WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY 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:      341,070
COMMITMENTS
 109,319   82,550   74,615  131,161  143,461  315,095  300,626   25,975   40,444

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      4,785)
   2,486  -15,163   11,464  -10,474    7,533    3,476    3,834    1,309      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     24.2     21.9     38.5     42.1     92.4     88.1      7.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     106       69      104       84      108      237      245                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY 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:       22,712
COMMITMENTS
  10,202    1,065      540   10,658   20,485   21,400   22,090    1,312      622

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        678)
    -359     -123     -187      923      727      377      417      301      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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        2        8       17       13       21                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY 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:      203,364
COMMITMENTS
  61,518   33,790   34,425   88,247  116,697  184,190  184,912   19,174   18,452

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      7,723)
   1,511   -4,869    3,046       -3    9,352    4,554    7,529    3,169      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     16.6     16.9     43.4     57.4     90.6     90.9      9.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      68       45       55       79       85      175      164                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,478,051
COMMITMENTS
 410,004   98,475  217,076  723,246  979,729  1350326  1295280  127,725  182,771

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:    -16,927)
   2,487    3,937  -14,746   -4,230   -2,328  -16,489  -13,137     -438   -3,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      6.7     14.7     48.9     66.3     91.4     87.6      8.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      794)
     169      106      157      315      392      570      592                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:        4,587
COMMITMENTS
     984      317       58    1,078    3,344    2,120    3,719    2,467      868

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      6.9      1.3     23.5     72.9     46.2     81.1     53.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        3        2        7        6       17        9                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      692,028
COMMITMENTS
 199,323   61,644  110,771  329,450  456,989  639,544  629,404   52,484   62,624

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      9,669)
   5,017   -2,022      671    1,088   13,102    6,776   11,751    2,893   -2,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      8.9     16.0     47.6     66.0     92.4     91.0      7.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      568)
     163       83      127      207      261      431      431                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      473,029
COMMITMENTS
  97,462   32,596  101,119  238,536  313,590  437,117  447,305   35,912   25,724

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     -6,346)
   2,394   -2,955   -4,669   -5,447      917   -7,722   -6,707    1,376      361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      6.9     21.4     50.4     66.3     92.4     94.6      7.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      96       38       74      100      105      239      192                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:    1,211,291
COMMITMENTS
 126,216  226,824   23,504  876,137  786,002  1025857  1036330  185,434  174,961

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     10,770)
  11,529   20,227   -6,180    3,906   -6,634    9,255    7,413    1,515    3,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     18.7      1.9     72.3     64.9     84.7     85.6     15.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      29       40       19       96       99      135      148                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY 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:    1,224,303
COMMITMENTS
 118,272  344,909    3,732  952,621  738,386  1074625  1087027  149,678  137,276

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     15,118)
   5,889   -3,107       98    5,757   17,637   11,744   14,628    3,374      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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        8       88       90      107      118                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY 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:      371,080
COMMITMENTS
  86,062   31,197   46,088  192,820  267,665  324,970  344,950   46,110   26,130

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      1,743)
   2,698   -3,337    2,404   -2,586    2,497    2,516    1,564     -773      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      8.4     12.4     52.0     72.1     87.6     93.0     12.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      70       40       56      113       89      209      168                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:        6,898
COMMITMENTS
   1,242    1,769       56    4,396    3,959    5,694    5,784    1,204    1,114

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:       -333)
     -46     -366        1     -278       21     -323     -344      -10       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     25.6      0.8     63.7     57.4     82.5     83.9     17.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        9        3        9       10       20       22                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:    2,013,078
COMMITMENTS
 398,045  456,128   47,403  1423229  1376425  1868677  1879956  144,401  133,122

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      6,871)
  27,192  -46,165   -7,810  -17,021   65,083    2,361   11,108    4,510   -4,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     22.7      2.4     70.7     68.4     92.8     93.4      7.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      45       46       20      148      146      199      206                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    4,150,686
COMMITMENTS
 962,134  873,208   76,362  2779195  2614259  3817691  3563829  332,995  586,857

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     -4,586)
  24,332   -8,607    3,005  -35,430  -16,150   -8,093  -21,752    3,507   17,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     21.0      1.8     67.0     63.0     92.0     85.9      8.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
      59      103       45      193      217      280      337                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:    3,474,656
COMMITMENTS
 461,339  530,373   64,579  2661235  2430061  3187153  3025013  287,503  449,643

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     24,811)
  90,741  -18,301   15,650  -87,772   27,965   18,619   25,314    6,192     -503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     15.3      1.9     76.6     69.9     91.7     87.1      8.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      47       63       24      140      180      197      257                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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 TRADERS
     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+
FUTURES ONLY 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:       51,350
COMMITMENTS
  18,926   20,886    1,640   22,675   22,886   43,240   45,411    8,111    5,940

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     -4,477)
  -4,414    2,152      727      418   -7,714   -3,269   -4,835   -1,209      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     40.7      3.2     44.2     44.6     84.2     88.4     15.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       21       10       33       24       76       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:      102,700
COMMITMENTS
  37,851   41,771    3,279   45,349   45,771   86,479   90,821   16,221   11,879

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     -8,954)
  -8,827    4,304    1,454      836  -15,428   -6,537   -9,670   -2,417      716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     40.7      3.2     44.2     44.6     84.2     88.4     15.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       21       10       33       24       76       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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