WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      424,737
COMMITMENTS
  97,839   72,705  140,433  157,514  169,652  395,786  382,789   28,951   41,948

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -10,579)
  -1,793   -6,456   -5,769   -3,305    2,534  -10,866   -9,691      287     -888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     17.1     33.1     37.1     39.9     93.2     90.1      6.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     115       74      126       92      114      266      268                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED 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:       24,041
COMMITMENTS
   9,038    1,384      754   13,464   21,424   23,256   23,562      784      479

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,325)
  -1,164      323      210    2,806      935    1,852    1,468     -528     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.6      5.8      3.1     56.0     89.1     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        5        9       16       17       22                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      229,649
COMMITMENTS
  62,665   33,401   54,901   92,914  120,946  210,480  209,248   19,168   20,400

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      6,339)
   3,021     -396    5,771     -984      -68    7,808    5,307   -1,469    1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     14.5     23.9     40.5     52.7     91.7     91.1      8.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      68       46       66       88       87      192      170                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,976,722
COMMITMENTS
 372,443   63,959  564,437  867,464  1115187  1804344  1743584  172,379  233,139

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -87,001)
  -1,416   -6,805  -51,694  -20,902  -29,962  -74,012  -88,461  -12,989    1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8      3.2     28.6     43.9     56.4     91.3     88.2      8.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      849)
     201      110      199      415      461      706      695                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        4,885
COMMITMENTS
     964      306      227    1,246    3,413    2,438    3,946    2,447      939

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         71)
       7       15       11      146       12      164       38      -93       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      6.3      4.6     25.5     69.9     49.9     80.8     50.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        4        3        9        8       19       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      885,088
COMMITMENTS
 155,464   60,517  261,554  406,727  490,090  823,745  812,160   61,343   72,927

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -74,372)
  -4,989     -238  -48,057  -14,544  -23,785  -67,590  -72,080   -6,782   -2,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6      6.8     29.6     46.0     55.4     93.1     91.8      6.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      607)
     195       95      179      246      276      510      492                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      508,178
COMMITMENTS
  92,191   34,146  136,186  246,705  310,179  475,082  480,511   33,095   27,667

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -59,465)
   4,592    1,105  -31,358  -28,238  -29,648  -55,004  -59,901   -4,461      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1      6.7     26.8     48.5     61.0     93.5     94.6      6.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      96       47       83      103      110      245      207                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,325,939
COMMITMENTS
 113,206  198,156   79,392  928,879  860,257  1121477  1137805  204,462  188,133

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:   -130,712)
  -1,272  -23,968  -55,761  -79,911  -46,712 -136,944 -126,441    6,231   -4,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     14.9      6.0     70.1     64.9     84.6     85.8     15.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      23       40       39      110      109      159      162                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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:    1,235,364
COMMITMENTS
 117,812  354,050    2,870  962,628  739,208  1083310  1096129  152,053  139,235

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     10,766)
    -460    9,142     -863    9,995      807    8,672    9,086    2,094    1,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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        9       90       93      111      120                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      398,615
COMMITMENTS
  74,057   33,569   69,574  203,251  268,285  346,881  371,428   51,734   27,187

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -22,186)
     746    1,989  -11,297  -10,692  -11,707  -21,243  -21,015     -943   -1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      8.4     17.5     51.0     67.3     87.0     93.2     13.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      61       47       61      117      101      212      181                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:        7,691
COMMITMENTS
   1,188    1,445      518    4,683    4,663    6,389    6,626    1,302    1,065

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        219)
     131     -324       29       47      569      207      274       12      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     18.8      6.7     60.9     60.6     83.1     86.2     16.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        8        6       13       14       27       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,975,726
COMMITMENTS
 373,471  427,818   46,577  1414505  1368424  1834553  1842820  141,172  132,906

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -40,341)
 -23,847  -28,158   -3,934   -9,295   -8,020  -37,076  -40,112   -3,265     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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
OPTION AND FUTURES COMBINED 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:    4,660,818
COMMITMENTS
 901,959  690,313  363,533  3003417  3004509  4268909  4058354  391,910  602,464

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:   -398,311)
 -25,668  -40,653 -195,251 -214,527 -139,650 -435,445 -375,554   37,134  -22,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     14.8      7.8     64.4     64.5     91.6     87.1      8.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      456)
      61      101       81      229      241      344      369                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:    3,700,603
COMMITMENTS
 495,055  487,607  190,263  2713480  2578543  3398799  3256413  301,803  444,189

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -62,925)
  54,992   -6,134  -51,859  -72,463   13,742  -69,331  -44,252    6,406  -18,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     13.2      5.1     73.3     69.7     91.8     88.0      8.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      56       59       55      163      188      249      272                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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 TRADER 
     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+
OPTION AND FUTURES COMBINED 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:       51,390
COMMITMENTS
  20,261   20,470      897   21,334   23,730   42,492   45,097    8,898    6,293

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        -72)
   1,363     -416     -800   -1,355      843     -792     -373      719      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.4     39.8      1.7     41.5     46.2     82.7     87.8     17.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      38       16        5       30       27       68       48                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      102,780
COMMITMENTS
  40,523   40,939    1,794   42,668   47,460   84,984   90,194   17,796   12,587

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:       -145)
   2,726     -832   -1,600   -2,709    1,685   -1,583     -747    1,438      602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.4     39.8      1.7     41.5     46.2     82.7     87.8     17.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      38       16        5       30       27       68       48                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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