BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,422
COMMITMENTS
     788    1,259      510    8,728    8,260   10,026   10,029      396      393

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         12)
      36        8      -31       19      102       24       79      -12      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     12.1      4.9     83.7     79.3     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        7        6       29       26       36       35                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,801
COMMITMENTS
  11,374    5,205    1,458   10,417   13,932   23,249   20,595    2,552    5,206

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,362)
     460     -405      175      336    1,572      971    1,342      391       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     20.2      5.7     40.4     54.0     90.1     79.8      9.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15       21       20       27       30       55       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,319
COMMITMENTS
   1,264      421      675    7,903    8,637    9,842    9,733      477      586

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        295)
     -62       46       36      322      118      296      200       -1       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      4.1      6.5     76.6     83.7     95.4     94.3      4.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        5        6       38       24       44       32                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,175
COMMITMENTS
      46    3,747      550    5,230    1,572    5,826    5,869      349      306

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         96)
      12       64        3       68       35       83      102       13       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     60.7      8.9     84.7     25.5     94.3     95.0      5.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        6        6       18       11       25       18                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      217,207
COMMITMENTS
  77,133   67,975   41,218   82,023   86,727  200,374  195,920   16,833   21,287

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        274)
   4,254    8,035   -3,057      -85   -4,997    1,112      -19     -838      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     31.3     19.0     37.8     39.9     92.3     90.2      7.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      77      101       95       55       68      200      212                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      268,330
COMMITMENTS
  73,758   40,269   49,778  115,458  147,546  238,994  237,593   29,336   30,737

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      8,158)
   3,051    4,223      -66    5,876    4,974    8,861    9,131     -703     -973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     15.0     18.6     43.0     55.0     89.1     88.5     10.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      89       82      106      105      128      258      273                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,561
COMMITMENTS
     470      441       26    1,151    1,285    1,647    1,752      914      809

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:          2)
      33      -92      -17      -99       35      -83      -74       85       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     17.2      1.0     44.9     50.2     64.3     68.4     35.7     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5       10        4        9        9       17       20                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,397
COMMITMENTS
   9,911    8,405    4,354   10,594    8,603   24,859   21,362    5,538    9,035

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,436)
   1,938      771     -460      123      520    1,601      831     -165      605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     27.7     14.3     34.9     28.3     81.8     70.3     18.2     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      29       43       36       33       54       86      116                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,616
COMMITMENTS
     823   10,552    1,001   24,433   14,110   26,257   25,663      359      953

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        328)
      71      134      -10      183      229      244      353       84      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     39.6      3.8     91.8     53.0     98.7     96.4      1.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      11       11        9       27       28       43       43                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       26,208
COMMITMENTS
  15,516    4,254       81    9,377   20,424   24,974   24,759    1,234    1,449

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        806)
   4,698      637        2   -3,729      363      971    1,002     -165     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.2     16.2      0.3     35.8     77.9     95.3     94.5      4.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12       11        2        7        8       20       20                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      128,476
COMMITMENTS
  19,774   52,912    1,202   78,954   46,714   99,930  100,828   28,546   27,648

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -1,373)
  -2,070   -2,886     -309    1,127    4,961   -1,252    1,766     -121   -3,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     41.2      0.9     61.5     36.4     77.8     78.5     22.2     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      19       28        9       34       31       57       64                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,352
COMMITMENTS
  13,364    4,375      120   14,432   22,186   27,916   26,681   12,436   13,671

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,280)
     118     -132       99     -161      747       56      714    1,224      566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     10.8      0.3     35.8     55.0     69.2     66.1     30.8     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        7        2       17       12       23       21                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      122,614
COMMITMENTS
  56,663   48,346    1,614   59,334   68,055  117,611  118,015    5,003    4,599

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -6,338)
  13,369    9,743      -99  -19,675   -5,493   -6,405    4,151       67  -10,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     39.4      1.3     48.4     55.5     95.9     96.2      4.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      42       44       11       22       34       71       83                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      190,138
COMMITMENTS
  26,970   63,014    6,440  136,633   92,230  170,043  161,684   20,095   28,454

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,488)
 -12,222    1,565      642   12,377    3,263      797    5,470      691   -3,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     33.1      3.4     71.9     48.5     89.4     85.0     10.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      16       32       13       32       52       58       87                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      158,743
COMMITMENTS
  61,958   29,379    3,398   72,106  100,594  137,462  133,371   21,281   25,372

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,916)
   4,085    6,113      817   -2,132   -7,866    2,770     -936     -854    2,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     18.5      2.1     45.4     63.4     86.6     84.0     13.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      29       30        9       34       39       66       75                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      583,384
COMMITMENTS
 174,412   93,172   14,831  312,787  429,985  502,030  537,988   81,354   45,396

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     26,635)
    -622   -6,640    7,652   14,368   25,310   21,398   26,322    5,237      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     16.0      2.5     53.6     73.7     86.1     92.2     13.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      79       49       26      107       76      193      144                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,212
COMMITMENTS
   3,257    3,739      143    7,221   14,821   10,621   18,703   12,591    4,509

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        341)
     335       86       25      158      135      518      246     -177       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     16.1      0.6     31.1     63.9     45.8     80.6     54.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        2       11        9       18       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       26,354
COMMITMENTS
   9,103   21,106      100   15,588    2,543   24,791   23,749    1,563    2,605

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -1,023)
    -448      397     -247      218     -500     -477     -350     -546     -673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     80.1      0.4     59.1      9.6     94.1     90.1      5.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13       18        1        7        7       21       26                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       46,537
COMMITMENTS
  14,318   27,241    1,064   28,204   13,122   43,586   41,427    2,951    5,110

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        869)
   2,100      -20       16   -1,480    1,412      636    1,408      233     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     58.5      2.3     60.6     28.2     93.7     89.0      6.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      22       31       10       16       14       43       50                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       12,878
COMMITMENTS
   6,039    2,746      103    6,260    8,870   12,402   11,719      476    1,159

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -3,116)
    -825   -2,881       93   -2,524      137   -3,256   -2,651      140     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     21.3      0.8     48.6     68.9     96.3     91.0      3.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        8        2        5        6       13       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,015,495
COMMITMENTS
 1462644  1661881  3262481  5658168  5410262 10383293 10334624  632,202  680,871

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:    154,551)
 -90,073  -50,016  112,964  135,940  169,815  158,831  232,763   -4,280  -78,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     15.1     29.6     51.4     49.1     94.3     93.8      5.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      55       49       79      117      120      215      210                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        8,824
COMMITMENTS
   5,914    8,066      278       35        0    6,227    8,344    2,597      480

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        102)
    -120      382     -124       35        0     -209      258      311     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     91.4      3.2      0.4      0.0     70.6     94.6     29.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      44       23        9        1        0       51       26                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      173,013
COMMITMENTS
  32,099   35,680   30,191  110,595  107,055  172,885  172,926      128       87

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      3,443)
     131    6,871    1,141    2,257      778    3,529    8,790      -86   -5,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     20.6     17.5     63.9     61.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       14       19       15       24       42       50                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      215,648
COMMITMENTS
  28,080   77,539   18,782  168,689  118,235  215,551  214,556       97    1,092

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:    -71,283)
  -3,991  -13,518   -3,874  -63,457  -51,673  -71,322  -69,065       39   -2,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     36.0      8.7     78.2     54.8    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      16       24       27       20       40       48       81                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      750,830
COMMITMENTS
  72,765  105,925   34,038  512,878  460,327  619,680  600,289  131,149  150,541

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      2,006)
   6,851      727     -939   -1,661    5,281    4,251    5,068   -2,244   -3,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     14.1      4.5     68.3     61.3     82.5     80.0     17.5     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      597)
      94      111       57      271      283      396      420                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      107,739
COMMITMENTS
  19,097    7,098      289   82,356   19,827  101,742   27,214    5,997   80,525

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -500)
  -1,205    2,853     -711    1,662     -782     -254    1,360     -246   -1,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      6.6      0.3     76.4     18.4     94.4     25.3      5.6     74.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        2        1       14        5       20        8                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       12,695
COMMITMENTS
   1,551      600        0    9,580    8,393   11,131    8,993    1,564    3,702

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,816)
   1,039        0        0      849     -489    1,888     -489      -72    2,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      4.7      0.0     75.5     66.1     87.7     70.8     12.3     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        0       15       11       18       12                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,215,453
COMMITMENTS
 371,808  597,604   65,273  2152611  2202498  2589692  2865375  625,761  350,078

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     12,532)
  45,208   -5,704   -6,068  -16,617   30,313   22,523   18,541   -9,991   -6,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     18.6      2.0     66.9     68.5     80.5     89.1     19.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      597)
      94      111       54      268      282      391      418                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       65,041
COMMITMENTS
   6,353    4,626      341   50,696   54,547   57,390   59,514    7,651    5,527

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -2,241)
    -186     -854       16   -2,020   -1,746   -2,190   -2,584      -51      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      7.1      0.5     77.9     83.9     88.2     91.5     11.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       7        8        3       42       35       50       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       41,947
COMMITMENTS
  13,707   11,187      620   21,673   23,590   36,000   35,397    5,947    6,550

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        -54)
     -41   -1,872     -127      886    1,780      718     -220     -772      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     26.7      1.5     51.7     56.2     85.8     84.4     14.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      65       58       28      103      100      183      172                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      209,734
COMMITMENTS
  68,534   55,937    3,100  108,365  117,948  179,999  176,985   29,735   32,749

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -268)
    -204   -9,362     -634    4,429    8,898    3,591   -1,098   -3,859      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     26.7      1.5     51.7     56.2     85.8     84.4     14.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      65       58       28      103      100      183      172                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      135,378
COMMITMENTS
  26,571   67,362    1,210   91,638   37,786  119,419  106,358   15,959   29,020

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -1,542)
   1,041    1,294      638   -2,878   -2,493   -1,199     -561     -343     -981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     49.8      0.9     67.7     27.9     88.2     78.6     11.8     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      12       23        8       29       31       45       58                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      570,574
COMMITMENTS
  96,779   80,252    7,866  448,582  460,153  553,227  548,271   17,347   22,303

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      6,980)
  -8,194    4,066    1,131   14,360    2,804    7,297    8,001     -317   -1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     14.1      1.4     78.6     80.6     97.0     96.1      3.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      55       53       23      147      136      217      197                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       17,377
COMMITMENTS
   3,118    7,865        1   10,766    4,671   13,885   12,537    3,492    4,840

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      2,461)
     408    2,322        1    1,900      197    2,309    2,520      152      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     45.3      0.0     62.0     26.9     79.9     72.1     20.1     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        8        1        8        6       13       14                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       46,071
COMMITMENTS
  12,010    5,177      268   27,672   25,797   39,950   31,242    6,121   14,829

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      3,952)
   3,252    1,799      -52      956    5,641    4,156    7,388     -204   -3,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     11.2      0.6     60.1     56.0     86.7     67.8     13.3     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      18       10        5       27       34       45       49                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      145,991
COMMITMENTS
  59,576       65    1,699   84,491  144,087  145,766  145,851      225      140

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -2,175)
     974        0       68   -3,209   -2,344   -2,167   -2,276       -8      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8      0.0      1.2     57.9     98.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      27        1        4       34       26       62       31                  



Updated June 05, 2020