BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       15,164
COMMITMENTS
   1,642      892    2,386   10,461   11,491   14,489   14,770      675      395

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        213)
     -87      132      -24      328       73      217      181       -4       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      5.9     15.7     69.0     75.8     95.5     97.4      4.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        6       10       29       27       40       37                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,987
COMMITMENTS
  13,631    2,481   19,341   18,457   24,701   51,428   46,522    4,559    9,466

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      2,067)
     861      234      490      428      831    1,779    1,556      288      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3      4.4     34.5     33.0     44.1     91.9     83.1      8.1     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      27       14       31       39       39       76       74                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       17,153
COMMITMENTS
   1,554       92    4,239   10,672   12,125   16,465   16,457      688      696

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:       -209)
      23       -8     -217      -50       68     -244     -157       35      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      0.5     24.7     62.2     70.7     96.0     95.9      4.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        3        6       41       27       49       34                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,311
COMMITMENTS
      45    4,735    3,915    7,652    2,826   11,612   11,477      699      834

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        -34)
      20      -96       18      -57       24      -19      -53      -15       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     38.5     31.8     62.2     23.0     94.3     93.2      5.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        7        7       23       22       30       31                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      282,902
COMMITMENTS
  75,389   51,666   95,877   88,691  105,066  259,957  252,609   22,945   30,293

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -25,925)
   1,081     -947  -20,183   -6,879   -4,738  -25,981  -25,868       56      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6     18.3     33.9     31.4     37.1     91.9     89.3      8.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      91      103      110       75       74      236      229                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      323,914
COMMITMENTS
  68,843   34,312   85,330  135,068  161,801  289,240  281,443   34,674   42,471

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      8,815)
  -2,058    1,203    6,670    4,667      -19    9,279    7,854     -465      961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     10.6     26.3     41.7     50.0     89.3     86.9     10.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     112       77      123      133      145      303      300                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,580
COMMITMENTS
     415      330      130    1,176    1,441    1,722    1,902      858      678

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:       -139)
       2      -87        0      -83       39      -80      -48      -59      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     12.8      5.0     45.6     55.9     66.7     73.7     33.3     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        9        5       12       11       20       22                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,300
COMMITMENTS
  10,055    8,295   10,047   12,913    9,573   33,015   27,915    7,284   12,385

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      1,406)
     264      916     -161    1,175      252    1,277    1,007      128      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0     20.6     24.9     32.0     23.8     81.9     69.3     18.1     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      38       42       46       56       58      123      125                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       36,317
COMMITMENTS
   1,141   10,523    5,928   28,510   17,876   35,580   34,327      737    1,990

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      1,239)
     -88      403      263      984      682    1,159    1,348       80     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1     29.0     16.3     78.5     49.2     98.0     94.5      2.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       11       14       38       38       56       57                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       23,893
COMMITMENTS
  15,350    2,840        0    7,172   20,028   22,522   22,868    1,371    1,025

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -16,099)
    -644   -2,372     -739  -14,412  -12,646  -15,795  -15,757     -304     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.2     11.9      0.0     30.0     83.8     94.3     95.7      5.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12       11        0        5        9       17       20                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      141,969
COMMITMENTS
  19,620   45,542    9,154   86,078   61,014  114,852  115,710   27,117   26,259

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      5,972)
  -2,892   -1,912    1,656    9,334    9,141    8,099    8,885   -2,127   -2,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     32.1      6.4     60.6     43.0     80.9     81.5     19.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      12       28       15       35       35       57       68                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,230
COMMITMENTS
   9,150    7,506      434   13,334   19,351   22,918   27,290   14,312    9,939

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     -5,912)
  -1,313   -1,223     -184   -3,490   -2,130   -4,987   -3,538     -924   -2,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     20.2      1.2     35.8     52.0     61.6     73.3     38.4     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3       11        2       12       13       16       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      109,938
COMMITMENTS
  49,297   26,875      891   54,607   78,281  104,795  106,046    5,143    3,892

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -26,231)
  -9,704  -32,961     -260  -15,786    7,476  -25,750  -25,745     -481     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.8     24.4      0.8     49.7     71.2     95.3     96.5      4.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      43       36        9       21       32       68       73                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      193,151
COMMITMENTS
  29,910   45,357   19,675  126,322   97,722  175,907  162,753   17,244   30,397

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -19,086)
    -182   -7,780   -3,381  -10,872   -6,072  -14,435  -17,234   -4,651   -1,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     23.5     10.2     65.4     50.6     91.1     84.3      8.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      19       29       19       35       45       65       82                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      146,101
COMMITMENTS
  43,854   21,262   11,209   70,368   93,418  125,430  125,889   20,670   20,212

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -29,082)
  -3,315   -8,351   -4,422  -19,339  -10,240  -27,077  -23,013   -2,006   -6,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     14.6      7.7     48.2     63.9     85.9     86.2     14.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      22       27       15       35       37       66       70                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      637,313
COMMITMENTS
 188,105   69,861   38,765  327,036  482,258  553,907  590,884   83,406   46,429

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -17,728)
   1,305  -19,391   -1,163  -12,421    7,783  -12,279  -12,771   -5,449   -4,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     11.0      6.1     51.3     75.7     86.9     92.7     13.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      83       44       39      114       81      208      153                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,236
COMMITMENTS
   3,446    4,679      518    7,200   13,907   11,164   19,104   12,072    4,132

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     -1,830)
     494      331   -1,257       37     -886     -726   -1,812   -1,104      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     20.1      2.2     31.0     59.9     48.0     82.2     52.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        2       11       10       18       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       24,487
COMMITMENTS
   5,469   17,939      257   16,747    3,448   22,473   21,643    2,014    2,844

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     -2,942)
  -2,705   -3,249       36     -488       -9   -3,157   -3,223      215      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     73.3      1.0     68.4     14.1     91.8     88.4      8.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       19        5        7        7       25       27                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,360
COMMITMENTS
  14,452   16,394      381    9,512    6,731   24,345   23,506    3,015    3,854

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -19,404)
    -713  -10,012     -477  -17,698   -8,852  -18,888  -19,341     -516      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.8     59.9      1.4     34.8     24.6     89.0     85.9     11.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      29       20        7       13        8       45       32                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       10,463
COMMITMENTS
   8,178    2,206        0    1,740    7,156    9,918    9,362      545    1,101

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     -6,406)
     889   -1,395   -1,279   -5,883   -3,690   -6,273   -6,364     -133      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.2     21.1      0.0     16.6     68.4     94.8     89.5      5.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       10        0        3        4        9       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,317,515
COMMITMENTS
 1106701  987,815 11831599  7735546  7717630 20673846 20537044  643,669  780,471

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -5,162,039)
-101,666 -155,993 -3547340 -1453887 -1453187 -5102893 -5156519  -59,147   -5,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      4.6     55.5     36.3     36.2     97.0     96.3      3.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      64       55      100      117      121      232      231                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        9,605
COMMITMENTS
   6,361    7,934    1,020        0        0    7,381    8,953    2,224      651

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     -1,319)
    -472     -858     -533      -32        0   -1,037   -1,390     -282       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.2     82.6     10.6      0.0      0.0     76.8     93.2     23.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      40       26       14        0        0       51       29                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      180,222
COMMITMENTS
  23,010   39,023   30,630  126,420  110,426  180,060  180,079      162      143

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      6,873)
  -2,371    2,506      807    8,398    3,492    6,835    6,806       38       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     21.7     17.0     70.1     61.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      12       17       19       15       25       39       50                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      285,896
COMMITMENTS
  23,590   97,162   22,923  239,274  164,703  285,787  284,788      109    1,108

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     26,213)
     389    4,378    1,237   24,548   20,596   26,174   26,211       39        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     34.0      8.0     83.7     57.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      12       30       28       20       39       49       80                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,061,534
COMMITMENTS
  68,108  120,270  207,788  623,092  562,262  898,988  890,320  162,546  171,214

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     50,909)
  -3,522   12,083    7,463   34,987   22,797   38,928   42,343   11,981    8,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     11.3     19.6     58.7     53.0     84.7     83.9     15.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      626)
     104      126      147      313      318      502      507                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      141,335
COMMITMENTS
  23,381    8,845   12,478   93,497   31,868  129,356   53,191   11,979   88,144

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      1,424)
   1,174      994   -2,108    2,710   -3,393    1,776   -4,508     -352    5,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5      6.3      8.8     66.2     22.5     91.5     37.6      8.5     62.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        3       10       19       12       29       24                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       12,551
COMMITMENTS
     871      255      422    8,639    8,301    9,932    8,978    2,619    3,573

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        800)
     156     -260      422     -222      339      356      501      444      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      2.0      3.4     68.8     66.1     79.1     71.5     20.9     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       14       14       17       16                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,600,995
COMMITMENTS
 364,512  698,001  835,672  2647976  2651971  3848160  4185644  752,835  415,350

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    247,428)
 -15,715   63,212   40,090  161,385  130,950  185,759  234,252   61,669   13,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     15.2     18.2     57.6     57.6     83.6     91.0     16.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      622)
     104      124      145      311      316      498      503                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:       16,280
COMMITMENTS
   5,525      260        0    9,090   14,819   14,615   15,079    1,665    1,201

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      7,022)
   5,525        0        0    1,119    7,175    6,644    7,175      378     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9      1.6      0.0     55.8     91.0     89.8     92.6     10.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11       11       12       12                  
 
 
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25)                   OPEN INTEREST:      244,091
COMMITMENTS
   3,000        0    3,000  238,091  239,091  244,091  242,091        0    2,000

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      1.2     97.5     98.0    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       15       18       16                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       71,290
COMMITMENTS
   7,753    5,491      369   53,836   60,526   61,958   66,386    9,332    4,904

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      8,203)
   1,623    1,732     -166    5,520    8,193    6,977    9,759    1,226   -1,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      7.7      0.5     75.5     84.9     86.9     93.1     13.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       8        6        6       41       39       52       48                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,271
COMMITMENTS
  14,671    9,193    8,513   24,192   29,807   47,376   47,513    6,895    6,758

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      3,263)
   1,127   -1,834    1,396      404    5,209    2,927    4,771      336   -1,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     16.9     15.7     44.6     54.9     87.3     87.5     12.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      63       53       39      119      117      201      192                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      271,354
COMMITMENTS
  73,354   45,966   42,565  120,960  149,034  236,880  237,566   34,474   33,788

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     16,314)
   5,633   -9,170    6,981    2,019   26,044   14,633   23,855    1,681   -7,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     16.9     15.7     44.6     54.9     87.3     87.5     12.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      63       53       39      119      117      201      192                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      109,895
COMMITMENTS
  32,918   37,944   10,358   45,364   40,415   88,640   88,718   21,255   21,177

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -48,655)
   1,275  -27,940   -3,339  -47,686  -12,099  -49,750  -43,377    1,095   -5,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     34.5      9.4     41.3     36.8     80.7     80.7     19.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       19        9       25       28       47       51                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      630,506
COMMITMENTS
  89,679   80,908   23,798  496,142  504,223  609,619  608,929   20,886   21,577

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     41,083)
  -6,024   -4,534    7,772   40,493   38,705   42,241   41,943   -1,158     -860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     12.8      3.8     78.7     80.0     96.7     96.6      3.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      51       51       35      173      149      241      218                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       30,317
COMMITMENTS
   3,474    3,558      237   18,822   19,070   22,533   22,865    7,784    7,452

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -23,070)
  -9,491   -2,657   -1,310  -12,614   -9,599  -23,415  -13,566      345   -9,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     11.7      0.8     62.1     62.9     74.3     75.4     25.7     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        8        2       20       21       30       30                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      149,894
COMMITMENTS
  53,793       65    3,533   92,297  146,255  149,623  149,853      271       41

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:       -536)
  -2,864       -3      -48    2,373     -484     -539     -535        3       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9      0.0      2.4     61.6     97.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      30        1        5       41       28       73       34                  



Updated June 19, 2020