WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      348,122
COMMITMENTS
 106,358   76,170   83,593  131,440  148,399  321,391  308,162   26,731   39,960

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      7,052)
  -2,961   -6,380    8,978      279    4,938    6,296    7,536      756     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     21.9     24.0     37.8     42.6     92.3     88.5      7.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     100       74      108       82      107      240      246                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       24,017
COMMITMENTS
   9,038    1,387      751   13,464   21,421   23,253   23,559      764      458

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,305)
  -1,164      322      211    2,806      936    1,853    1,469     -548     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6      5.8      3.1     56.1     89.2     96.8     98.1      3.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        4        9       16       16       22                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      213,937
COMMITMENTS
  63,596   33,202   43,328   89,094  117,873  196,018  194,403   17,919   19,534

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     10,573)
   2,078     -588    8,903      847    1,176   11,828    9,491   -1,255    1,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     15.5     20.3     41.6     55.1     91.6     90.9      8.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      70       42       62       79       83      180      163                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,466,666
COMMITMENTS
 393,463   86,786  232,740  716,395  962,689  1342598  1282215  124,068  184,451

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -11,385)
 -16,541  -11,689   15,664   -6,851  -17,040   -7,728  -13,065   -3,657    1,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      5.9     15.9     48.8     65.6     91.5     87.4      8.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      791)
     167      100      154      321      396      576      588                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,667
COMMITMENTS
     978      354       65    1,227    3,351    2,270    3,770    2,397      897

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         80)
      -6       37        7      149        7      150       51      -70       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      7.6      1.4     26.3     71.8     48.6     80.8     51.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        2        8        7       18       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      667,567
COMMITMENTS
 188,545   62,884  102,035  328,233  440,564  618,813  605,483   48,754   62,084

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -24,461)
 -10,778    1,240   -8,736   -1,217  -16,425  -20,731  -23,921   -3,730     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      9.4     15.3     49.2     66.0     92.7     90.7      7.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     162       76      117      206      261      420      420                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,013
COMMITMENTS
  16,746    1,358      273        5   10,121   17,024   11,752    7,989   13,261

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         74)
     223      197        5        1       39      229      241     -155     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.9      5.4      1.1      0.0     40.5     68.1     47.0     31.9     53.0

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 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      441,669
COMMITMENTS
  97,317   35,423   87,787  224,884  292,177  409,988  415,387   31,681   26,282

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -31,360)
    -145    2,827  -13,332  -13,652  -21,413  -27,129  -31,918   -4,231      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      8.0     19.9     50.9     66.2     92.8     94.0      7.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      96       38       72       94       99      231      185                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,186,182
COMMITMENTS
 117,946  200,861   21,666  853,940  787,116  993,552  1009643  192,630  176,539

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -25,109)
  -8,270  -25,963   -1,838  -22,197    1,114  -32,305  -26,687    7,196    1,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     16.9      1.8     72.0     66.4     83.8     85.1     16.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      23       37       19       95       98      130      142                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,235,300
COMMITMENTS
 117,812  354,051    2,869  962,619  739,207  1083300  1096127  152,000  139,173

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     10,997)
    -460    9,142     -863    9,998      821    8,675    9,100    2,322    1,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     28.7      0.2     77.9     59.8     87.7     88.7     12.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      16       23        8       90       92      110      119                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      359,223
COMMITMENTS
  84,956   33,440   42,353  186,419  258,412  313,728  334,205   45,495   25,018

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -11,857)
  -1,106    2,243   -3,735   -6,401   -9,253  -11,242  -10,745     -615   -1,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      9.3     11.8     51.9     71.9     87.3     93.0     12.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      64       43       55      109       89      202      164                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,108
COMMITMENTS
   1,311    1,443      158    4,454    4,487    5,923    6,088    1,185    1,020

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        210)
      69     -326      102       58      528      229      304      -19      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     20.3      2.2     62.7     63.1     83.3     85.6     16.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        7        2       12       13       24       22                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,975,684
COMMITMENTS
 373,471  427,802   46,567  1414480  1368424  1834518  1842793  141,166  132,891

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -37,394)
 -24,574  -28,326     -836   -8,749   -8,001  -34,159  -37,163   -3,235     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     21.7      2.4     71.6     69.3     92.9     93.3      7.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      46       44       22      153      154      207      212                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,071,737
COMMITMENTS
 906,368  741,877   87,898  2710030  2673125  3704296  3502900  367,441  568,837

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -78,949)
 -55,766 -131,331   11,536  -69,165   58,866 -113,395  -60,929   34,446  -18,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     18.2      2.2     66.6     65.7     91.0     86.0      9.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      443)
      65       93       46      192      222      283      335                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,488,304
COMMITMENTS
 220,903  115,475    4,711  1136010  1096807  1361624  1216993  126,680  271,311

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -17,926)
 -12,213    7,173      986   -9,037  -29,828  -20,264  -21,669    2,338    3,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      7.8      0.3     76.3     73.7     91.5     81.8      8.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      21       18       12       85       95      115      116                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,479,942
COMMITMENTS
 496,074  526,099   56,723  2633496  2464883  3186293  3047705  293,649  432,237

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      5,286)
  34,735   -4,274   -7,856  -27,739   34,822     -860   22,692    6,146  -17,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     15.1      1.6     75.7     70.8     91.6     87.6      8.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      52       60       30      145      183      213      257                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,085,516
COMMITMENTS
  58,687  185,242  182,143  822,091  683,275  1062921  1050660   22,595   34,856

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -20,037)
   9,336  -50,043  -23,485   -7,897   50,238  -22,046  -23,290    2,009    3,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     17.1     16.8     75.7     62.9     97.9     96.8      2.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12       20       24       56       62       83       93                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,277
COMMITMENTS
  20,283   20,470      842   21,320   23,728   42,445   45,039    8,833    6,238

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        -73)
   1,358     -416     -798   -1,355      843     -795     -372      722      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     39.9      1.6     41.6     46.3     82.8     87.8     17.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      38       16        4       30       26       68       46                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,554
COMMITMENTS
  40,566   40,939    1,683   42,640   47,456   84,889   90,078   17,665   12,476

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:       -146)
   2,715     -832   -1,596   -2,709    1,685   -1,590     -743    1,444      597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     39.9      1.6     41.6     46.3     82.8     87.8     17.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      38       16        4       30       26       68       46                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       45,393
COMMITMENTS
   8,086      440        0   34,423   44,735   42,509   45,175    2,884      218

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:       -682)
     751     -214        0   -1,593     -383     -842     -597      160      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      1.0      0.0     75.8     98.6     93.6     99.5      6.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        1        0       17       12       25       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       36,913
COMMITMENTS
  23,399   33,226      180   12,916    3,400   36,495   36,806      418      107

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        316)
  -1,396      301        0    1,778        0      382      301      -66       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.4     90.0      0.5     35.0      9.2     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      38       12        1        5        1       44       13                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 07/27/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      124,568
COMMITMENTS
  27,744   31,695   45,670   51,147   47,112  124,561  124,477        7       91

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      6,062)
     365    4,913        0    5,700    1,159    6,065    6,072       -3      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     25.4     36.7     41.1     37.8    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 30, 2021