WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      373,529
COMMITMENTS
 119,516   78,539   89,846  135,139  163,342  344,501  331,727   29,028   41,802

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     25,407)
  13,158    2,369    6,253    3,699   14,943   23,110   23,565    2,297    1,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     21.0     24.1     36.2     43.7     92.2     88.8      7.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     118       77      113       78      107      248      259                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       23,042
COMMITMENTS
   9,053      657      741   12,318   20,896   22,112   22,294      930      748

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -975)
      15     -730      -10   -1,146     -525   -1,141   -1,265      166      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3      2.9      3.2     53.5     90.7     96.0     96.8      4.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        2        3        7       16       15       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      225,807
COMMITMENTS
  69,485   32,929   48,294   89,489  124,182  207,268  205,405   18,539   20,402

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     11,870)
   5,889     -273    4,966      395    6,309   11,250   11,002      620      868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     14.6     21.4     39.6     55.0     91.8     91.0      8.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      72       41       65       75       87      178      172                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,471,063
COMMITMENTS
 404,859   86,816  241,213  701,272  953,176  1347344  1281205  123,719  189,858

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      4,397)
  11,396       30    8,473  -15,123   -9,513    4,746   -1,010     -349    5,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      5.9     16.4     47.7     64.8     91.6     87.1      8.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      784)
     166      101      154      315      386      571      577                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,473
COMMITMENTS
     907      279       81    1,209    2,966    2,197    3,326    2,276    1,147

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -194)
     -71      -75       16      -18     -385      -73     -444     -121      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      6.2      1.8     27.0     66.3     49.1     74.4     50.9     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        2        7        6       16        9                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      655,874
COMMITMENTS
 182,394   66,591  101,328  325,058  426,925  608,780  594,844   47,094   61,030

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:    -11,693)
  -6,151    3,707     -707   -3,175  -13,639  -10,033  -10,639   -1,660   -1,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     10.2     15.4     49.6     65.1     92.8     90.7      7.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
     158       81      118      183      263      390      426                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,766
COMMITMENTS
  16,573    1,377      315        4   10,133   16,892   11,825    7,874   12,941

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -247)
    -173       19       42       -1       12     -132       73     -115     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.9      5.6      1.3      0.0     40.9     68.2     47.7     31.8     52.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        5        4        2       22        9       31                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      438,467
COMMITMENTS
 101,937   39,138   87,415  217,709  284,559  407,061  411,112   31,406   27,355

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     -3,202)
   4,620    3,715     -372   -7,175   -7,618   -2,927   -4,275     -275    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      8.9     19.9     49.7     64.9     92.8     93.8      7.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      96       52       75       93       97      237      190                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,208,169
COMMITMENTS
 132,762  227,997   24,723  866,420  782,143  1023905  1034863  184,264  173,306

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     21,987)
  14,816   27,136    3,057   12,480   -4,973   30,353   25,220   -8,366   -3,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     18.9      2.0     71.7     64.7     84.7     85.7     15.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      26       35       22       93      101      129      149                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,265,818
COMMITMENTS
 110,729  345,784   28,852  978,488  746,779  1118069  1121415  147,749  144,403

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     30,518)
  -7,083   -8,267   25,983   15,869    7,572   34,769   25,288   -4,251    5,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     27.3      2.3     77.3     59.0     88.3     88.6     11.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      15       25       13       92       90      114      121                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      358,871
COMMITMENTS
  84,111   37,109   41,128  190,500  255,893  315,739  334,130   43,132   24,741

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -352)
    -845    3,669   -1,225    4,081   -2,519    2,011      -75   -2,363     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     10.3     11.5     53.1     71.3     88.0     93.1     12.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      68       51       58      108       87      207      170                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,725
COMMITMENTS
   1,375    1,365      262    4,490    5,199    6,127    6,826    1,598      899

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        617)
      64      -78      104       36      712      204      738      413     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     17.7      3.4     58.1     67.3     79.3     88.4     20.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        8        3       10       14       23       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,987,967
COMMITMENTS
 422,404  407,813   47,725  1370120  1402844  1840249  1858382  147,718  129,585

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     12,283)
  48,933  -19,989    1,158  -44,360   34,420    5,731   15,589    6,552   -3,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     20.5      2.4     68.9     70.6     92.6     93.5      7.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      47       45       24      149      152      204      213                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,097,814
COMMITMENTS
 882,849  795,114   78,935  2769646  2661033  3731430  3535082  366,384  562,732

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:     26,077)
 -23,519   53,237   -8,963   59,616  -12,092   27,134   32,182   -1,057   -6,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     19.4      1.9     67.6     64.9     91.1     86.3      8.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
      64       97       49      186      229      282      343                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,458,798
COMMITMENTS
 208,538  117,452   11,867  1109320  1052777  1329725  1182096  129,073  276,702

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:    -29,506)
 -12,365    1,977    7,156  -26,690  -44,030  -31,899  -34,897    2,393    5,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      8.1      0.8     76.0     72.2     91.2     81.0      8.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      18       20       14       83       94      110      119                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,441,853
COMMITMENTS
 436,172  521,195   69,729  2635043  2429635  3140944  3020559  300,909  421,294

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:    -38,089)
 -59,902   -4,904   13,006    1,547  -35,248  -45,349  -27,146    7,260  -10,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     15.1      2.0     76.6     70.6     91.3     87.8      8.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      43       66       35      149      183      212      264                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      972,491
COMMITMENTS
  50,309  146,417  165,986  719,410  625,230  935,705  937,633   36,786   34,858

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:   -113,025)
  -8,378  -38,825  -16,157 -102,681  -58,045 -127,216 -113,027   14,191        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     15.1     17.1     74.0     64.3     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
       8       23       22       53       58       77       88                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       55,408
COMMITMENTS
  24,204   20,913    1,086   21,126   27,252   46,416   49,251    8,992    6,157

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      4,131)
   3,921      444      245     -194    3,524    3,971    4,212      160      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     37.7      2.0     38.1     49.2     83.8     88.9     16.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      42       18        7       29       31       73       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      110,815
COMMITMENTS
  48,407   41,826    2,172   42,252   54,503   92,831   98,501   17,984   12,314

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      8,261)
   7,841      887      489     -388    7,047    7,942    8,423      319     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     37.7      2.0     38.1     49.2     83.8     88.9     16.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      42       18        7       29       31       73       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       45,128
COMMITMENTS
   8,290      850        0   34,153   43,444   42,443   44,294    2,685      834

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:       -265)
     204      410        0     -270   -1,291      -66     -881     -199      616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      1.9      0.0     75.7     96.3     94.1     98.2      5.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        2        0       19       12       27       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       37,693
COMMITMENTS
  22,383   33,959      225   14,611    3,400   37,219   37,584      474      109

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:        780)
  -1,016      733       45    1,695        0      724      778       56        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.4     90.1      0.6     38.8      9.0     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      39       11        1        5        1       45       12                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 08/03/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      127,715
COMMITMENTS
  26,984   32,716   45,670   55,043   49,257  127,697  127,643       18       72

CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST:      3,147)
    -760    1,021        0    3,896    2,145    3,136    3,166       11      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     25.6     35.8     43.1     38.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        8        1        4       13       11       21                  



Updated August 6, 2021