WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      382,959
COMMITMENTS
 123,383   79,751   84,746  144,051  175,512  352,180  340,009   30,779   42,950

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:      9,430)
   3,867    1,212   -5,100    8,912   12,170    7,679    8,282    1,751    1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     20.8     22.1     37.6     45.8     92.0     88.8      8.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     111       87      109       80      110      248      265                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       22,092
COMMITMENTS
   9,143      873    1,657   10,676   18,885   21,476   21,415      616      677

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:       -950)
      90      216      916   -1,642   -2,011     -636     -879     -314      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4      4.0      7.5     48.3     85.5     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        3        3        6       17       15       21                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      230,837
COMMITMENTS
  77,552   36,833   44,852   87,911  127,834  210,315  209,519   20,522   21,318

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:      5,030)
   8,067    3,904   -3,442   -1,578    3,652    3,047    4,114    1,983      916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     16.0     19.4     38.1     55.4     91.1     90.8      8.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      76       41       68       73       89      180      175                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,424,121
COMMITMENTS
 412,203   90,644  199,988  689,370  939,670  1301561  1230302  122,560  193,819

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:    -46,942)
   7,344    3,828  -41,225  -11,902  -13,506  -45,783  -50,903   -1,159    3,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      6.4     14.0     48.4     66.0     91.4     86.4      8.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      779)
     163      102      148      324      392      572      578                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,485
COMMITMENTS
     944      277       76    1,078    3,002    2,098    3,355    2,387    1,130

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:         12)
      37       -2       -5     -131       36      -99       29      111      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      6.2      1.7     24.0     66.9     46.8     74.8     53.2     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        2        2        9        7       18       10                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      660,007
COMMITMENTS
 183,135   60,739   98,238  332,870  439,356  614,243  598,333   45,764   61,674

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:      4,133)
     741   -5,852   -3,090    7,812   12,431    5,463    3,489   -1,330      644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      9.2     14.9     50.4     66.6     93.1     90.7      6.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
     157       80      114      186      255      395      413                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,298
COMMITMENTS
  17,789    1,197      360        4    9,809   18,153   11,366    7,145   13,932

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:        532)
   1,216     -180       45        0     -324    1,261     -459     -729      991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.3      4.7      1.4      0.0     38.8     71.8     44.9     28.2     55.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        4        4        2       20        9       28                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      435,486
COMMITMENTS
 103,270   39,886   86,222  213,866  283,460  403,358  409,568   32,128   25,918

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:     -2,981)
   1,333      748   -1,193   -3,843   -1,099   -3,703   -1,544      722   -1,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      9.2     19.8     49.1     65.1     92.6     94.0      7.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     103       44       81       96       99      246      193                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,198,279
COMMITMENTS
 137,142  232,779   19,294  856,937  770,857  1013373  1022930  184,906  175,349

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:     -9,890)
   4,380    4,782   -5,429   -9,483  -11,286  -10,532  -11,933      642    2,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     19.4      1.6     71.5     64.3     84.6     85.4     15.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      26       37       24       96      101      133      151                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,273,965
COMMITMENTS
 113,167  361,094   31,032  978,847  735,620  1123046  1127746  150,919  146,219

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:      8,147)
   2,438   15,310    2,180      359  -11,159    4,977    6,331    3,170    1,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     28.3      2.4     76.8     57.7     88.2     88.5     11.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      16       25       15       92       89      117      120                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      362,641
COMMITMENTS
  87,713   34,855   42,511  188,502  261,446  318,726  338,812   43,915   23,829

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:      3,770)
   3,602   -2,254    1,383   -1,998    5,553    2,987    4,682      783     -912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      9.6     11.7     52.0     72.1     87.9     93.4     12.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      78       52       67      109       86      220      176                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,542
COMMITMENTS
   1,249    1,497       94    4,537    4,999    5,880    6,590    1,662      952

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:       -183)
    -126      132     -168       47     -200     -247     -236       64       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     19.8      1.2     60.2     66.3     78.0     87.4     22.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        9        1       10       13       20       23                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,964,761
COMMITMENTS
 424,999  390,371   37,527  1353227  1399120  1815753  1827018  149,008  137,743

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:    -23,206)
   2,595  -17,442  -10,198  -16,893   -3,724  -24,496  -31,364    1,290    8,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     19.9      1.9     68.9     71.2     92.4     93.0      7.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      48       41       26      156      152      213      210                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,076,396
COMMITMENTS
 867,821  759,012   85,497  2752073  2648194  3705391  3492703  371,005  583,693

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:    -21,418)
 -15,028  -36,102    6,562  -17,573  -12,839  -26,039  -42,379    4,621   20,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     18.6      2.1     67.5     65.0     90.9     85.7      9.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
      64      103       55      193      230      292      353                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,451,508
COMMITMENTS
 215,386  110,941   14,206  1098685  1052505  1328277  1177652  123,231  273,856

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:     -7,290)
   6,848   -6,511    2,339  -10,635     -272   -1,448   -4,444   -5,842   -2,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      7.6      1.0     75.7     72.5     91.5     81.1      8.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      17       22       14       84       98      110      125                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,437,983
COMMITMENTS
 423,320  469,278   90,170  2620343  2440454  3133833  2999902  304,150  438,081

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:     -3,870)
 -12,852  -51,917   20,441  -14,700   10,819   -7,111  -20,657    3,241   16,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     13.6      2.6     76.2     71.0     91.2     87.3      8.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      50       57       34      154      176      223      248                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      989,528
COMMITMENTS
  57,143  138,858  169,722  737,015  644,875  963,880  953,455   25,648   36,073

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:     17,037)
   6,834   -7,559    3,736   17,605   19,645   28,175   15,822  -11,138    1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     14.0     17.2     74.5     65.2     97.4     96.4      2.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12       19       23       52       59       77       89                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,378
COMMITMENTS
  23,447   22,003    1,398   23,742   27,397   48,586   50,797    8,792    6,581

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:      1,971)
    -757    1,090      312    2,616      145    2,171    1,547     -200      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     38.3      2.4     41.4     47.7     84.7     88.5     15.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      38       20        9       34       33       75       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      114,756
COMMITMENTS
  46,893   44,005    2,796   47,483   54,793   97,172  101,594   17,584   13,162

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:      3,941)
  -1,514    2,179      624    5,231      290    4,341    3,093     -400      848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     38.3      2.4     41.4     47.7     84.7     88.5     15.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      38       20        9       34       33       75       59                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       41,091
COMMITMENTS
   8,245      848        0   30,131   39,494   38,376   40,342    2,715      749

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:     -4,037)
     -45       -2        0   -4,022   -3,950   -4,067   -3,952       30      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      2.1      0.0     73.3     96.1     93.4     98.2      6.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        2        0       18       12       26       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       39,749
COMMITMENTS
  20,483   36,033      225   18,548    3,400   39,256   39,658      493       91

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:      2,056)
  -1,900    2,074        0    3,937        0    2,037    2,074       19      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     90.7      0.6     46.7      8.6     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      34       12        1        5        1       40       13                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 08/10/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      123,810
COMMITMENTS
  26,661   29,556   45,700   51,443   48,483  123,804  123,739        6       71

CHANGES FROM 08/03/21 (CHANGE IN OPEN INTEREST:     -3,905)
    -323   -3,160       30   -3,600     -774   -3,893   -3,904      -12       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     23.9     36.9     41.5     39.2    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 13, 2021