
    -220     -205     -295   -1,699   -1,502   -2,214   -2,002      145      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      4.7     16.1     67.9     76.8     94.3     97.6      5.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        6       10       28       26       39       36                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,524
COMMITMENTS
  14,880    2,301   19,951   14,947   24,730   49,778   46,982    5,745    8,542

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -11,840)
  -1,933     -705   -5,443   -4,959   -4,812  -12,336  -10,960      496     -879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8      4.1     35.9     26.9     44.5     89.7     84.6     10.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      34       11       32       33       38       74       74                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       13,282
COMMITMENTS
   1,228      243    3,006    8,443    9,265   12,677   12,514      605      768

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,008)
    -274      -52   -1,593   -3,011   -3,369   -4,878   -5,014     -130        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      1.8     22.6     63.6     69.8     95.4     94.2      4.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        4        6       37       25       44       32                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,332
COMMITMENTS
      34    4,330    3,957    6,600    2,029   10,591   10,316      742    1,017

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -2,061)
      24   -1,000     -656   -1,459     -667   -2,091   -2,322       30      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     38.2     34.9     58.2     17.9     93.5     91.0      6.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        7        7       18       15       25       23                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      299,056
COMMITMENTS
  80,841   61,634  103,444   90,461  101,943  274,746  267,021   24,309   32,034

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      4,802)
     785     -217    2,015    1,294    2,550    4,094    4,348      708      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     20.6     34.6     30.2     34.1     91.9     89.3      8.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      95      115      125       79       78      255      251                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      325,095
COMMITMENTS
  74,564   33,459   88,469  130,555  159,373  293,589  281,301   31,506   43,794

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,205)
   2,550   -2,741   -2,369   -4,121     -446   -3,940   -5,556   -1,265      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     10.3     27.2     40.2     49.0     90.3     86.5      9.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
     107       85      128      129      145      300      305                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,162
COMMITMENTS
     733      217      277    1,039    1,755    2,049    2,249    1,113      913

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        387)
     -34      -48      116      204      248      286      316      101       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2      6.9      8.8     32.9     55.5     64.8     71.1     35.2     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        4        4       14       14       26       21                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,589
COMMITMENTS
  11,989    8,134   12,052   12,730   10,764   36,772   30,951    7,817   13,639

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        361)
     103      515      -90      480     -468      493      -43     -132      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     18.2     27.0     28.6     24.1     82.5     69.4     17.5     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      40       45       50       55       56      124      129                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       34,394
COMMITMENTS
   1,337   10,284    5,377   26,894   16,855   33,608   32,516      786    1,878

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,608)
     -50   -2,368   -1,130   -4,399   -2,070   -5,580   -5,568      -28      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     29.9     15.6     78.2     49.0     97.7     94.5      2.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13        9       13       35       38       54       54                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       23,446
COMMITMENTS
  13,528    2,422        0    8,742   19,661   22,270   22,083    1,176    1,363

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -832)
  -1,464     -635        0      688     -197     -776     -832      -56        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.7     10.3      0.0     37.3     83.9     95.0     94.2      5.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13       10        0        7        8       20       18                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      132,272
COMMITMENTS
  32,065   48,564    5,444   68,907   51,408  106,416  105,416   25,856   26,856

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -1,519)
   2,813      -14   -1,397   -2,019   -1,857     -603   -3,269     -917    1,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     36.7      4.1     52.1     38.9     80.5     79.7     19.5     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      22       25       16       34       34       61       70                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       46,756
COMMITMENTS
  12,853    9,054      462   16,185   26,072   29,500   35,588   17,256   11,168

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      3,585)
      57      515       29    1,500    2,327    1,586    2,871    1,999      714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     19.4      1.0     34.6     55.8     63.1     76.1     36.9     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        8        4       13       17       22       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      123,021
COMMITMENTS
  50,859   35,887      624   66,779   82,680  118,262  119,191    4,759    3,830

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        786)
  -4,949    1,174      143    5,140      -26      334    1,291      451     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.3     29.2      0.5     54.3     67.2     96.1     96.9      3.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      37       41        8       22       33       63       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      204,565
COMMITMENTS
  41,813   56,041   17,703  124,712  100,134  184,229  173,879   20,336   30,686

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -9,940)
   6,743       12   -1,295  -15,353   -6,898   -9,905   -8,180      -35   -1,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     27.4      8.7     61.0     48.9     90.1     85.0      9.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      21       30       18       33       50       65       87                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      154,401
COMMITMENTS
  41,590   27,088   11,445   77,007   93,136  130,043  131,669   24,358   22,732

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,102)
   1,020    7,891   -4,172   -1,189  -11,231   -4,341   -7,512     -761    2,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     17.5      7.4     49.9     60.3     84.2     85.3     15.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      19       27       17       37       38       65       73                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      646,323
COMMITMENTS
 186,241   80,047   35,223  331,247  489,461  552,712  604,731   93,611   41,592

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      2,727)
   5,904    1,730   -5,485      526    7,560      944    3,805    1,782   -1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8     12.4      5.4     51.3     75.7     85.5     93.6     14.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      87       45       46      116       82      214      162                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,701
COMMITMENTS
   3,357    3,518      554    7,552   15,128   11,463   19,200   12,238    4,501

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -340)
    -919   -1,506      436      244      722     -239     -348     -101        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     14.8      2.3     31.9     63.8     48.4     81.0     51.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        2       12       10       19       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       22,285
COMMITMENTS
   6,147   15,762       92   13,949    3,357   20,188   19,211    2,097    3,074

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -5,050)
    -553   -1,647   -1,815   -2,687   -1,511   -5,055   -4,973        5      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6     70.7      0.4     62.6     15.1     90.6     86.2      9.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       14        3       11        7       24       22                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,234
COMMITMENTS
  15,806   16,123    1,141   10,899    9,996   27,846   27,260    3,388    3,974

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        357)
    -508      142      536      537     -760      566      -82     -208      439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.6     51.6      3.7     34.9     32.0     89.2     87.3     10.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      32       22        9       16       13       52       40                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       10,947
COMMITMENTS
   8,211    2,594        0    2,234    7,337   10,445    9,931      502    1,016

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -710)
  -1,047       23        0      242     -695     -805     -672       95      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    75.0     23.7      0.0     20.4     67.0     95.4     90.7      4.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8       10        0        4        4       12       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   22,454,399
COMMITMENTS
 1031379  1171275 12557645  8103908  7912052 21692933 21640972  761,466  813,427

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    202,950)
 -20,729   -7,608  134,278   17,762      661  131,310  127,330   71,640   75,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      5.2     55.9     36.1     35.2     96.6     96.4      3.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      62       61      103      115      117      236      229                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        8,635
COMMITMENTS
   5,976    7,480      554        0        0    6,530    8,034    2,105      601

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:        513)
     323      587       -8        0        0      315      579      197      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.2     86.6      6.4      0.0      0.0     75.6     93.0     24.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      37       27        9        0        0       46       27                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      150,966
COMMITMENTS
  12,144   39,974   24,588  114,086   86,329  150,818  150,892      147       74

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -302)
     383     -603     -609      -58      954     -284     -257      -19      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     26.5     16.3     75.6     57.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      12       19       20       13       23       38       50                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      205,909
COMMITMENTS
  34,068   65,100   15,945  155,746  124,709  205,759  205,754      150      155

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:    -93,128)
  10,744  -38,318   -6,216  -97,755  -48,124  -93,227  -92,658       99     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     31.6      7.7     75.6     60.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13       23       23       17       36       40       73                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      691,121
COMMITMENTS
  74,550   84,799  108,306  438,938  415,402  621,794  608,507   69,327   82,614

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      3,487)
     453   -4,411    5,890   -2,512      647    3,831    2,126     -343    1,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     12.3     15.7     63.5     60.1     90.0     88.0     10.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      616)
     108      116      120      288      307      462      477                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       30,807
COMMITMENTS
     823    2,050    7,818   10,744   11,877   19,385   21,746   11,422    9,061

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      2,182)
     383   -1,921      634      833    2,387    1,851    1,100      332    1,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      6.7     25.4     34.9     38.6     62.9     70.6     37.1     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        8       11        8       11       19       23                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,301,570
COMMITMENTS
 370,616  415,723  500,459  2140973  2017624  3012049  2933805  289,521  367,764

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      6,526)
   2,328  -10,472   24,298  -16,726   -8,696    9,900    5,130   -3,374    1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     12.6     15.2     64.8     61.1     91.2     88.9      8.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      611)
     107      114      116      286      303      457      469                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       62,850
COMMITMENTS
   5,938    4,942      282   48,092   52,522   54,312   57,746    8,538    5,104

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -651)
  -1,192     -694        0      705     -288     -487     -982     -164      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      7.9      0.4     76.5     83.6     86.4     91.9     13.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7        6        6       36       32       46       41                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       48,117
COMMITMENTS
  16,335    6,918    5,081   19,734   28,555   41,150   40,554    6,967    7,563

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      5,038)
     659      497    1,234    2,704    2,705    4,597    4,436      441      601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     14.4     10.6     41.0     59.3     85.5     84.3     14.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      71       44       32      105      101      189      164                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      240,585
COMMITMENTS
  81,675   34,590   25,407   98,668  142,774  205,750  202,771   34,835   37,814

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     25,189)
   3,295    2,486    6,170   13,519   13,526   22,984   22,182    2,206    3,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     14.4     10.6     41.0     59.3     85.5     84.3     14.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      71       44       32      105      101      189      164                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      117,499
COMMITMENTS
  44,663   45,556    6,620   42,641   45,205   93,925   97,381   23,574   20,118

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -156)
   3,417    3,605   -2,873   -3,747    2,314   -3,203    3,047    3,047   -3,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0     38.8      5.6     36.3     38.5     79.9     82.9     20.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      16       22       12       27       28       52       53                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      536,676
COMMITMENTS
  88,054   80,576   14,464  411,243  418,905  513,761  513,944   22,916   22,732

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:     -7,113)
  -2,117   10,161     -337   -6,619  -18,932   -9,073   -9,108    1,960    1,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     15.0      2.7     76.6     78.1     95.7     95.8      4.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      58       44       24      139      148      207      206                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,179
COMMITMENTS
   5,702    3,084       82   23,832   21,365   29,616   24,531    6,563   11,648

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:      1,642)
     498   -1,171      -38    1,158      353    1,618     -856       24    2,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      8.5      0.2     65.9     59.1     81.9     67.8     18.1     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11        7        2       24       20       35       29                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      156,077
COMMITMENTS
  48,241      399    5,357  102,196  150,276  155,794  156,032      283       45

CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST:       -530)
    -791        0      200      274     -729     -317     -529     -213       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9      0.3      3.4     65.5     96.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      28        3        5       42       27       73       34                  



Updated July 10, 2020