Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   246,936
Positions
     3,436    136,479      9,633     82,092     11,758      8,867     53,721     41,606     17,383     17,694      1,581         98     54,013     19,532
 
Changes from:       May 25, 2021                                     Total Change is:    16,056
       134     11,617      4,761      4,351     -3,342      1,224        572       -210      2,748         55        -22          5      2,206       -725
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       55.3        3.9       33.2        4.8        3.6       21.8       16.8        7.0        7.2        0.6        0.0       21.9        7.9
 
Number of Traders in Each Category                                    Total Traders:       115 
         4         11          7         23         11         11         31         20         21         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    48,636
Positions
     9,914     10,103      1,310      6,697      7,607        151     13,924     11,761      1,471          0        640          9     15,161     15,584
 
Changes from:       May 25, 2021                                     Total Change is:     2,432
    -1,568      1,910        198        746        -21       -157      1,265        572        203          0         -3          9      1,736       -279
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       20.8        2.7       13.8       15.6        0.3       28.6       24.2        3.0        0.0        1.3        0.0       31.2       32.0
 
Number of Traders in Each Category                                    Total Traders:        52 
         4          7          4          4          9          .          9         18          7          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   199,768
Positions
     2,501     54,996      4,401     72,406     47,042      6,846     45,628     33,326     22,726      2,629      6,565        634     41,996     23,231
 
Changes from:       May 25, 2021                                     Total Change is:     6,146
       401        -18        122      6,615     -1,960         92     -2,758      6,413      1,735          2       -605        422       -485        -56
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       27.5        2.2       36.2       23.5        3.4       22.8       16.7       11.4        1.3        3.3        0.3       21.0       11.6
 
Number of Traders in Each Category                                    Total Traders:       126 
         .         10          8         24         26         15         27         26         17          5          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   176,143
Positions
    62,336      6,145      3,385     44,518     40,255      5,905     24,086     68,022     14,859        702      1,174          6     20,346     36,391
 
Changes from:       May 25, 2021                                     Total Change is:    10,796
     4,729     -1,862         68       -201      4,924       -792      3,491        293      3,142        -56       -152         -2        417      5,178
 
Percent of Open Interest Represented by Each Category of Trader
      35.4        3.5        1.9       25.3       22.9        3.4       13.7       38.6        8.4        0.4        0.7        0.0       11.6       20.7
 
Number of Traders in Each Category                                    Total Traders:       128 
        11          .          9         20         25         14         22         40         20          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   789,666
Positions
    26,891    524,474     12,063    458,325     68,935     29,660     68,407     70,822     34,043     40,970      4,859      3,878    115,430     40,933
 
Changes from:       May 25, 2021                                     Total Change is:      -474
       -67      6,307       -357      7,629        343     -1,653     -1,871     -3,672     -2,599     -1,355       -560         50       -250      1,668
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       66.4        1.5       58.0        8.7        3.8        8.7        9.0        4.3        5.2        0.6        0.5       14.6        5.2
 
Number of Traders in Each Category                                    Total Traders:       325 
        15         14         14        118         32         55         51         42         33         38         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    26,021
Positions
         0      5,711          0     10,643      3,405      2,606          0      7,922          6        800          0          0     11,966      6,371
 
Changes from:       May 25, 2021                                     Total Change is:      -562
         0        101          0     -1,023       -471        371          0       -374          6          0          0          0         84       -195
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       21.9        0.0       40.9       13.1       10.0        0.0       30.4        0.0        3.1        0.0        0.0       46.0       24.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0         11          5          8          0          4          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    23,353
Positions
     2,414      4,632          6      6,330     11,051      1,926      2,512      1,545          0          0        920         55     10,110      3,218
 
Changes from:       May 25, 2021                                     Total Change is:       141
         3         18          0        406         24         -1       -150          0          0          0          0          0       -117        100
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       19.8        0.0       27.1       47.3        8.2       10.8        6.6        0.0        0.0        3.9        0.2       43.3       13.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          7          8          4          .          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   142,677
Positions
     6,278     39,807      1,991     50,370     55,423      1,682     43,765     20,533      4,639      1,396        674      1,040     31,516     16,887
 
Changes from:       May 25, 2021                                     Total Change is:      -907
       337     -1,903       -491     -2,656      2,613       -391      2,149     -1,643       -197     -1,422       -250      1,040        724        316
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       27.9        1.4       35.3       38.8        1.2       30.7       14.4        3.3        1.0        0.5        0.7       22.1       11.8
 
Number of Traders in Each Category                                    Total Traders:        97 
         4         10          6         21         11          8         27         18         12          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    34,646
Positions
       163     16,043          0     22,896          0          0      7,790     16,085          0      1,428      1,061         71      2,298      1,386
 
Changes from:       May 25, 2021                                     Total Change is:      -428
        30        306          0       -666          0          0        396     -1,076          0       -128        134         71       -131        137
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       46.3        0.0       66.1        0.0        0.0       22.5       46.4        0.0        4.1        3.1        0.2        6.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          6          0         12          0          0         18          7          0          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   160,399
Positions
     2,046     82,659        958     63,789      3,854        616     68,563     33,027     13,149      3,499     22,790          0      7,780      3,346
 
Changes from:       May 25, 2021                                     Total Change is:    12,868
     1,162      3,082        453      1,563       -388        213      2,148      2,579      6,978        296       -383        -51        106        385
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       51.5        0.6       39.8        2.4        0.4       42.7       20.6        8.2        2.2       14.2        0.0        4.9        2.1
 
Number of Traders in Each Category                                    Total Traders:       163 
         4          9          4         26          5          .         63         27         14         12         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    68,986
Positions
     9,738         20     19,683     15,562      2,374        241     14,402     41,760        124      4,753      2,431          0      4,483      2,353
 
Changes from:       May 25, 2021                                     Total Change is:     3,284
      -237       -167        727        300        114        161        656      1,846        -80        773        314        -64      1,048        433
 
Percent of Open Interest Represented by Each Category of Trader
      14.1        0.0       28.5       22.6        3.4        0.3       20.9       60.5        0.2        6.9        3.5        0.0        6.5        3.4
 
Number of Traders in Each Category                                    Total Traders:        74 
         .          .          .         13          4          .         17         16          .         10         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    46,379
Positions
     4,798     18,199        217     11,991      6,272        712     20,683     15,546      1,161        529      1,338         55      6,233      2,879
 
Changes from:       May 25, 2021                                     Total Change is:     2,127
        60       -120        195        726       -321          8        127      1,786        579         43       -157         36        353        121
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       39.2        0.5       25.9       13.5        1.5       44.6       33.5        2.5        1.1        2.9        0.1       13.4        6.2
 
Number of Traders in Each Category                                    Total Traders:        95 
         5          7          .         16          7          .         36         16          9          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    14,923
Positions
     1,441          0          0      6,585      3,162          0      4,626     10,313         48        662        150          0      1,561      1,250
 
Changes from:       May 25, 2021                                     Total Change is:       971
       280          0          0        223        -22          0        -70        914         38        541          0          0        -41         41
 
Percent of Open Interest Represented by Each Category of Trader
       9.7        0.0        0.0       44.1       21.2        0.0       31.0       69.1        0.3        4.4        1.0        0.0       10.5        8.4
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          0          0          5          4          0         13         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    51,827
Positions
    14,374     17,210        636     15,796      1,182        299      8,207      9,599      2,564        737     14,455          0      9,215      5,883
 
Changes from:       May 25, 2021                                     Total Change is:     2,209
       323      1,463       -153      1,463       -123        -34        375      1,132        118       -138       -551          0        254        356
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       33.2        1.2       30.5        2.3        0.6       15.8       18.5        4.9        1.4       27.9        0.0       17.8       11.4
 
Number of Traders in Each Category                                    Total Traders:       110 
        17         16          .         27          4          8         23         15         10          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is   103,654
Positions
    28,748     34,420      1,271     31,591      2,363        598     16,415     19,198      5,127      1,474     28,910          0     18,430     11,767
 
Changes from:       May 25, 2021                                     Total Change is:     4,417
       646      2,926       -306      2,925       -245        -68        750      2,265        236       -275     -1,102          0        509        711
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       33.2        1.2       30.5        2.3        0.6       15.8       18.5        4.9        1.4       27.9        0.0       17.8       11.4
 
Number of Traders in Each Category                                    Total Traders:       110 
        17         16          .         27          4          8         23         15         10          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    32,027
Positions
     2,700     27,859        386     23,720          0        726      1,571      2,482          0          0          0          0      2,924        574
 
Changes from:       May 25, 2021                                     Total Change is:       209
       894        380         20       -309          0          0       -320       -114          0          0          0          0        -76        -77
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       87.0        1.2       74.1        0.0        2.3        4.9        7.7        0.0        0.0        0.0        0.0        9.1        1.8
 
Number of Traders in Each Category                                    Total Traders:        31 
         4          7          .         15          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   707,114
Positions
    44,017    158,767     67,305    254,892     82,730     56,711     54,259     77,036    113,870     20,532     63,613      3,197     92,330     83,885
 
Changes from:       May 25, 2021                                     Total Change is:    -7,545
    -1,064     -2,172        248     -2,063     -4,756      1,364      2,059      3,145    -14,799      1,652      5,707       -647      5,705      4,364
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       22.5        9.5       36.0       11.7        8.0        7.7       10.9       16.1        2.9        9.0        0.5       13.1       11.9
 
Number of Traders in Each Category                                    Total Traders:       573 
        37         30         41        169         90        116         79         95        103         44         29         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    55,329
Positions
    16,015     11,575        406          0          0          0     20,944      5,393      8,135        300          0          0      9,528     29,820
 
Changes from:       May 25, 2021                                     Total Change is:    -2,989
       487      1,230        -91          0          0          0     -1,363     -5,954     -2,923       -100          0          0      1,000      4,748
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       20.9        0.7        0.0        0.0        0.0       37.9        9.7       14.7        0.5        0.0        0.0       17.2       53.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         5          4          .          0          0          0          9          8         14          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    15,117
Positions
     3,140     12,796          0      6,789        538          0      3,645        772          0          0          0          0      1,543      1,011
 
Changes from:       May 25, 2021                                     Total Change is:       918
         0        465          0         49         40          0      1,367        172          0          0          0          0       -498        241
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       84.6        0.0       44.9        3.6        0.0       24.1        5.1        0.0        0.0        0.0        0.0       10.2        6.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          7          0          4          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    32,488
Positions
    13,673     29,403          0     11,906          0          0      3,553      1,730        142          0          0          0      3,214      1,213
 
Changes from:       May 25, 2021                                     Total Change is:     1,523
     2,468        265          0     -2,167          0          0      1,244        656        142       -252          0          0         88        460
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       90.5        0.0       36.6        0.0        0.0       10.9        5.3        0.4        0.0        0.0        0.0        9.9        3.7
 
Number of Traders in Each Category                                    Total Traders:        37 
         5          8          0         15          0          0          6          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,258,924
Positions
   231,175    827,129    243,329  1,274,462    413,652    283,556    275,611    467,244    419,642    102,656    319,564     14,483    414,010    270,325
 
Changes from:       May 25, 2021                                     Total Change is:   -22,780
     9,524        269    -15,587    -10,317    -23,779      6,820    -15,698     12,682    -26,568      8,259     28,037     -2,736     23,522     -1,919
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       25.4        7.5       39.1       12.7        8.7        8.5       14.3       12.9        3.1        9.8        0.4       12.7        8.3
 
Number of Traders in Each Category                                    Total Traders:       569 
        37         30         39        169         90        116         79         91         98         44         29         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    52,476
Positions
     3,567     50,201          0     41,960        328        135      2,222      1,162          0          0          0          0      4,592        650
 
Changes from:       May 25, 2021                                     Total Change is:      -227
      -234        526          0      1,041          0       -886         -2          1          0          0          0          0       -146        132
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       95.7        0.0       80.0        0.6        0.3        4.2        2.2        0.0        0.0        0.0        0.0        8.8        1.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          7          0         21          .          .          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    13,910
Positions
     3,971     11,819          0      7,335        446          0          0        985          0          0          0          0      2,604        660
 
Changes from:       May 25, 2021                                     Total Change is:      -233
         0         96          0        -20          5          0          0       -364          0          0          0          0       -213         30
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       85.0        0.0       52.7        3.2        0.0        0.0        7.1        0.0        0.0        0.0        0.0       18.7        4.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          8          0          6          .          0          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    20,613
Positions
     2,937     18,709          0     13,017         38        313      1,705        316          0          0          0          0      2,641      1,237
 
Changes from:       May 25, 2021                                     Total Change is:      -255
       246        200          0        261        -85       -906        536        316          0          0          0          0       -392        220
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       90.8        0.0       63.1        0.2        1.5        8.3        1.5        0.0        0.0        0.0        0.0       12.8        6.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          7          0          9          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    13,287
Positions
     3,945     10,332          2      5,496      1,875        328        854          0          0          0          0          0      2,662        750
 
Changes from:       May 25, 2021                                     Total Change is:      -473
       581       -557          0        249         21       -377       -751          0          0          0          0          0       -175        440
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       77.8        0.0       41.4       14.1        2.5        6.4        0.0        0.0        0.0        0.0        0.0       20.0        5.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          8          .          6          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    44,581
Positions
     4,958     13,471        245     25,358     21,265      2,587      3,071      2,682          6          0          0          0      8,356      4,325
 
Changes from:       May 25, 2021                                     Total Change is:       -45
      -387        216          0        733       -485         20        269       -458          1          0          0          0       -681        661
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       30.2        0.5       56.9       47.7        5.8        6.9        6.0        0.0        0.0        0.0        0.0       18.7        9.7
 
Number of Traders in Each Category                                    Total Traders:        70 
         6         10          .         28         15         10          7          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    53,389
Positions
    14,663      6,495        874      9,774     10,429      1,475     11,542     15,082      5,199      1,644      3,631        190      8,026     10,012
 
Changes from:       May 25, 2021                                     Total Change is:         8
       444        308        -61        -12        349        -55        653        220       -760       -124        180        -30        -46       -141
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       12.2        1.6       18.3       19.5        2.8       21.6       28.2        9.7        3.1        6.8        0.4       15.0       18.8
 
Number of Traders in Each Category                                    Total Traders:       312 
        32         21         15         54         52         42         43         68         39         12         30         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   266,943
Positions
    73,314     32,476      4,372     48,872     52,144      7,376     57,712     75,411     25,996      8,218     18,154        952     40,132     50,061
 
Changes from:       May 25, 2021                                     Total Change is:        42
     2,220      1,540       -307        -60      1,743       -276      3,267      1,099     -3,802       -618        900       -152       -229       -703
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       12.2        1.6       18.3       19.5        2.8       21.6       28.2        9.7        3.1        6.8        0.4       15.0       18.8
 
Number of Traders in Each Category                                    Total Traders:       312 
        32         21         15         54         52         42         43         68         39         12         30         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is   156,766
Positions
         0     27,202          0        252          0          0     71,557    101,451      5,397      1,080        840        350     78,131     21,526
 
Changes from:       May 25, 2021                                     Total Change is:     6,735
         0      1,022          0       -104          0          0      4,921      7,830       -225        -25        -40          0      2,168     -1,853
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       17.4        0.0        0.2        0.0        0.0       45.6       64.7        3.4        0.7        0.5        0.2       49.8       13.7
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          0          .          0          0          8          7          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   465,599
Positions
   113,752     89,561      2,755    222,470    155,915     36,685     41,735     94,768     12,636      8,183     51,327        241     27,141     21,711
 
Changes from:       May 25, 2021                                     Total Change is:     5,126
    -3,474     -2,572       -828     11,783     -2,805     -4,372      1,917      7,495      1,079        500      5,214         54     -1,532      1,862
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       19.2        0.6       47.8       33.5        7.9        9.0       20.4        2.7        1.8       11.0        0.1        5.8        4.7
 
Number of Traders in Each Category                                    Total Traders:       336 
        30         14          5         96         51         49         43         66         30         15         21          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    32,360
Positions
     6,927     31,052          0     20,583        502          0      2,631        437          0          0          0          0      2,219        369
 
Changes from:       May 25, 2021                                     Total Change is:        46
         0          0          0        -15          0          0          0          0          0          0          0          0         61         46
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       96.0        0.0       63.6        1.6        0.0        8.1        1.4        0.0        0.0        0.0        0.0        6.9        1.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .         10          0         17          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    17,028
Positions
         0      6,602          0      9,785          0         11        888      5,863         57      1,116        927          0      5,171      3,568
 
Changes from:       May 25, 2021                                     Total Change is:     1,269
      -214        873          0         63          0          1        177       -162         51          0        247          0      1,191        259
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.8        0.0       57.5        0.0        0.1        5.2       34.4        0.3        6.6        5.4        0.0       30.4       21.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0         10          0          .          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    42,320
Positions
     9,394      6,434        461      9,592      1,850        395     14,263      4,430        365        863        911          0      6,987     27,474
 
Changes from:       May 25, 2021                                     Total Change is:       -22
     1,244        919         48       -176        -24         35     -1,753       -254       -353         60        672          0        873     -1,065
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       15.2        1.1       22.7        4.4        0.9       33.7       10.5        0.9        2.0        2.2        0.0       16.5       64.9
 
Number of Traders in Each Category                                    Total Traders:        58 
         9          9          .         13          .          .         16          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   402,474
Positions
    27,690    250,278      7,153    261,740     66,820     64,496     24,125      5,321        951      6,387      2,041         49      9,883      5,365
 
Changes from:       May 25, 2021                                     Total Change is:    -3,621
      -580     -2,397       -459     -8,727      2,896        159      6,312       -977        -21         51     -2,017          3       -359       -808
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       62.2        1.8       65.0       16.6       16.0        6.0        1.3        0.2        1.6        0.5        0.0        2.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       184 
        12         15          6         76         39         45         25          8          8          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                          
CFTC Code #244042                                                    Open Interest is 1,079,554
Positions
    98,187    578,478      8,918    693,871    246,739    106,430     88,220     55,339      4,604     37,081     57,659      5,936     36,307     15,451
 
Changes from:       May 25, 2021                                     Total Change is:    -4,178
    -9,146      3,234        455     -4,164    -16,679        323      4,834      5,576       -388     -2,268     -1,571      2,188      3,988      2,684
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       53.6        0.8       64.3       22.9        9.9        8.2        5.1        0.4        3.4        5.3        0.5        3.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       417 
        27         19          8        174         65         86         63         27         25         26         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   198,673
Positions
    36,157    155,848     24,166     15,756      6,747      2,781    109,984        416      8,511      1,031        137          0        287         67
 
Changes from:       May 25, 2021                                     Total Change is:      -594
       -25      1,681     -1,813         91          0       -105      1,637         23       -380          0          0          0          1          0
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       78.4       12.2        7.9        3.4        1.4       55.4        0.2        4.3        0.5        0.1        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        83 
        10         18         15         13          .          .         30          .          4          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,292,106
Positions
     4,703     96,216     17,622    613,320    325,620    243,273     49,427    233,334     88,480    101,440     56,805      9,007    164,834    221,750
 
Changes from:       May 25, 2021                                     Total Change is:   -87,601
    -1,201      6,710     -1,318    -13,130      2,958    -10,476     -3,964     -2,433    -70,173     35,766     13,044       -225    -22,880    -25,689
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        7.4        1.4       47.5       25.2       18.8        3.8       18.1        6.8        7.9        4.4        0.7       12.8       17.2
 
Number of Traders in Each Category                                    Total Traders:       201 
         6         20         19         57         43         61         13         42         38         11          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,188,955
Positions
    25,630     96,972      2,262    672,795    318,148    200,633     65,421    349,349     25,185     66,857     29,197          0    130,172    167,209
 
Changes from:       May 25, 2021                                     Total Change is:   -46,033
     2,060     -3,576     -5,363     13,999     13,209     -8,365      4,888      4,142    -29,995       -261      7,974          0    -22,996    -24,059
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        8.2        0.2       56.6       26.8       16.9        5.5       29.4        2.1        5.6        2.5        0.0       10.9       14.1
 
Number of Traders in Each Category                                    Total Traders:       162 
         4         11          .         70         31         61          7         27         16          5          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,255,792
Positions
   171,411    166,669     22,056    970,527    454,724    300,581    417,575  1,067,540     64,565    151,163     60,656      1,203    156,711    117,798
 
Changes from:       May 25, 2021                                     Total Change is:   -64,014
   -14,596    -32,451     -4,149     38,684     24,987    -16,743     20,833     23,179    -30,290     -9,743      3,965    -22,079    -25,931    -10,433
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        7.4        1.0       43.0       20.2       13.3       18.5       47.3        2.9        6.7        2.7        0.1        6.9        5.2
 
Number of Traders in Each Category                                    Total Traders:       315 
        11         33         12        105         33         75         50         46         32         24         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 5,015,288
Positions
   137,894    237,794     97,493  1,547,820  1,621,926    797,773  1,306,763    700,028    504,434    209,149    365,479     76,985    336,977    613,376
 
Changes from:       May 25, 2021                                     Total Change is:   -22,726
   -16,214    -16,334    -19,579     55,525     73,227    -88,373    125,811     78,182    -43,928     34,817     76,639     -2,522    -68,264    -80,039
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        4.7        1.9       30.9       32.3       15.9       26.1       14.0       10.1        4.2        7.3        1.5        6.7       12.2
 
Number of Traders in Each Category                                    Total Traders:       435 
        18         38         36         77        106        109         63         84         86         19         30         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,659,205
Positions
   111,653     27,572      5,313    479,000    633,197    168,170    650,560    360,929     70,731     53,151    118,049        683    119,944    274,561
 
Changes from:       May 25, 2021                                     Total Change is:    17,609
   -16,268        482     -5,242      7,580      8,455      4,182     16,880     -3,056     18,640     15,946     19,152        683    -24,792    -25,687
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        1.7        0.3       28.9       38.2       10.1       39.2       21.8        4.3        3.2        7.1        0.0        7.2       16.5
 
Number of Traders in Each Category                                    Total Traders:       164 
         8          7          8         21         62         52         25         23         20          .         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,743,973
Positions
    68,201    125,057     51,876  1,750,884  1,112,675    643,953    386,619    905,062    292,891    227,754    198,217     13,533    308,262    400,709
 
Changes from:       May 25, 2021                                     Total Change is:  -160,752
     5,891    -17,465     -3,302     59,324    -17,572     14,667    -71,678     42,849   -129,313      6,829     11,118    -12,832    -30,337    -48,902
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        3.3        1.4       46.8       29.7       17.2       10.3       24.2        7.8        6.1        5.3        0.4        8.2       10.7
 
Number of Traders in Each Category                                    Total Traders:       331 
        11         29         20         79         66         83         34         77         51          9         26          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,007,796
Positions
   442,649    149,622    237,207     13,400      1,701      7,513     63,981    351,924    223,511      1,327      5,954          0     18,208     30,364
 
Changes from:       May 25, 2021                                     Total Change is:  -113,591
    28,004    -29,559    -59,964     -9,633    -11,204     -1,838    -19,336     38,921    -49,697        727       -746          0     -1,854        496
 
Percent of Open Interest Represented by Each Category of Trader
      43.9       14.8       23.5        1.3        0.2        0.7        6.3       34.9       22.2        0.1        0.6        0.0        1.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       100 
        23         25         45          .          .          5         17         24         34          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is25,165,194
Positions
 3,054,039  1,550,660  3,370,274    550,901  1,226,709  1,978,159  1,216,715  1,620,324 13,873,253     70,275    305,513    317,439    734,138    922,862
 
Changes from:       May 25, 2021                                     Total Change is:   623,438
   145,779    -36,547    118,433     48,560    -30,120     39,404   -143,578    163,149    395,654      5,815      6,373       -700     14,071    -32,208
 
Percent of Open Interest Represented by Each Category of Trader
      12.1        6.2       13.4        2.2        4.9        7.9        4.8        6.4       55.1        0.3        1.2        1.3        2.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       311 
        35         42         74         23         21         37         50         89        114         11         33         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   569,712
Positions
    91,823    138,037    171,048     13,990      2,777      7,839    140,493    105,435    136,334      2,847      3,815      4,233      1,105        194
 
Changes from:       May 25, 2021                                     Total Change is:    19,998
   -11,913       -325      5,275         62         49     -1,398     41,727     29,717    -13,539        169      1,046       -819        434         -8
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       24.2       30.0        2.5        0.5        1.4       24.7       18.5       23.9        0.5        0.7        0.7        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:       111 
        19         25         25          .          4          .         16         29         35          6          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   179,624
Positions
    21,101     68,147     24,077      4,535      8,994      2,256     85,301     36,369     38,168      3,130        578        987         69         48
 
Changes from:       May 25, 2021                                     Total Change is:   -61,279
   -15,256    -25,836     -8,823      3,033     -3,541      1,618    -38,591    -20,799     -3,007       -197       -745        -68         12        -78
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       37.9       13.4        2.5        5.0        1.3       47.5       20.2       21.2        1.7        0.3        0.5        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        86 
        11         20         12          .          5          .         25         17         27          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   166,964
Positions
         0     53,987          0      1,527      2,196          0      2,204     21,021     89,134     74,088        500          0         11        126
 
Changes from:       May 25, 2021                                     Total Change is:    -5,661
         0     -2,573          0       -702         89          0         11        182     -3,370     -1,600          0          0          0         11
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       32.3        0.0        0.9        1.3        0.0        1.3       12.6       53.4       44.4        0.3        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          8          0          .          5          0          .          6          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    39,662
Positions
     8,301        581     13,215          0         65          0      2,222      8,236     15,218        460      2,066        246          0         35
 
Changes from:       May 25, 2021                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      20.9        1.5       33.3        0.0        0.2        0.0        5.6       20.8       38.4        1.2        5.2        0.6        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          0          .          0          .          5          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     7,602
Positions
       228        145         80        424        619         31      2,081      4,957        524      2,144        323         83      2,007        841
 
Changes from:       May 25, 2021                                     Total Change is:    -1,774
      -153         13         15        -41        -32        -29       -151       -813       -297       -420        -61       -474       -224        -96
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        1.9        1.1        5.6        8.1        0.4       27.4       65.2        6.9       28.2        4.2        1.1       26.4       11.1
 
Number of Traders in Each Category                                    Total Traders:        78 
         .          .          .          4          .          .         22         23          9         17          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    13,050
Positions
         0         28          0        210          0          0      3,375      6,993      2,041      2,273      2,818        208      4,943        962
 
Changes from:       May 25, 2021                                     Total Change is:   -23,999
         0     -8,718          0         50          0          0    -25,258    -15,473      1,511       -781        509        -73        552     -1,755
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.2        0.0        1.6        0.0        0.0       25.9       53.6       15.6       17.4       21.6        1.6       37.9        7.4
 
Number of Traders in Each Category                                    Total Traders:        85 
         0          .          0          .          0          0          9          9          .         50         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     2,819
Positions
         0          0          0          0         64          0      1,177      2,310         12        416         34         33      1,181        366
 
Changes from:       May 25, 2021                                     Total Change is:      -846
        -6          0        -38          0          2          0       -403       -316        -97       -310       -259        -37         45       -101
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        2.3        0.0       41.8       81.9        0.4       14.8        1.2        1.2       41.9       13.0
 
Number of Traders in Each Category                                    Total Traders:        38 
         0          0          0          0          .          0         15         14          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    48,079
Positions
     2,707      9,136          0      9,034      9,697        912     19,967     18,315      4,094      3,928      1,345        215      7,223      4,365
 
Changes from:       May 25, 2021                                     Total Change is:     5,000
    -1,001      1,079          0        592        511         -1      5,715      2,126        280     -1,641        210         -1      1,057        796
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       19.0        0.0       18.8       20.2        1.9       41.5       38.1        8.5        8.2        2.8        0.4       15.0        9.1
 
Number of Traders in Each Category                                    Total Traders:       125 
         .          .          0          9          9          .         19         40          9         28         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   334,983
Positions
    59,146     18,458     11,257    112,024     82,855     31,245     32,830    100,361     57,336      5,102      2,215      5,307     20,736     25,949
 
Changes from:       May 25, 2021                                     Total Change is:    -2,207
     2,731     -2,082        -71     -6,964     14,498       -340      3,354     -9,855      3,887       -193     -1,858     -4,295       -316     -2,091
 
Percent of Open Interest Represented by Each Category of Trader
      17.7        5.5        3.4       33.4       24.7        9.3        9.8       30.0       17.1        1.5        0.7        1.6        6.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       164 
        12         12         17         17         33         22         29         42         47          .          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    45,803
Positions
     6,349      8,559         40     37,116      1,246          0        572     35,869          0      1,295          0          1        430         88
 
Changes from:       May 25, 2021                                     Total Change is:      -138
       333       -314          0       -174         25          0       -317        172          0         62          0          0        -42        -21
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       18.7        0.1       81.0        2.7        0.0        1.2       78.3        0.0        2.8        0.0        0.0        0.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        56 
         5          4          .         14          4          0          5          7          0         17          0          .
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Updated June 04, 2021