BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       14,535
COMMITMENTS
   1,439      743    2,283    9,949   11,034   13,670   14,061      864      474

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        161)
      56       31        6       75       75      137      112       24       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      5.1     15.7     68.4     75.9     94.1     96.7      5.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        5       10       28       27       39       38                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       61,976
COMMITMENTS
  16,564    2,249   22,783   17,109   28,463   56,456   53,494    5,520    8,482

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        942)
      61      338      408      574      165    1,044      912     -102       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7      3.6     36.8     27.6     45.9     91.1     86.3      8.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       14       32       40       46       82       80                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       16,700
COMMITMENTS
   1,487      228    4,386   10,099   11,310   15,973   15,924      727      776

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      1,694)
     114       49      640      889    1,119    1,642    1,807       52     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      1.4     26.3     60.5     67.7     95.6     95.4      4.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8        3        6       35       23       44       31                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,315
COMMITMENTS
      30    5,138    4,213    7,126    1,954   11,369   11,306      946    1,009

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        382)
      11      136      149      173       36      333      322       49       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     41.7     34.2     57.9     15.9     92.3     91.8      7.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        7        7       21       15       28       23                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      285,366
COMMITMENTS
  81,765   57,480   96,843   81,598   98,772  260,206  253,095   25,160   32,271

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      9,249)
   3,646    1,974    4,375    1,396    1,289    9,418    7,638     -168    1,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7     20.1     33.9     28.6     34.6     91.2     88.7      8.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
     107       96      127       78       79      261      246                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      337,775
COMMITMENTS
  81,360   27,680   93,867  127,040  170,430  302,267  291,977   35,508   45,799

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      4,793)
   5,437      640      904   -2,992    2,565    3,350    4,109    1,443      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1      8.2     27.8     37.6     50.5     89.5     86.4     10.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     103       81      126      129      142      301      295                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,634
COMMITMENTS
   1,060      433      528    1,704    2,893    3,292    3,854    1,342      780

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        287)
     -52       85      -10      258      208      196      283       91        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9      9.3     11.4     36.8     62.4     71.0     83.2     29.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      20        8        7       16       19       39       33                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,485
COMMITMENTS
  14,581    6,868   15,580   12,805   13,197   42,965   35,644    7,520   14,841

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      2,221)
   1,113      362     -232    1,296    1,449    2,177    1,579       45      643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9     13.6     30.9     25.4     26.1     85.1     70.6     14.9     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      48       44       52       53       58      136      130                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,431
COMMITMENTS
     245    2,775       29    3,388    1,478    3,662    4,281      769      149

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     62.6      0.6     76.5     33.4     82.6     96.6     17.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        2       15        6       19        9                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       38,157
COMMITMENTS
   2,136   11,189    6,111   29,081   18,814   37,328   36,114      829    2,043

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        692)
     119       37      -69      611      724      660      691       32        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     29.3     16.0     76.2     49.3     97.8     94.6      2.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      14       10       13       37       39       58       55                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       24,648
COMMITMENTS
  11,425    3,209        0   12,318   19,958   23,743   23,167      905    1,481

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        852)
  -1,966      764        0    2,977      124    1,011      888     -159      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.4     13.0      0.0     50.0     81.0     96.3     94.0      3.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       13        0        8       11       19       24                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      156,503
COMMITMENTS
  31,749   44,567    8,762   84,127   79,318  124,638  132,647   31,865   23,856

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -1,546)
  -2,462   -6,531    1,485   -1,439    3,693   -2,416   -1,353      870     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     28.5      5.6     53.8     50.7     79.6     84.8     20.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      23       28       17       35       36       68       71                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,210
COMMITMENTS
  17,762    8,657      918   14,699   33,630   33,378   43,205   20,832   11,005

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      1,293)
    -250   -1,725      315     -950    2,631     -885    1,221    2,178       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8     16.0      1.7     27.1     62.0     61.6     79.7     38.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11        8        3       16       19       29       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      134,567
COMMITMENTS
  51,884   41,023    2,075   75,094   86,810  129,053  129,908    5,514    4,659

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      5,877)
   2,391    1,376       66    3,525    4,655    5,982    6,098     -105     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.6     30.5      1.5     55.8     64.5     95.9     96.5      4.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      45       43       11       24       31       75       80                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      212,659
COMMITMENTS
  38,814   63,470   25,548  121,980   94,008  186,343  183,026   26,316   29,633

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      5,239)
  -8,750    2,704    4,527    7,671   -1,578    3,447    5,653    1,792     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     29.8     12.0     57.4     44.2     87.6     86.1     12.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      24       29       18       35       48       69       85                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      199,230
COMMITMENTS
  61,368   32,304   18,231   84,407  127,918  164,006  178,453   35,224   20,777

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     37,382)
  12,537      771    4,455   11,975   30,002   28,966   35,228    8,416    2,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     16.2      9.2     42.4     64.2     82.3     89.6     17.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      39       22       22       44       42       91       78                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      768,384
COMMITMENTS
 241,628   79,408   63,241  357,551  580,839  662,419  723,488  105,965   44,896

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     57,489)
  36,277    3,742    6,754   11,283   48,404   54,314   58,900    3,174   -1,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.4     10.3      8.2     46.5     75.6     86.2     94.2     13.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      98       48       58      124       83      241      171                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,236
COMMITMENTS
   4,218    3,625      111    7,077   14,962   11,406   18,698   11,830    4,538

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -156)
     822     -166        0     -113     -254      709     -420     -865      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     15.6      0.5     30.5     64.4     49.1     80.5     50.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        5        1       11       10       18       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       25,932
COMMITMENTS
   8,532   19,266      438   14,768    3,409   23,738   23,113    2,194    2,819

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -2,530)
  -2,007   -2,094       55     -699     -360   -2,651   -2,399      121     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9     74.3      1.7     56.9     13.1     91.5     89.1      8.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14       18        7       13        8       33       28                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       36,154
COMMITMENTS
  17,383   18,233      531   13,898   14,094   31,812   32,858    4,342    3,296

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:         45)
  -2,214    1,107        3    2,383     -599      172      511     -127     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.1     50.4      1.5     38.4     39.0     88.0     90.9     12.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      33       25        8       16       14       52       44                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       12,241
COMMITMENTS
   8,150    4,079        0    3,558    7,004   11,708   11,083      533    1,158

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -1,248)
  -1,141      -39        0       48   -1,185   -1,093   -1,224     -155      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.6     33.3      0.0     29.1     57.2     95.6     90.5      4.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8       10        0        6        6       14       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,318,251
COMMITMENTS
 1147489  896,160 11672862  7755839  7979805 20576189 20548826  742,061  769,424

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -804)
  86,554  -35,367   66,521 -139,426  -28,812   13,649    2,342  -14,453   -3,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      4.2     54.8     36.4     37.4     96.5     96.4      3.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      68       59      104      119      122      245      235                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       14,459
COMMITMENTS
   8,792   12,045    1,790      111        0   10,693   13,835    3,766      624

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      4,855)
   1,981    3,522    1,318      111        0    3,410    4,841    1,445       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.8     83.3     12.4      0.8      0.0     74.0     95.7     26.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      58       26       13        1        0       69       29                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      169,435
COMMITMENTS
  19,183   48,068   29,820  120,225   91,422  169,228  169,310      207      125

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      2,423)
   3,593    2,179   -2,354    1,203    2,641    2,441    2,466      -18      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     28.4     17.6     71.0     54.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11       19       17       13       26       36       50                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      221,727
COMMITMENTS
  40,284   64,447   19,547  161,794  137,561  221,625  221,555      102      172

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      8,090)
    -769      734    3,046    5,814    4,288    8,091    8,068       -1       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     29.1      8.8     73.0     62.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15       22       21       21       38       46       71                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      704,028
COMMITMENTS
  78,938   84,930  108,268  440,447  424,057  627,653  617,255   76,375   86,773

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      7,913)
   2,008   -1,892   -1,180    3,285    6,409    4,113    3,337    3,800    4,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     12.1     15.4     62.6     60.2     89.2     87.7     10.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      611)
     118      102      110      293      307      463      467                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       40,426
COMMITMENTS
   4,553    1,581    7,883    8,432   23,855   20,869   33,318   19,557    7,108

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      7,301)
   2,103     -246     -313      821    7,637    2,611    7,079    4,690      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      3.9     19.5     20.9     59.0     51.6     82.4     48.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        6       11        7       13       19       25                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,318,010
COMMITMENTS
 392,919  437,746  480,925  2160076  2001014  3033921  2919685  284,089  398,326

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      3,056)
   9,887    2,131  -14,697   12,318   -6,144    7,508  -18,710   -4,451   21,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     13.2     14.5     65.1     60.3     91.4     88.0      8.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      605)
     117      100      105      288      302      454      458                  
 
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX)                                 OPEN INTEREST:      135,006
COMMITMENTS
  86,784   68,306      531   23,866    7,970  111,181   76,807   23,825   58,199

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.3     50.6      0.4     17.7      5.9     82.4     56.9     17.6     43.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        6        2        4        3       13       10                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       59,069
COMMITMENTS
   5,925    4,041      573   44,005   49,999   50,503   54,613    8,566    4,456

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -549)
    -435      366      -56     -462     -743     -953     -433      404     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      6.8      1.0     74.5     84.6     85.5     92.5     14.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       7        8        6       37       33       48       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,190
COMMITMENTS
  14,658    9,306    4,920   22,654   28,774   42,232   43,000    7,957    7,190

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -354)
   1,509     -275     -626   -1,784      602     -902     -300      547      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2     18.5      9.8     45.1     57.3     84.1     85.7     15.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      69       53       36      104      114      188      188                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      250,949
COMMITMENTS
  73,290   46,529   24,600  113,272  143,869  211,162  214,998   39,787   35,951

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:     -1,772)
   7,543   -1,375   -3,130   -8,921    3,008   -4,508   -1,498    2,736     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2     18.5      9.8     45.1     57.3     84.1     85.7     15.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      69       53       36      104      114      188      188                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      134,953
COMMITMENTS
  41,818   47,565   11,431   54,556   54,641  107,804  113,637   27,149   21,316

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:      8,363)
     111    5,465    2,286    5,113    4,367    7,509   12,118      853   -3,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0     35.2      8.5     40.4     40.5     79.9     84.2     20.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      25       17       11       32       29       64       50                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      502,183
COMMITMENTS
  70,916   55,144   13,768  397,469  410,096  482,154  479,008   20,029   23,175

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:    -12,037)
   9,239   -9,752     -919  -19,936   -2,725  -11,616  -13,396     -421    1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     11.0      2.7     79.1     81.7     96.0     95.4      4.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      53       50       27      144      144      210      208                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,509
COMMITMENTS
   7,342    1,736       99   20,910   20,935   28,351   22,770    8,158   13,739

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:        333)
     223     -898       16   -1,551    2,234   -1,312    1,352    1,645   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1      4.8      0.3     57.3     57.3     77.7     62.4     22.3     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      12        5        4       24       24       36       33                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20          |
--------------------------------------------------------------| 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:      158,946
COMMITMENTS
  48,516      470    5,862  104,321  152,564  158,699  158,896      247       50

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:       -672)
     -68       91        5     -595     -772     -658     -676      -14        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5      0.3      3.7     65.6     96.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29        2        5       42       28       74       35                  



Updated July 31, 2020