WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   397,450:   113,330     94,535    110,618    145,728    154,284    369,676    359,437:    27,774     38,013
Old  :   383,971:   112,084     99,720    103,637    142,938    146,222    358,659    349,579:    25,312     34,392
Other:    13,479:     7,095        664      1,132      2,790      8,062     11,017      9,858:     2,462      3,621
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :    -8,556:    -3,832     -4,216     -7,388      1,940      4,137     -9,280     -7,467:       724     -1,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       23.8       27.8       36.7       38.8       93.0       90.4:       7.0        9.6
Old  :     100.0:      29.2       26.0       27.0       37.2       38.1       93.4       91.0:       6.6        9.0
Other:     100.0:      52.6        4.9        8.4       20.7       59.8       81.7       73.1:      18.3       26.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:       103         85         98         78        114        232        252:
Old  :       333:       100         91         93         74        114        223        252:
Other:       110:        21         18         11         20         58         46         83:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       14.2       27.4       23.4       15.8       12.2       24.7       18.5
Old  :                 17.0       14.6       28.3       24.2       16.4       12.8       25.6       19.2
Other:                 39.3       25.8       54.7       36.9       39.2       24.0       51.5       33.0
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    23,398:    13,865        853      1,296      7,005     20,798     22,166     22,947:     1,232        451
Old  :    23,398:    13,865        853      1,296      7,005     20,798     22,166     22,947:     1,232        451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :      -280:    -2,140       -317        637        978       -550       -525       -230:       245        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.3        3.6        5.5       29.9       88.9       94.7       98.1:       5.3        1.9
Old  :     100.0:      59.3        3.6        5.5       29.9       88.9       94.7       98.1:       5.3        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         6          3          4         11         19         20         24:
Old  :        30:         6          3          4         11         19         20         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.5       39.5       82.8       63.7       62.4       36.0       66.8       55.5
Old  :                 68.5       39.5       82.8       63.7       62.4       36.0       66.8       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   221,164:    59,646     40,368     46,079     98,279    114,473    204,004    200,920:    17,160     20,244
Old  :   217,791:    59,580     41,237     44,476     97,295    113,151    201,351    198,864:    16,440     18,927
Other:     3,373:     1,376        441        293        984      1,322      2,653      2,056:       720      1,317
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :    -3,026:    -3,916      1,066     -2,579      2,868        139     -3,627     -1,374:       601     -1,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       18.3       20.8       44.4       51.8       92.2       90.8:       7.8        9.2
Old  :     100.0:      27.4       18.9       20.4       44.7       52.0       92.5       91.3:       7.5        8.7
Other:     100.0:      40.8       13.1        8.7       29.2       39.2       78.7       61.0:      21.3       39.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        58         43         62         81         79        171        164:
Old  :       226:        59         47         60         80         79        169        163:
Other:        71:        12         12          4         10         40         26         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       23.1       28.5       31.5       16.5       16.7       26.4       24.5
Old  :                 17.3       23.4       28.8       31.8       16.7       17.2       26.8       25.0
Other:                 45.5       18.9       60.5       30.3       43.4       15.0       56.1       25.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,735,715:   531,338     78,962    225,407    836,578  1,241,661  1,593,323  1,546,030:   142,392    189,685
Old  :   915,002:   367,027    174,585     47,825    435,231    617,317    850,083    839,727:    64,919     75,275
Other:   820,713:   305,007     45,073     36,886    401,347    624,344    743,240    706,303:    77,473    114,410
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :    14,982:    13,193    -10,757      8,134    -10,024     15,590     11,303     12,967:     3,679      2,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        4.5       13.0       48.2       71.5       91.8       89.1:       8.2       10.9
Old  :     100.0:      40.1       19.1        5.2       47.6       67.5       92.9       91.8:       7.1        8.2
Other:     100.0:      37.2        5.5        4.5       48.9       76.1       90.6       86.1:       9.4       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       826:       210         94        139        316        415        592        598:
Old  :       727:       163         96         75        229        363        428        502:
Other:       714:       152         90         74        223        366        411        499:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       13.0       25.4       21.4       17.3       11.0       24.4       19.2
Old  :                 19.4       14.7       29.0       25.2       19.4       14.3       29.0       24.2
Other:                 22.7       17.6       31.9       25.2       22.6       16.8       30.7       23.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     4,242:       818        207        151      1,429      3,267      2,398      3,625:     1,844        617
Old  :     4,242:       818        207        151      1,429      3,267      2,398      3,625:     1,844        617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :        79:      -118         16         90        -27         87        -55        193:       134       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        4.9        3.6       33.7       77.0       56.5       85.5:      43.5       14.5
Old  :     100.0:      19.3        4.9        3.6       33.7       77.0       56.5       85.5:      43.5       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          2          2          9          8         16         11:
Old  :        21:         5          2          2          9          8         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       62.4       46.1       80.4       28.5       55.8       41.5       73.6
Old  :                 29.5       62.4       46.1       80.4       28.5       55.8       41.5       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   807,816:   276,257     52,181    111,104    362,855    576,330    750,216    739,615:    57,600     68,201
Old  :   324,542:   142,364     47,818      9,402    146,123    244,855    297,889    302,075:    26,653     22,467
Other:   483,274:   170,474     40,944     65,121    216,732    331,475    452,327    437,540:    30,947     45,734
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :     2,989:       848     -2,173      4,866     -7,806      1,223     -2,092      3,916:     5,081       -927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        6.5       13.8       44.9       71.3       92.9       91.6:       7.1        8.4
Old  :     100.0:      43.9       14.7        2.9       45.0       75.4       91.8       93.1:       8.2        6.9
Other:     100.0:      35.3        8.5       13.5       44.8       68.6       93.6       90.5:       6.4        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       582:       194         72        126        190        257        442        419:
Old  :       507:       151         81         48        121        222        295        329:
Other:       514:       157         71         85        148        224        343        352:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       16.9       24.3       26.2       12.1       13.4       18.7       21.8
Old  :                 15.6       25.8       25.9       36.6       15.3       22.7       25.2       33.2
Other:                 22.3       15.9       31.9       26.5       18.8       13.9       23.9       22.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    25,829:    15,924      1,813      1,041         81      8,900     17,046     11,754:     8,783     14,075
Old  :     3,740:     2,630      1,239         27         76        468      2,733      1,734:     1,007      2,006
Other:    22,089:    14,107      1,387        201          5      8,432     14,313     10,020:     7,776     12,069
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :        37:      -325        119         15         -6        500       -316        634:       353       -597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.7        7.0        4.0        0.3       34.5       66.0       45.5:      34.0       54.5
Old  :     100.0:      70.3       33.1        0.7        2.0       12.5       73.1       46.4:      26.9       53.6
Other:     100.0:      63.9        6.3        0.9        0.0       38.2       64.8       45.4:      35.2       54.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          7          3          3         18         10         28:
Old  :        29:         6          6          1          1         16          7         23:
Other:        31:         7          6          2          2         18          9         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       20.1       66.0       29.1       54.2       18.6       61.7       26.8
Old  :                 70.7       35.2       73.1       40.5       70.0       35.2       72.4       40.5
Other:                 61.1       21.0       64.8       29.9       60.2       20.9       63.9       29.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   536,541:   127,933     38,700    113,356    250,077    357,299    491,366    509,355:    45,175     27,186
Old  :   250,754:    94,541     48,603     19,900    108,330    166,784    222,771    235,287:    27,983     15,467
Other:   285,787:    76,289     32,994     50,559    141,747    190,515    268,595    274,068:    17,192     11,719
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :    25,831:     3,075      1,045     11,695      8,076     12,625     22,846     25,365:     2,985        466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        7.2       21.1       46.6       66.6       91.6       94.9:       8.4        5.1
Old  :     100.0:      37.7       19.4        7.9       43.2       66.5       88.8       93.8:      11.2        6.2
Other:     100.0:      26.7       11.5       17.7       49.6       66.7       94.0       95.9:       6.0        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:       120         37         87        101        101        263        201:
Old  :       279:       102         47         44         86         81        210        153:
Other:       248:        81         45         48         80         76        192        144:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       30.5       20.4       40.6        8.8       25.6       14.2       32.7
Old  :                 13.6       28.5       22.6       39.6       13.0       24.0       19.6       34.9
Other:                 14.2       35.5       24.4       49.8       11.6       30.1       19.7       39.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,192,840:    99,179    192,946     32,571    906,672    756,758  1,038,422    982,275:   154,418    210,565
Old  : 1,192,840:    99,179    192,946     32,571    906,672    756,758  1,038,422    982,275:   154,418    210,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :   -84,796:    30,575      4,989    -15,947    -75,192    -48,609    -60,564    -59,567:   -24,232    -25,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       16.2        2.7       76.0       63.4       87.1       82.3:      12.9       17.7
Old  :     100.0:       8.3       16.2        2.7       76.0       63.4       87.1       82.3:      12.9       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        20         42         20         92        104        124        154:
Old  :       196:        20         42         20         92        104        124        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       21.3       41.8       32.3       24.1       18.8       33.6       25.4
Old  :                 30.9       21.3       41.8       32.3       24.1       18.8       33.6       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,188,834:    73,428    331,659     16,343    968,999    673,741  1,058,770  1,021,743:   130,064    167,091
Old  : 1,188,834:    73,428    331,659     16,343    968,999    673,741  1,058,770  1,021,743:   130,064    167,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :   -46,099:    10,247     18,844    -21,934    -11,363    -18,887    -23,050    -21,977:   -23,049    -24,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       27.9        1.4       81.5       56.7       89.1       85.9:      10.9       14.1
Old  :     100.0:       6.2       27.9        1.4       81.5       56.7       89.1       85.9:      10.9       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        12         28         17         94         90        117        124:
Old  :       162:        12         28         17         94         90        117        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       30.3       36.4       43.7       19.5       27.6       32.3       37.7
Old  :                 22.2       30.3       36.4       43.7       19.5       27.6       32.3       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   400,535:    86,450     30,914     58,069    205,859    286,551    350,378    375,534:    50,157     25,001
Old  :   204,454:    41,399     46,361     17,505    116,666    123,777    175,570    187,643:    28,884     16,811
Other:   196,081:    66,199      5,701     19,416     89,193    162,774    174,808    187,891:    21,273      8,190
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :    -2,757:    -5,884     -1,126      1,845      2,331     -3,681     -1,708     -2,962:    -1,049        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        7.7       14.5       51.4       71.5       87.5       93.8:      12.5        6.2
Old  :     100.0:      20.2       22.7        8.6       57.1       60.5       85.9       91.8:      14.1        8.2
Other:     100.0:      33.8        2.9        9.9       45.5       83.0       89.2       95.8:      10.8        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        78         42         72        112         87        228        172:
Old  :       241:        60         52         43        101         74        191        145:
Other:       194:        68         23         26         85         57        164         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       30.3       19.9       41.3       10.6       25.8       16.7       36.5
Old  :                 13.4       22.7       22.7       34.7       12.7       20.8       21.0       31.1
Other:                 17.4       41.5       25.7       53.8       15.6       38.5       23.0       49.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,551:     1,812      1,706         36      4,980      6,160      6,828      7,902:     1,723        649
Old  :     5,957:     1,413      1,739          0      3,466      3,713      4,879      5,452:     1,078        505
Other:     2,594:       432          0          3      1,514      2,447      1,949      2,450:       645        144
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :      -303:      -138        128       -129        -80       -252       -347       -253:        44        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       20.0        0.4       58.2       72.0       79.9       92.4:      20.1        7.6
Old  :     100.0:      23.7       29.2        0.0       58.2       62.3       81.9       91.5:      18.1        8.5
Other:     100.0:      16.7        0.0        0.1       58.4       94.3       75.1       94.4:      24.9        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        13          9          3         13         17         28         27:
Old  :        42:        12          9          0          6         15         18         24:
Other:        29:         8          0          1         12          9         20         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       49.5       60.6       66.8       48.5       49.5       58.6       66.4
Old  :                 64.7       46.7       72.9       65.3       64.7       46.7       72.9       65.3
Other:                 38.5       84.4       57.9       94.2       38.5       84.4       57.9       94.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,255,784:   530,011    613,072     46,846  1,522,220  1,478,072  2,099,077  2,137,990:   156,707    117,794
Old  : 2,255,784:   530,011    613,072     46,846  1,522,220  1,478,072  2,099,077  2,137,990:   156,707    117,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :   -64,015:    87,562     28,746    -37,715    -87,931    -44,612    -38,084    -53,581:   -25,931    -10,434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       27.2        2.1       67.5       65.5       93.1       94.8:       6.9        5.2
Old  :     100.0:      23.5       27.2        2.1       67.5       65.5       93.1       94.8:       6.9        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:        65         36         27        159        149        236        200:
Old  :       315:        65         36         27        159        149        236        200:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       32.4       29.4       46.4       19.0       29.0       26.3       40.1
Old  :                 20.9       32.4       29.4       46.4       19.0       29.0       26.3       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,376,087:   928,118    873,274     87,272  3,042,242  2,832,085  4,057,632  3,792,631:   318,455    583,456
Old  : 4,376,087:   928,118    873,274     87,272  3,042,242  2,832,085  4,057,632  3,792,631:   318,455    583,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :  -126,706:    93,678    143,232   -109,823    -41,289    -76,458    -57,434    -43,049:   -69,272    -83,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       20.0        2.0       69.5       64.7       92.7       86.7:       7.3       13.3
Old  :     100.0:      21.2       20.0        2.0       69.5       64.7       92.7       86.7:       7.3       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       426:        55         94         43        180        220        262        330:
Old  :       426:        55         94         43        180        220        262        330:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       20.9       31.0       28.8       13.6       14.6       22.7       21.5
Old  :                 20.6       20.9       31.0       28.8       13.6       14.6       22.7       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,659,205:   336,069    163,448     62,911  1,140,281  1,158,285  1,539,261  1,384,644:   119,944    274,561
Old  : 1,659,205:   336,069    163,448     62,911  1,140,281  1,158,285  1,539,261  1,384,644:   119,944    274,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :    17,609:    15,541     14,242     29,757     -2,897       -703     42,401     43,296:   -24,792    -25,687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        9.9        3.8       68.7       69.8       92.8       83.5:       7.2       16.5
Old  :     100.0:      20.3        9.9        3.8       68.7       69.8       92.8       83.5:       7.2       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        17         24         17         84        104        111        135:
Old  :       164:        17         24         17         84        104        111        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       22.3       38.5       31.3       25.3       20.9       37.0       28.8
Old  :                 25.6       22.3       38.5       31.3       25.3       20.9       37.0       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,500,881:   422,839    545,541     67,104  2,707,722  2,498,181  3,197,665  3,110,826:   303,216    390,055
Old  : 3,500,881:   422,839    545,541     67,104  2,707,722  2,498,181  3,197,665  3,110,826:   303,216    390,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :  -208,188:    -8,540     -1,553   -155,338    -12,391     -1,227   -176,269   -158,118:   -31,919    -50,070
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       15.6        1.9       77.3       71.4       91.3       88.9:       8.7       11.1
Old  :     100.0:      12.1       15.6        1.9       77.3       71.4       91.3       88.9:       8.7       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:        41         67         26        143        170        197        250:
Old  :       325:        41         67         26        143        170        197        250:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       22.5       45.4       33.5       26.0       22.0       36.6       29.7
Old  :                 34.2       22.5       45.4       33.5       26.0       22.0       36.6       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,007,796:    21,501    318,679    171,544    796,543    487,209    989,588    977,432:    18,208     30,364
Old  : 1,007,796:    21,501    318,679    171,544    796,543    487,209    989,588    977,432:    18,208     30,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :  -113,591:   -26,797     22,422    -20,380    -64,560   -116,129   -111,737   -114,087:    -1,854        496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       31.6       17.0       79.0       48.3       98.2       97.0:       1.8        3.0
Old  :     100.0:       2.1       31.6       17.0       79.0       48.3       98.2       97.0:       1.8        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        10         25         29         59         59         90         94:
Old  :       100:        10         25         29         59         59         90         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       34.6       52.0       50.9       32.3       29.7       38.4       38.5
Old  :                 38.8       34.6       52.0       50.9       32.3       29.7       38.4       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    51,621:    17,140     22,023      1,218     24,168     22,584     42,525     45,824:     9,096      5,798
Old  :    51,621:    17,140     22,023      1,218     24,168     22,584     42,525     45,824:     9,096      5,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :     2,213:     1,436       -204        186        332      1,879      1,953      1,861:       261        353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       42.7        2.4       46.8       43.7       82.4       88.8:      17.6       11.2
Old  :     100.0:      33.2       42.7        2.4       46.8       43.7       82.4       88.8:      17.6       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        35         17          8         39         29         78         50:
Old  :       110:        35         17          8         39         29         78         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       49.7       42.4       63.5       30.9       48.6       39.9       62.2
Old  :                 30.9       49.7       42.4       63.5       30.9       48.6       39.9       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   103,242:    34,280     44,045      2,435     48,335     45,167     85,050     91,647:    18,192     11,595
Old  :   103,242:    34,280     44,045      2,435     48,335     45,167     85,050     91,647:    18,192     11,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :     4,426:     2,871       -408        371        663      3,758      3,905      3,721:       521        705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       42.7        2.4       46.8       43.7       82.4       88.8:      17.6       11.2
Old  :     100.0:      33.2       42.7        2.4       46.8       43.7       82.4       88.8:      17.6       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        35         17          8         39         29         78         50:
Old  :       110:        35         17          8         39         29         78         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       49.7       42.4       63.5       30.9       48.6       39.9       62.2
Old  :                 30.9       49.7       42.4       63.5       30.9       48.6       39.9       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    32,027:     7,437        850          0     21,666     30,603     29,103     31,453:     2,924        574
Old  :    32,027:     7,437        850          0     21,666     30,603     29,103     31,453:     2,924        574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :       209:       -61        -44          0        346        330        285        286:       -76        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        2.7        0.0       67.6       95.6       90.9       98.2:       9.1        1.8
Old  :     100.0:      23.2        2.7        0.0       67.6       95.6       90.9       98.2:       9.1        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         6          2          0         16         10         22         12:
Old  :        31:         6          2          0         16         10         22         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       74.8       65.6       93.3       42.4       73.6       63.3       92.1
Old  :                 44.7       74.8       65.6       93.3       42.4       73.6       63.3       92.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    45,803:    23,176     41,634         41     22,156      4,040     45,373     45,715:       430         88
Old  :    45,803:    23,176     41,634         41     22,156      4,040     45,373     45,715:       430         88
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :      -138:      -199       -117          0        103          0        -96       -117:       -42        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.6       90.9        0.1       48.4        8.8       99.1       99.8:       0.9        0.2
Old  :     100.0:      50.6       90.9        0.1       48.4        8.8       99.1       99.8:       0.9        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        37         14          2          4          1         42         16:
Old  :        56:        37         14          2          4          1         42         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       75.8       82.7       93.0       64.1       75.8       82.7       93.0
Old  :                 64.1       75.8       82.7       93.0       64.1       75.8       82.7       93.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :   166,964:    40,479     21,567     89,118     37,356     56,153    166,953    166,838:        11        126
Old  :   166,964:    40,479     21,567     89,118     37,356     56,153    166,953    166,838:        11        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :    -5,661:    -3,991         11     -3,370      1,700     -2,313     -5,661     -5,672:         0         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       12.9       53.4       22.4       33.6      100.0       99.9:       0.0        0.1
Old  :     100.0:      24.2       12.9       53.4       22.4       33.6      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5          8          1          3         12          9         20:
Old  :        27:         5          8          1          3         12          9         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.1       94.7      100.0       97.9       40.8       41.3       46.6       44.5
Old  :                 89.1       94.7      100.0       97.9       40.8       41.3       46.6       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders - Futures Only, June 01, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    39,662:    10,983     10,488     28,679          0        460     39,662     39,627:         0         35
Old  :    39,662:    10,983     10,488     28,679          0        460     39,662     39,627:         0         35
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2021                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       26.4       72.3        0.0        1.2      100.0       99.9:       0.0        0.1
Old  :     100.0:      27.7       26.4       72.3        0.0        1.2      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6         12          5          0          1          9         16:
Old  :        20:         6         12          5          0          1          9         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.3       88.0       99.7       96.0       25.2       22.0       27.7       26.4
Old  :                 92.3       88.0       99.7       96.0       25.2       22.0       27.7       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 04, 2021