BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       12,699
COMMITMENTS
   1,061      505    1,777    9,066   10,045   11,904   12,328      794      371

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:     -2,464)
    -339     -195     -549   -1,616   -1,556   -2,504   -2,301       40     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      4.0     14.0     71.4     79.1     93.7     97.1      6.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        5       10       27       27       38       38                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,746
COMMITMENTS
  12,457    2,936   17,398   13,696   21,001   43,551   41,336    5,195    7,410

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:    -16,360)
  -4,438     -302   -6,971   -4,324   -7,621  -15,733  -14,894     -628   -1,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6      6.0     35.7     28.1     43.1     89.3     84.8     10.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      26        9       24       37       42       70       68                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       14,166
COMMITMENTS
   1,256      223    3,723    8,609    9,302   13,588   13,247      578      918

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:     -3,811)
    -269       -8   -1,162   -2,198   -2,656   -3,628   -3,826     -183       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      1.6     26.3     60.8     65.7     95.9     93.5      4.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        4        7       37       25       45       34                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,181
COMMITMENTS
      11    4,374    3,781    6,271    1,909   10,064   10,065    1,117    1,116

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:     -1,826)
      11   -1,024     -775   -1,138      -93   -1,902   -1,891       76       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     39.1     33.8     56.1     17.1     90.0     90.0     10.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        8        7       23       14       31       22                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      277,306
COMMITMENTS
  86,073   56,380   88,009   79,042  101,764  253,124  246,154   24,182   31,152

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:     -9,857)
   2,070   -4,709   -8,396   -2,202    6,259   -8,529   -6,846   -1,328   -3,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0     20.3     31.7     28.5     36.7     91.3     88.8      8.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     118       89      120       86       84      267      242                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      328,812
COMMITMENTS
  89,625   24,956   83,311  121,746  175,534  294,682  283,801   34,130   45,011

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:    -13,375)
   5,535   -1,775   -9,197   -8,275   -1,045  -11,937  -12,016   -1,439   -1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3      7.6     25.3     37.0     53.4     89.6     86.3     10.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     114       69      124      133      143      308      292                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,766
COMMITMENTS
   1,286      427      491    1,714    2,915    3,490    3,832    1,276      934

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:         42)
     162      -43       48     -110       -6      101       -1      -59       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0      9.0     10.3     36.0     61.2     73.2     80.4     26.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      23        7        9       16       17       42       32                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       51,421
COMMITMENTS
  16,534    6,666   16,250   11,596   12,354   44,380   35,270    7,040   16,151

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:      1,665)
     199        6    1,201      317      784    1,717    1,991      -52     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     13.0     31.6     22.6     24.0     86.3     68.6     13.7     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      52       47       63       52       69      148      149                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       34,268
COMMITMENTS
   1,889    9,240    5,604   25,987   17,521   33,480   32,364      788    1,903

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:     -5,764)
    -176   -2,177   -1,354   -4,184   -2,045   -5,714   -5,576      -50     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     27.0     16.4     75.8     51.1     97.7     94.4      2.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11       13       14       35       35       56       52                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       24,035
COMMITMENTS
   9,635    3,103        0   12,698   19,265   22,333   22,368    1,702    1,667

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:        -58)
     581      -91        0   -1,265      -26     -684     -117      626       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.1     12.9      0.0     52.8     80.2     92.9     93.1      7.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12       13        0        7        9       19       22                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      150,722
COMMITMENTS
  17,770   46,446    6,674   91,834   75,368  116,278  128,489   34,444   22,233

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:     -2,973)
  -1,690    3,847   -1,975      436   -2,837   -3,229     -965      256   -2,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     30.8      4.4     60.9     50.0     77.1     85.2     22.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      20       25       13       38       36       65       67                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       58,519
COMMITMENTS
  23,292    5,444      966   13,295   41,069   37,553   47,479   20,966   11,040

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:       -902)
   1,283   -4,063     -122   -2,025    2,974     -864   -1,211      -37      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.8      9.3      1.6     22.7     70.2     64.2     81.1     35.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      14        8        6       16       17       33       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      131,791
COMMITMENTS
  44,539   37,733    2,492   79,648   86,758  126,679  126,983    5,111    4,807

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:      2,864)
   1,809   -2,003      -52    1,072    4,599    2,830    2,545       34      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     28.6      1.9     60.4     65.8     96.1     96.4      3.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      42       37       11       28       30       77       71                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      201,742
COMMITMENTS
  46,367   51,544   20,484  104,522  103,065  171,374  175,093   30,369   26,649

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:    -12,328)
   2,569   -8,405   -8,283   -7,062    5,165  -12,775  -11,522      447     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     25.5     10.2     51.8     51.1     84.9     86.8     15.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      28       27       17       38       48       78       80                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      170,182
COMMITMENTS
  45,554   22,155   14,369   81,005  113,270  140,927  149,793   29,254   20,389

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:    -12,212)
  -5,930    1,051       83   -2,515  -16,371   -8,361  -15,236   -3,851    3,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8     13.0      8.4     47.6     66.6     82.8     88.0     17.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      32       20       20       46       39       83       74                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      776,236
COMMITMENTS
 266,109   66,166   49,877  356,821  616,183  672,807  732,226  103,429   44,010

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:    -19,117)
   5,128   -9,681  -16,068   -4,008    6,883  -14,949  -18,867   -4,168     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3      8.5      6.4     46.0     79.4     86.7     94.3     13.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     109       39       55      125       81      250      160                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,287
COMMITMENTS
   4,541    4,566      111    7,907   15,032   12,559   19,709   11,728    4,578

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:        317)
     236     -115        0      173       42      409      -73      -92      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     18.8      0.5     32.6     61.9     51.7     81.2     48.3     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        5        1       12       10       19       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       31,846
COMMITMENTS
  11,445   24,991      137   17,839    3,967   29,421   29,095    2,425    2,751

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:      6,024)
   4,411    5,255      108    1,250      528    5,769    5,891      255      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     78.5      0.4     56.0     12.5     92.4     91.4      7.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15       21        4       10       12       28       34                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       37,537
COMMITMENTS
  17,878   18,060      796   14,360   15,217   33,034   34,073    4,503    3,463

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:       -973)
    -706   -1,976      171     -378      556     -913   -1,249      -60      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.6     48.1      2.1     38.3     40.5     88.0     90.8     12.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      30       28        8       18       13       53       44                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       13,403
COMMITMENTS
   8,236    5,590        0    4,710    6,153   12,946   11,743      457    1,660

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:      1,440)
     363    1,246        0    1,206      -14    1,569    1,232     -129      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.4     41.7      0.0     35.1     45.9     96.6     87.6      3.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6       14        0        6        4       12       18                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,364,327
COMMITMENTS
 1052845  749,717 11570749  8004358  8220013 20627952 20540479  736,374  823,848

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:   -636,697)
 -14,108 -230,820 -422,477 -160,751   -9,111 -597,336 -662,408  -39,361   25,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      3.5     54.2     37.5     38.5     96.6     96.1      3.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      66       58       99      123      121      245      230                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       13,969
COMMITMENTS
   8,591   11,699    1,759      137        0   10,487   13,458    3,482      511

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:        509)
    -237     -405      861      -40        0      584      456      -75       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.5     83.7     12.6      1.0      0.0     75.1     96.3     24.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      62       27       22        1        0       79       35                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      171,948
COMMITMENTS
  21,168   27,985   31,716  118,893  112,139  171,776  171,839      172      109

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:       -671)
   1,654   -9,417     -843   -1,481    9,554     -670     -706       -1       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     16.3     18.4     69.1     65.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       19       21       16       28       43       55                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      157,154
COMMITMENTS
  34,761   43,820   14,880  107,458   98,358  157,099  157,058       55       96

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:      3,912)
    -699   -3,854    1,324    3,350    6,536    3,975    4,006      -63      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     27.9      9.5     68.4     62.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      14       22       20       21       35       46       66                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      734,949
COMMITMENTS
  79,788   88,605  121,664  450,648  431,109  652,100  641,379   82,849   93,570

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:     18,566)
    -928     -714   13,132    6,091    3,749   18,295   16,167      271    2,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     12.1     16.6     61.3     58.7     88.7     87.3     11.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      609)
     116      100      110      292      308      457      469                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       48,338
COMMITMENTS
   7,986    2,090    9,326    7,953   28,624   25,265   40,041   23,074    8,298

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:      4,829)
   4,781      491      970     -294    2,958    5,456    4,419     -627      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5      4.3     19.3     16.5     59.2     52.3     82.8     47.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        6       12        6       12       19       25                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       10,027
COMMITMENTS
   1,020        0        0    7,318    8,616    8,338    8,616    1,689    1,411

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      0.0      0.0     73.0     85.9     83.2     85.9     16.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0        9        9       12        9                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       14,899
COMMITMENTS
     428      626        0    9,478   12,729    9,906   13,355    4,993    1,544

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:      2,948)
     204      349        0     -177    2,703       27    3,052    2,921     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      4.2      0.0     63.6     85.4     66.5     89.6     33.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       11       11       13       13                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,433,053
COMMITMENTS
 405,926  479,492  514,774  2213476  2012424  3134176  3006691  298,877  426,363

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:     68,684)
   5,395   27,917   26,870   31,926    3,957   64,191   58,744    4,492    9,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     14.0     15.0     64.5     58.6     91.3     87.6      8.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      606)
     115      100      108      289      305      453      464                  
 
 
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25)                   OPEN INTEREST:      231,370
COMMITMENTS
   3,000        0    4,200  224,170  225,170  231,370  229,370        0    2,000

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      1.8     96.9     97.3    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        2       14       13       16       15                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       56,417
COMMITMENTS
   6,539    3,987      311   40,630   47,898   47,480   52,196    8,937    4,221

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:       -784)
   1,129    1,334     -261   -1,818   -1,557     -950     -484      166     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      7.1      0.6     72.0     84.9     84.2     92.5     15.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       8        8        4       36       28       46       38                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,821
COMMITMENTS
  13,912   10,981    6,353   25,356   28,826   45,622   46,160    8,199    7,661

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:      1,605)
    -906      304      768    1,574      444    1,436    1,515      169       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     20.4     11.8     47.1     53.6     84.8     85.8     15.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      66       61       41      109      120      194      203                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      269,103
COMMITMENTS
  69,560   54,903   31,767  126,781  144,128  228,108  230,798   40,995   38,305

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:      8,024)
  -4,531    1,519    3,840    7,872    2,218    7,181    7,576      843      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     20.4     11.8     47.1     53.6     84.8     85.8     15.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      66       61       41      109      120      194      203                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:       62,875
COMMITMENTS
  30,036   47,401      326    1,562      403   31,924   48,130   30,951   14,745

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:      4,013)
  -8,542    9,634      192   -2,081      168  -10,431    9,994   14,444   -5,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.8     75.4      0.5      2.5      0.6     50.8     76.5     49.2     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        8        3        1        1       12       11                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      138,682
COMMITMENTS
  47,119   51,666    8,500   52,840   56,151  108,459  116,318   30,223   22,364

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:     -2,637)
   1,640    4,569   -2,126   -1,112   -5,689   -1,598   -3,245   -1,039      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.0     37.3      6.1     38.1     40.5     78.2     83.9     21.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      25       16       11       34       30       65       51                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      510,303
COMMITMENTS
  85,362   70,173   10,782  391,429  405,120  487,572  486,074   22,731   24,228

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:     -4,680)
   5,896   -1,368      802  -14,066   -5,394   -7,368   -5,961    2,688    1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     13.8      2.1     76.7     79.4     95.5     95.3      4.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      52       52       27      152      146      215      214                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       37,555
COMMITMENTS
   8,177    1,921       10   20,066   20,115   28,253   22,046    9,302   15,509

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:        -86)
    -157   -1,456       10     -456    1,154     -603     -292      517      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      5.1      0.0     53.4     53.6     75.2     58.7     24.8     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      13        5        1       26       25       39       31                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| 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:      167,366
COMMITMENTS
  51,005    1,315    6,387  109,724  159,534  167,116  167,236      250      130

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:      5,861)
   1,460      345      515    3,878    5,001    5,853    5,861        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5      0.8      3.8     65.6     95.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      31        3        5       42       27       75       35                  



Updated August 14, 2020