BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,832
COMMITMENTS
     380    1,208      922    9,452    9,142   10,754   11,271    1,077      561

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         21)
     -19       92       46       66       10       93      148      -72     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     10.2      7.8     79.9     77.3     90.9     95.3      9.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        6        8       29       22       39       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       47,187
COMMITMENTS
  15,773    2,246    8,643   18,593   25,063   43,008   35,952    4,179   11,236

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        833)
    -162      504       77      707       76      622      657      211      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4      4.8     18.3     39.4     53.1     91.1     76.2      8.9     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       13       19       35       34       58       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,663
COMMITMENTS
     687      139    1,904    6,662    8,043    9,253   10,085    1,410      578

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        666)
    -145       61      227      581      446      663      734        3      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      1.3     17.9     62.5     75.4     86.8     94.6     13.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        4        6       30       24       39       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,318
COMMITMENTS
     274      591    1,898    3,193    1,790    5,364    4,279      954    2,038

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         85)
      18       24      -38       76        0       56      -15       28      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      9.4     30.0     50.5     28.3     84.9     67.7     15.1     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        5        8       11        7       19       15                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      371,987
COMMITMENTS
 123,047   27,928  114,613  101,294  188,023  338,954  330,563   33,033   41,423

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      6,012)
   4,256    1,472      609    1,533    3,128    6,398    5,209     -387      802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1      7.5     30.8     27.2     50.5     91.1     88.9      8.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     149       63      127       93       97      296      243                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      364,008
COMMITMENTS
 113,754   40,620   83,822  131,232  194,867  328,807  319,309   35,201   44,699

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -3,989)
  -3,360    5,938   -2,548    2,970   -6,300   -2,938   -2,910   -1,051   -1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     11.2     23.0     36.1     53.5     90.3     87.7      9.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     130       85      123      140      158      325      321                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,424
COMMITMENTS
     257      207      251    1,004    1,052    1,512    1,511      913      914

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        -97)
      70      -21      -72      -85      -46      -87     -139      -10       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      8.5     10.4     41.4     43.4     62.4     62.3     37.6     37.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        5        5       11       14       20       22                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       48,457
COMMITMENTS
  16,443   10,076    9,968   15,469   10,953   41,881   30,997    6,576   17,460

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -2,374)
    -664     -729     -891     -522     -481   -2,076   -2,101     -298     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     20.8     20.6     31.9     22.6     86.4     64.0     13.6     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      54       38       50       56       63      135      133                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,743
COMMITMENTS
       0    3,652      176    5,427    2,474    5,603    6,302    1,140      441

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        378)
      -4      191      -25      393      167      364      334       13       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     54.2      2.6     80.5     36.7     83.1     93.5     16.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        6        4       11       11       15       17                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       35,580
COMMITMENTS
   1,347   14,266    4,547   28,602   16,020   34,496   34,833    1,084      747

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        775)
      57      440      220      517       70      794      731      -19       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     40.1     12.8     80.4     45.0     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       12       10       30       35       43       51                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       34,646
COMMITMENTS
  11,838    7,252       71   20,439   25,937   32,348   33,260    2,298    1,386

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -428)
    -880      -94       71      512     -542     -297     -565     -131      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.2     20.9      0.2     59.0     74.9     93.4     96.0      6.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21       11        1       12        7       34       18                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      246,936
COMMITMENTS
  90,361   40,017   11,548   91,014  175,839  192,923  227,404   54,013   19,533

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     16,056)
   5,228      107    2,019    6,603   14,655   13,850   16,781    2,205     -725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.6     16.2      4.7     36.9     71.2     78.1     92.1     21.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      41       20       20       40       34       90       66                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       48,636
COMMITMENTS
  14,089   13,614    1,166   18,220   18,271   33,475   33,052   15,161   15,584

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      2,433)
   1,729      223      -14   -1,019    2,502      696    2,711    1,737     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0     28.0      2.4     37.5     37.6     68.8     68.0     31.2     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8       18        5       17       18       29       37                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      160,399
COMMITMENTS
  69,938   73,581    8,942   73,740   74,531  152,619  157,053    7,780    3,346

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     12,868)
   6,077    1,078    3,698    2,987    7,707   12,762   12,483      107      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6     45.9      5.6     46.0     46.5     95.1     97.9      4.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      72       36       11       36       27      116       68                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      199,768
COMMITMENTS
  65,897   38,133   18,473   73,402  119,932  157,772  176,537   41,996   23,231

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      6,146)
     456    6,544    2,434    3,742   -2,775    6,631    6,202     -485      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0     19.1      9.2     36.7     60.0     79.0     88.4     21.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      31       32       18       42       45       81       87                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      176,143
COMMITMENTS
  26,920   75,439   11,367  117,510   52,946  155,797  139,752   20,346   36,391

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     10,796)
   3,192    1,744    2,102    5,086    1,773   10,379    5,618      417    5,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     42.8      6.5     66.7     30.1     88.4     79.3     11.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      24       42       19       43       43       80       92                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      789,666
COMMITMENTS
 241,041  129,215   28,921  404,274  590,597  674,236  748,733  115,431   40,934

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -474)
     751   -3,909   -3,717    2,742    5,484     -224   -2,142     -250    1,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5     16.4      3.7     51.2     74.8     85.4     94.8     14.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     110       44       45      138       97      259      176                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       26,021
COMMITMENTS
   4,780    5,334      217    9,058   14,099   14,055   19,650   11,966    6,371

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -562)
  -1,026     -489       21      359      101     -646     -367       84     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     20.5      0.8     34.8     54.2     54.0     75.5     46.0     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        3        9        9       17       15                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,353
COMMITMENTS
   6,184    7,744        0    7,059   12,391   13,243   20,135   10,110    3,218

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        141)
     254       19        0        4       22      258       41     -117      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     33.2      0.0     30.2     53.1     56.7     86.2     43.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        0       10       10       15       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       68,986
COMMITMENTS
  27,331   23,258       19   37,153   43,356   64,503   66,633    4,483    2,353

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      3,283)
   1,495    3,020     -161      902       -8    2,236    2,851    1,047      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.6     33.7      0.0     53.9     62.8     93.5     96.6      6.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      26       24        2       20       10       47       35                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       46,379
COMMITMENTS
  24,684   18,755    1,618   13,844   23,127   40,146   43,500    6,233    2,879

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      2,127)
     238    2,894      665      871   -1,553    1,774    2,006      353      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.2     40.4      3.5     29.8     49.9     86.6     93.8     13.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      39       19       12       25       17       71       41                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       14,923
COMMITMENTS
   9,785    4,748       37    3,540    8,888   13,362   13,673    1,561    1,250

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        971)
     798      644       37      177      249    1,012      930      -41       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.6     31.8      0.2     23.7     59.6     89.5     91.6     10.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      15       10        1        8        7       24       17                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   25,165,194
COMMITMENTS
 1305770  1562616 12919527 10205759  9760189 24431056 24242332  734,138  922,862

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:    623,438)
  72,823  126,564  240,800  295,744  288,282  609,367  655,646   14,071  -32,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      6.2     51.3     40.6     38.8     97.1     96.3      2.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      59       89      115      146      146      278      283                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        7,602
COMMITMENTS
   4,386    5,865      718      491      179    5,595    6,761    2,007      841

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -1,774)
    -670     -879     -740     -140      -59   -1,550   -1,678     -224      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.7     77.1      9.4      6.5      2.4     73.6     88.9     26.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      42       31       13        2        2       49       42                  
 
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                          Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10)                                    OPEN INTEREST:       13,050
COMMITMENTS
   5,614    9,839    2,249      244        0    8,107   12,088    4,943      962

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:    -23,999)
 -25,826  -23,682    1,438     -163        0  -24,551  -22,244      552   -1,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0     75.4     17.2      1.9      0.0     62.1     92.6     37.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      59       25        6        1        0       63       28                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      569,712
COMMITMENTS
  67,853  102,559  132,838  367,916  334,121  568,607  569,518    1,105      194

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     19,998)
  31,055   31,126   -6,471   -5,021   -4,649   19,564   20,006      434       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     18.0     23.3     64.6     58.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      22       32       38       39       43       87       90                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      179,624
COMMITMENTS
  89,240   17,644   36,789   53,526  125,143  179,555  179,576       69       48

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:    -61,279)
 -37,149  -16,806   -1,358  -22,784  -43,037  -61,291  -61,201       12      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.7      9.8     20.5     29.8     69.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      30       19       28       19       32       57       71                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      707,114
COMMITMENTS
  74,496   63,561  110,994  429,294  448,674  614,783  623,229   92,331   83,885

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -7,545)
   2,466      650  -17,367    1,651    4,808  -13,250  -11,909    5,705    4,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      9.0     15.7     60.7     63.5     86.9     88.1     13.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     112       84      108      294      269      459      408                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       55,329
COMMITMENTS
  21,314    2,840    3,650   20,836   19,019   45,801   25,509    9,529   29,820

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:     -2,989)
  -1,063   -6,016   -1,605   -1,321     -116   -3,989   -7,737    1,001    4,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.5      5.1      6.6     37.7     34.4     82.8     46.1     17.2     53.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        5       12        9       10       23       23                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       15,117
COMMITMENTS
   3,775    3,468        0    9,799   10,638   13,574   14,106    1,543    1,011

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        918)
   1,423      272        0       -7      405    1,416      677     -498      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0     22.9      0.0     64.8     70.4     89.8     93.3     10.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        0        8        8       10       11                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| 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:       32,488
COMMITMENTS
   1,098    7,760      142   28,034   23,373   29,274   31,275    3,214    1,213

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,523)
    -409      910      142    1,702       11    1,435    1,063       88      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     23.9      0.4     86.3     71.9     90.1     96.3      9.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        1       22        8       27       11                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,258,924
COMMITMENTS
 377,842  415,541  424,781  2042290  2148276  2844914  2988599  414,010  270,326

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:    -22,780)
 -14,967      717  -46,196   14,861   24,618  -46,302  -20,861   23,522   -1,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     12.8     13.0     62.7     65.9     87.3     91.7     12.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      569)
     112       81      103      293      267      454      402                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       52,476
COMMITMENTS
  15,798        0        0   32,086   51,826   47,884   51,826    4,592      650

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -227)
    -161        0        0       80     -359      -81     -359     -146      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1      0.0      0.0     61.1     98.8     91.2     98.8      8.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        0       27       10       31       10                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       13,910
COMMITMENTS
   2,783    1,702        0    8,523   11,548   11,306   13,250    2,604      660

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -233)
       0      -61        0      -20     -202      -20     -263     -213       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     12.2      0.0     61.3     83.0     81.3     95.3     18.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        0        7        8        9       11                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| 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:       20,613
COMMITMENTS
   1,705      316        0   16,267   19,060   17,972   19,376    2,641    1,237

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -255)
     536      316        0     -399     -791      137     -475     -392      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      1.5      0.0     78.9     92.5     87.2     94.0     12.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       14        8       16        9                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       13,287
COMMITMENTS
     678      216        0    9,947   12,321   10,625   12,537    2,662      750

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -473)
    -811        0        0      513     -913     -298     -913     -175      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      1.6      0.0     74.9     92.7     80.0     94.4     20.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       12       11       14       12                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       44,581
COMMITMENTS
   8,063    1,708        6   28,156   38,542   36,225   40,256    8,356    4,325

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        -45)
     464     -463        1      171     -244      636     -706     -681      661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1      3.8      0.0     63.2     86.5     81.3     90.3     18.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10        4        2       37       32       47       38                  
 
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                     Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 Index Points)                                    OPEN INTEREST:        2,819
COMMITMENTS
   1,533    2,372       45       60       36    1,638    2,453    1,181      366

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -846)
    -726     -573     -172        7        0     -891     -745       45     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.4     84.1      1.6      2.1      1.3     58.1     87.0     41.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      21       15        4        1        1       23       19                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,389
COMMITMENTS
  10,385   13,076    5,604   29,373   24,695   45,362   43,376    8,026   10,012

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:          8)
      89      407     -742      707      484       54      149      -46     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     24.5     10.5     55.0     46.3     85.0     81.2     15.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      58       72       51      116      126      200      223                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      266,943
COMMITMENTS
  51,925   65,382   28,022  146,864  123,477  226,811  216,882   40,131   50,061

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         41)
     447    2,034   -3,711    3,535    2,421      271      745     -229     -704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     24.5     10.5     55.0     46.3     85.0     81.2     15.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      58       72       51      116      126      200      223                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:      156,766
COMMITMENTS
  70,990  129,081    5,747    1,899      412   78,635  135,240   78,131   21,527

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      6,736)
   3,249    8,641     -225    1,543      171    4,567    8,588    2,168   -1,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.3     82.3      3.7      1.2      0.3     50.2     86.3     49.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10       12        5        2        1       14       16                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      142,677
COMMITMENTS
  55,106   58,843    5,381   50,673   61,565  111,161  125,790   31,516   16,887

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -907)
     281      702    1,132   -3,044   -3,057   -1,631   -1,223      723      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.6     41.2      3.8     35.5     43.2     77.9     88.2     22.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      34       20       11       31       28       68       56                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      465,599
COMMITMENTS
  70,314  105,066   11,294  356,850  327,528  438,458  443,888   27,141   21,711

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      5,126)
   8,466    9,562      495   -2,302   -6,793    6,658    3,264   -1,532    1,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     22.6      2.4     76.6     70.3     94.2     95.3      5.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      61       57       30      152      125      227      198                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       32,360
COMMITMENTS
   2,214      548        0   27,927   31,443   30,141   31,991    2,219      369

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:         46)
     -82        0        0       67        0      -15        0       61       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      1.7      0.0     86.3     97.2     93.1     98.9      6.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        0       18       11       22       12                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       17,028
COMMITMENTS
   2,699    6,790       66    9,092    6,604   11,857   13,460    5,171    3,568

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:      1,269)
      40       85       51      -13      874       78    1,010    1,191      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     39.9      0.4     53.4     38.8     69.6     79.0     30.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        2        9        4       16        9                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       42,320
COMMITMENTS
  12,476    3,370      511   22,346   10,965   35,333   14,846    6,987   27,474

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:        -22)
    -558     -665      -63     -274    1,771     -895    1,043      873   -1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5      8.0      1.2     52.8     25.9     83.5     35.1     16.5     64.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15        3        5       26       17       43       23                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/21          |
--------------------------------------------------------------| 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:      198,673
COMMITMENTS
  63,009      462    7,154  128,223  190,990  198,386  198,606      287       67

CHANGES FROM 05/25/21 (CHANGE IN OPEN INTEREST:       -594)
     751        0     -475     -871     -119     -595     -594        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7      0.2      3.6     64.5     96.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      33        4        5       34       29       67       38                  



Updated June 04, 2021