WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      435,316
COMMITMENTS
  99,632   79,161  146,202  160,819  167,118  406,652  392,480   28,664   42,836

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     18,804)
   6,424  -16,730   22,010  -11,548   12,048   16,886   17,328    1,919    1,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     18.2     33.6     36.9     38.4     93.4     90.2      6.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     116       74      125       94      116      267      268                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       22,716
COMMITMENTS
  10,202    1,061      544   10,658   20,488   21,404   22,093    1,312      623

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        672)
    -369     -127     -183      923      721      371      411      301      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.9      4.7      2.4     46.9     90.2     94.2     97.3      5.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        2        3        8       17       14       21                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      223,310
COMMITMENTS
  59,644   33,797   49,130   93,899  121,014  202,672  203,941   20,638   19,369

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     12,698)
   1,645   -4,872    6,470    1,039   10,943    9,153   12,540    3,544      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     15.1     22.0     42.0     54.2     90.8     91.3      9.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      65       48       61       86       89      184      172                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,063,723
COMMITMENTS
 373,859   70,764  616,131  888,366  1145149  1878356  1832044  185,367  231,679

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      8,449)
   4,361   -3,628    6,488   -2,865    9,798    7,983   12,658      466   -4,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1      3.4     29.9     43.0     55.5     91.0     88.8      9.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      864)
     199      125      213      424      465      728      712                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,813
COMMITMENTS
     957      291      216    1,101    3,401    2,273    3,908    2,540      906

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9      6.0      4.5     22.9     70.7     47.2     81.2     52.8     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        3        3        8        7       18       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      959,460
COMMITMENTS
 160,453   60,755  309,611  421,272  513,875  891,335  884,240   68,125   75,220

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     21,961)
  10,613   -1,453    5,233    1,370   19,096   17,216   22,875    4,745     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      6.3     32.3     43.9     53.6     92.9     92.2      7.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      617)
     194      102      184      246      276      517      498                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,939
COMMITMENTS
  16,523    1,161      268        4   10,082   16,795   11,511    8,144   13,428

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        133)
    -134        8      -24      -47      421     -205      405      338     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.3      4.7      1.1      0.0     40.4     67.3     46.2     32.7     53.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        4        4        2       22        9       30                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      567,643
COMMITMENTS
  87,599   33,041  167,544  274,944  339,827  530,086  540,412   37,557   27,231

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     -7,444)
   3,537   -3,477   -4,913   -7,528      536   -8,904   -7,854    1,460      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4      5.8     29.5     48.4     59.9     93.4     95.2      6.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      96       46       84      110      114      254      210                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,456,651
COMMITMENTS
 114,478  222,125  135,153  1008789  906,969  1258421  1264246  198,230  192,405

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     79,291)
      64   24,286   22,591   54,769   27,660   77,425   74,537    1,866    4,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     15.2      9.3     69.3     62.3     86.4     86.8     13.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      30       43       47      115      112      172      175                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,224,598
COMMITMENTS
 118,272  344,908    3,733  952,633  738,401  1074638  1087042  149,960  137,556

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     15,161)
   5,889   -3,108       99    5,744   17,638   11,732   14,629    3,429      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     28.2      0.3     77.8     60.3     87.8     88.8     12.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      15       24        9       88       91      108      119                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      420,801
COMMITMENTS
  73,310   31,580   80,871  213,943  279,992  368,124  392,443   52,677   28,358

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      3,709)
   3,505   -3,345    3,401   -2,770    3,456    4,136    3,512     -427      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      7.5     19.2     50.8     66.5     87.5     93.3     12.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      67       46       65      122      105      222      192                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,473
COMMITMENTS
   1,057    1,769      489    4,636    4,094    6,182    6,352    1,291    1,120

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:       -318)
     -13     -366      -11     -295       47     -319     -330        1       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     23.7      6.5     62.0     54.8     82.7     85.0     17.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14        9        6       10       11       24       26                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,016,067
COMMITMENTS
 397,318  455,976   50,512  1423800  1376444  1871629  1882932  144,437  133,135

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      9,211)
  26,637  -45,951   -5,377  -16,592   64,854    4,669   13,526    4,541   -4,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     22.6      2.5     70.6     68.3     92.8     93.4      7.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      48       43       24      150      146      204      207                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,059,129
COMMITMENTS
 927,626  730,966  558,783  3217944  3144159  4704354  4433908  354,775  625,221

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     93,856)
   2,208  -27,019   43,087   44,674   58,380   89,969   74,448    3,887   19,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     14.4     11.0     63.6     62.1     93.0     87.6      7.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
      67       98       87      230      246      343      385                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,506,230
COMMITMENTS
 233,116  108,302    3,725  1145047  1126635  1381888  1238662  124,342  267,568

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:    -31,721)
 -22,385   -4,103      275   -1,957  -36,040  -24,067  -39,868   -7,654    8,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      7.2      0.2     76.0     74.8     91.7     82.2      8.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      22       17       11       87       95      118      114                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,763,527
COMMITMENTS
 440,064  493,741  242,123  2785943  2564801  3468130  3300665  295,397  462,862

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:    -37,033)
  62,154  -15,680    5,772 -111,474  -25,728  -43,548  -35,636    6,515   -1,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     13.1      6.4     74.0     68.1     92.2     87.7      7.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      49       64       55      162      186      240      276                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,105,553
COMMITMENTS
  49,351  235,285  205,628  829,988  633,037  1084967  1073950   20,586   31,603

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     27,872)
   8,465   13,407   -5,856   29,574   23,096   32,183   30,647   -4,311   -2,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5     21.3     18.6     75.1     57.3     98.1     97.1      1.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      10       22       24       58       65       85       96                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,462
COMMITMENTS
  18,898   20,886    1,697   22,689   22,888   43,284   45,470    8,179    5,992

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     -4,494)
  -4,439    2,152      729      416   -7,714   -3,293   -4,832   -1,201      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     40.6      3.3     44.1     44.5     84.1     88.4     15.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       21       11       33       25       76       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,925
COMMITMENTS
  37,797   41,771    3,394   45,377   45,775   86,567   90,940   16,358   11,985

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     -8,987)
  -8,878    4,304    1,459      833  -15,427   -6,586   -9,664   -2,401      677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     40.6      3.3     44.1     44.5     84.1     88.4     15.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       21       11       33       25       76       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       46,075
COMMITMENTS
   7,335      654        0   36,016   45,118   43,351   45,772    2,724      303

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:       -395)
     123      -26        0     -326     -258     -203     -284     -192     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      1.4      0.0     78.2     97.9     94.1     99.3      5.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        2        0       18       12       24       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       36,597
COMMITMENTS
  24,795   32,925      180   11,138    3,400   36,113   36,505      484       92

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     -4,214)
   6,432   -4,200        5  -10,666        0   -4,229   -4,195       15      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.8     90.0      0.5     30.4      9.3     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      36       12        1        5        1       42       13                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      118,506
COMMITMENTS
  27,379   26,782   45,670   45,447   45,953  118,496  118,405       10      101

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      6,755)
   1,905   -3,238    3,208    1,691    6,765    6,804    6,735      -49       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     22.6     38.5     38.3     38.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        9        1        4       12       11       21                  



Updated July 23, 2021