BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,668
COMMITMENTS
     992      952      483    7,678    7,885    9,153    9,320      515      348

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:       -754)
     204     -307      -27   -1,050     -375     -873     -709      119      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      9.8      5.0     79.4     81.6     94.7     96.4      5.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        7        7       27       24       35       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,138
COMMITMENTS
  11,524    3,893    1,006    8,238   13,081   20,768   17,980    2,370    5,158

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -2,663)
     150   -1,312     -452   -2,179     -851   -2,481   -2,615     -182      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8     16.8      4.3     35.6     56.5     89.8     77.7     10.2     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      21       15       15       18       25       47       47                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,778
COMMITMENTS
   1,375      500      505    6,448    7,155    8,328    8,160      450      618

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,541)
     111       79     -170   -1,455   -1,482   -1,514   -1,573      -27       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      5.7      5.8     73.5     81.5     94.9     93.0      5.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        6       33       23       39       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,871
COMMITMENTS
      29    3,732      451    5,031    1,390    5,511    5,573      360      298

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:       -304)
     -17      -15      -99     -199     -182     -315     -296       11       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     63.6      7.7     85.7     23.7     93.9     94.9      6.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        5       15       10       20       17                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      219,163
COMMITMENTS
  75,750   68,397   43,567   81,299   83,395  200,616  195,359   18,547   23,804

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      1,956)
  -1,383      422    2,349     -724   -3,332      242     -561    1,714    2,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     31.2     19.9     37.1     38.1     91.5     89.1      8.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      75       99       95       52       67      195      207                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      267,373
COMMITMENTS
  69,927   42,290   45,612  121,567  146,376  237,106  234,278   30,267   33,095

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:       -957)
  -3,831    2,021   -4,166    6,109   -1,170   -1,888   -3,315      931    2,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     15.8     17.1     45.5     54.7     88.7     87.6     11.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      87       77       96      105      128      247      267                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,527
COMMITMENTS
     420      457       22    1,202    1,307    1,644    1,786      883      741

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:        -34)
     -50       16       -4       51       22       -3       34      -31      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     18.1      0.9     47.6     51.7     65.1     70.7     34.9     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5       12        4        9        9       17       22                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,051
COMMITMENTS
   9,800    8,968    5,404   11,194    8,189   26,398   22,561    5,653    9,490

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      1,654)
    -111      563    1,050      600     -414    1,539    1,199      115      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     28.0     16.9     34.9     25.5     82.4     70.4     17.6     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      29       43       38       37       49       94      113                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       22,801
COMMITMENTS
     683    9,052      760   20,988   12,122   22,431   21,934      370      867

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -3,815)
    -140   -1,500     -241   -3,445   -1,988   -3,826   -3,729       11      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     39.7      3.3     92.0     53.2     98.4     96.2      1.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      10       10       10       25       22       42       35                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       39,992
COMMITMENTS
  15,994    5,212      739   21,584   32,674   38,317   38,625    1,675    1,367

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     13,784)
     478      958      658   12,207   12,250   13,343   13,866      441      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     13.0      1.8     54.0     81.7     95.8     96.6      4.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9       13        3        9       11       21       26                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,459
COMMITMENTS
  22,298   47,127    1,045   69,735   44,625   93,078   92,797   27,381   27,662

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -8,017)
   2,524   -5,785     -157   -9,219   -2,089   -6,852   -8,031   -1,165       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     39.1      0.9     57.9     37.0     77.3     77.0     22.7     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      21       25       11       33       34       60       64                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,580
COMMITMENTS
  10,463    8,697      206   16,366   20,646   27,035   29,549   14,545   12,031

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      1,228)
  -2,901    4,322       86    1,934   -1,540     -881    2,868    2,109   -1,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     20.9      0.5     39.4     49.7     65.0     71.1     35.0     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        7        3       16       13       22       23                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      135,937
COMMITMENTS
  58,953   59,799    1,032   70,393   70,805  130,378  131,636    5,559    4,301

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     13,323)
   2,290   11,453     -582   11,059    2,750   12,767   13,621      556     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     44.0      0.8     51.8     52.1     95.9     96.8      4.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      45       38       11       25       30       76       74                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      185,606
COMMITMENTS
  28,893   52,941    7,868  127,992   93,880  164,753  154,689   20,853   30,917

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -4,532)
   1,923  -10,073    1,428   -8,641    1,650   -5,290   -6,995      758    2,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     28.5      4.2     69.0     50.6     88.8     83.3     11.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      17       26       16       31       49       60       80                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      155,159
COMMITMENTS
  48,862   31,400    2,898   82,366   95,668  134,126  129,966   21,033   25,193

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -3,584)
 -13,096    2,021     -500   10,260   -4,926   -3,336   -3,405     -248     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     20.2      1.9     53.1     61.7     86.4     83.8     13.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      24       25       11       34       35       63       66                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      592,915
COMMITMENTS
 184,669   89,020    7,615  316,909  450,627  509,193  547,262   83,722   45,653

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      9,531)
  10,257   -4,152   -7,216    4,122   20,642    7,163    9,274    2,368      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     15.0      1.3     53.4     76.0     85.9     92.3     14.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      77       45       26      110       76      196      138                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       25,066
COMMITMENTS
   2,952    4,348    1,775    7,163   14,793   11,890   20,916   13,176    4,150

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      1,854)
    -305      609    1,632      -58      -28    1,269    2,213      585     -359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     17.3      7.1     28.6     59.0     47.4     83.4     52.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        6        4       11        9       19       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,217
COMMITMENTS
   7,962   20,976      221   17,235    3,457   25,418   24,654    1,799    2,563

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:        863)
  -1,141     -130      121    1,647      914      627      905      236      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     77.1      0.8     63.3     12.7     93.4     90.6      6.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14       22        3        7        7       24       31                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       46,711
COMMITMENTS
  15,165   26,406      858   27,179   15,561   43,202   42,825    3,509    3,886

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:        174)
     847     -835     -206   -1,025    2,439     -384    1,398      558   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     56.5      1.8     58.2     33.3     92.5     91.7      7.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      25       24        8       16       13       44       42                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       16,869
COMMITMENTS
   7,289    3,601    1,279    7,623   10,846   16,191   15,726      678    1,143

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      3,991)
   1,250      855    1,176    1,363    1,976    3,789    4,007      202      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     21.3      7.6     45.2     64.3     96.0     93.2      4.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       11        3        6        9       14       21                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,021,885
COMMITMENTS
 1532297  1570788  3270787  5582739  5481969 10385823 10323544  636,062  698,341

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      6,390)
  69,653  -91,093    8,306  -75,429   71,707    2,530  -11,080    3,860   17,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     14.3     29.7     50.7     49.7     94.2     93.7      5.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      57       49       82      111      121      210      215                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        9,565
COMMITMENTS
   6,817    8,760      243       32        0    7,092    9,003    2,473      562

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:        741)
     903      694      -35       -3        0      865      659     -124       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.3     91.6      2.5      0.3      0.0     74.1     94.1     25.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      45       24       10        1        0       52       28                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      173,324
COMMITMENTS
  25,381   36,510   29,818  118,004  106,920  173,203  173,248      121       76

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:        311)
  -6,718      830     -373    7,409     -135      318      322       -7      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     21.1     17.2     68.1     61.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      14       17       20       14       23       39       50                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      259,683
COMMITMENTS
  23,201   92,784   21,686  214,726  144,107  259,613  258,577       70    1,106

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     44,035)
  -4,879   15,245    2,904   46,037   25,872   44,062   44,021      -27       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     35.7      8.4     82.7     55.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
       9       32       27       18       42       45       83                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      766,888
COMMITMENTS
  74,970  105,326   37,576  523,104  480,002  635,649  622,904  131,238  143,984

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     16,058)
   2,205     -599    3,538   10,225   19,676   15,969   22,615       89   -6,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     13.7      4.9     68.2     62.6     82.9     81.2     17.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      582)
      94      110       66      263      275      389      419                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      111,325
COMMITMENTS
  22,839    7,569      700   82,272   26,827  105,811   35,096    5,514   76,229

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      3,586)
   3,742      471      411      -84    7,000    4,069    7,882     -483   -4,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      6.8      0.6     73.9     24.1     95.0     31.5      5.0     68.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        3        1       15       10       21       14                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| 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:       11,751
COMMITMENTS
     715      515        0    8,861    7,962    9,576    8,477    2,175    3,274

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:       -944)
    -836      -85        0     -719     -431   -1,555     -516      611     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      4.4      0.0     75.4     67.8     81.5     72.1     18.5     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       13        9       15       10                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,277,813
COMMITMENTS
 374,110  602,239   70,924  2204158  2265877  2649192  2939040  628,621  338,773

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     62,360)
   2,302    4,635    5,651   51,547   63,379   59,500   73,665    2,860  -11,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     18.4      2.2     67.2     69.1     80.8     89.7     19.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      582)
      94      110       63      261      272      385      415                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       11,844
COMMITMENTS
   1,809      220        3    4,801   11,341    6,613   11,564    5,231      280

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      1.9      0.0     40.5     95.8     55.8     97.6     44.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       10        9       12       10                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:        9,258
COMMITMENTS
       0      260        0    7,971    7,644    7,971    7,904    1,287    1,354

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      0.0     86.1     82.6     86.1     85.4     13.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11        8       11        9                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       63,087
COMMITMENTS
   6,130    3,759      535   48,316   52,333   54,981   56,627    8,106    6,460

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:     -1,954)
    -223     -867      194   -2,380   -2,214   -2,409   -2,887      455      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      6.0      0.8     76.6     83.0     87.2     89.8     12.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7        5        5       40       35       49       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       43,255
COMMITMENTS
  13,478   11,447    1,062   22,592   23,319   37,132   35,827    6,123    7,427

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      1,308)
    -228      260      442      919     -271    1,132      430      176      878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     26.5      2.5     52.2     53.9     85.8     82.8     14.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      66       54       24      105      104      182      172                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      216,274
COMMITMENTS
  67,392   57,235    5,308  112,958  116,594  185,658  179,137   30,616   37,137

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      6,540)
  -1,142    1,298    2,208    4,593   -1,354    5,659    2,152      881    4,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     26.5      2.5     52.2     53.9     85.8     82.8     14.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      66       54       24      105      104      182      172                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      138,936
COMMITMENTS
  29,912   66,487    4,331   87,115   43,474  121,358  114,292   17,578   24,644

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      3,558)
   3,341     -875    3,121   -4,523    5,688    1,939    7,934    1,619   -4,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     47.9      3.1     62.7     31.3     87.3     82.3     12.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      18       22       10       29       30       53       56                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      577,962
COMMITMENTS
  95,561   85,168    6,799  454,143  464,282  556,503  556,249   21,459   21,713

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      7,388)
  -1,218    4,916   -1,067    5,561    4,129    3,276    7,978    4,112     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     14.7      1.2     78.6     80.3     96.3     96.2      3.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      52       49       28      148      140      216      201                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       23,196
COMMITMENTS
   4,538   10,511      590   13,686    8,022   18,814   19,123    4,382    4,073

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      5,819)
   1,420    2,646      589    2,920    3,351    4,929    6,586      890     -767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     45.3      2.5     59.0     34.6     81.1     82.4     18.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        9        2        7        6       15       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,387
COMMITMENTS
  12,965    6,215    1,547   31,436   28,669   45,948   36,431    7,439   16,956

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      7,316)
     955    1,038    1,279    3,764    2,872    5,998    5,189    1,318    2,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     11.6      2.9     58.9     53.7     86.1     68.2     13.9     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      15       13        8       30       33       49       50                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 06/09/20                         |
--------------------------------------------------------------| 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:      150,430
COMMITMENTS
  56,657       68    3,581   89,924  146,739  150,162  150,388      268       42

CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST:      4,439)
  -2,919        3    1,882    5,433    2,652    4,396    4,537       43      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      0.0      2.4     59.8     97.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      29        2        6       40       26       72       33                  



Updated June 12, 2020