BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,967
COMMITMENTS
     984    1,090      446    8,012    8,053    9,442    9,589      525      378

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        299)
      -8      138      -37      334      168      289      269       10       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     10.9      4.5     80.4     80.8     94.7     96.2      5.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        7        7       26       25       34       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,512
COMMITMENTS
  12,090    4,003    1,271    8,634   13,860   21,995   19,134    2,517    5,378

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      1,374)
     566      110      265      396      779    1,227    1,154      147      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.3     16.3      5.2     35.2     56.5     89.7     78.1     10.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20       15       19       21       26       50       51                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,956
COMMITMENTS
   1,359      456      504    6,617    7,424    8,480    8,384      476      572

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        178)
     -16      -44       -1      169      269      152      224       26      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      5.1      5.6     73.9     82.9     94.7     93.6      5.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        6       35       23       41       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,894
COMMITMENTS
      22    3,752      455    5,064    1,392    5,541    5,599      353      295

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:         23)
      -7       20        4       33        2       30       26       -7       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     63.7      7.7     85.9     23.6     94.0     95.0      6.0      5.0

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 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      219,891
COMMITMENTS
  74,402   63,426   48,386   78,002   84,063  200,790  195,875   19,101   24,016

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        728)
  -1,348   -4,971    4,819   -3,297      668      174      516      554      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     28.8     22.0     35.5     38.2     91.3     89.1      8.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      72      107       96       53       68      196      214                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      272,003
COMMITMENTS
  67,714   43,710   49,661  125,132  144,942  242,507  238,313   29,496   33,690

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      4,630)
  -2,213    1,420    4,049    3,565   -1,434    5,401    4,035     -771      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     16.1     18.3     46.0     53.3     89.2     87.6     10.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      90       82      100      106      132      253      275                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,371
COMMITMENTS
     422      386        9    1,123    1,332    1,554    1,727      817      644

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:       -156)
       2      -71      -13      -79       25      -90      -59      -66      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     16.3      0.4     47.4     56.2     65.5     72.8     34.5     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4       10        1       10        9       15       19                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,997
COMMITMENTS
  10,061    9,861    5,032   12,182    8,304   27,275   23,197    5,722    9,800

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        946)
     261      893     -372      988      115      877      636       69      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     29.9     15.2     36.9     25.2     82.7     70.3     17.3     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      29       46       37       40       51       96      115                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,436
COMMITMENTS
     830    9,564      676   21,506   12,377   23,012   22,617      424      819

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        635)
     147      512      -84      518      255      581      683       54      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     40.8      2.9     91.8     52.8     98.2     96.5      1.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      10        9        9       28       23       44       35                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       23,893
COMMITMENTS
  15,350    2,840        0    7,172   20,028   22,522   22,868    1,371    1,025

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -16,099)
    -644   -2,372     -739  -14,412  -12,646  -15,795  -15,757     -304     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2     11.9      0.0     30.0     83.8     94.3     95.7      5.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12       11        0        5        9       17       20                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      125,654
COMMITMENTS
  19,695   45,181    2,586   77,777   53,414  100,058  101,181   25,596   24,473

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      5,195)
  -2,603   -1,946    1,541    8,042    8,789    6,980    8,384   -1,785   -3,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     36.0      2.1     61.9     42.5     79.6     80.5     20.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       24       11       33       32       54       61                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       35,733
COMMITMENTS
   9,150    7,544       17   12,869   18,526   22,036   26,087   13,697    9,646

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     -5,847)
  -1,313   -1,153     -189   -3,497   -2,120   -4,999   -3,462     -848   -2,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     21.1      0.0     36.0     51.8     61.7     73.0     38.3     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3       11        1       10       13       13       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      109,329
COMMITMENTS
  49,258   27,152      535   54,593   77,827  104,386  105,514    4,943    3,815

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -26,608)
  -9,695  -32,647     -497  -15,800    7,022  -25,992  -26,122     -616     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     24.8      0.5     49.9     71.2     95.5     96.5      4.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      42       36        8       21       31       66       72                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      166,808
COMMITMENTS
  29,378   45,376    4,585  116,810   87,746  150,773  137,707   16,035   29,101

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -18,798)
     485   -7,565   -3,283  -11,182   -6,134  -13,980  -16,982   -4,818   -1,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     27.2      2.7     70.0     52.6     90.4     82.6      9.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      18       25       14       31       42       57       73                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      127,287
COMMITMENTS
  43,126   21,016      840   64,304   86,449  108,270  108,305   19,017   18,982

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -27,872)
  -5,736  -10,384   -2,058  -18,062   -9,219  -25,856  -21,661   -2,016   -6,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     16.5      0.7     50.5     67.9     85.1     85.1     14.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       20       11       28       34       56       60                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      574,939
COMMITMENTS
 187,120   69,988    6,327  302,800  457,835  496,247  534,150   78,692   40,789

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -17,976)
   2,451  -19,032   -1,288  -14,109    7,208  -12,946  -13,112   -5,030   -4,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     12.2      1.1     52.7     79.6     86.3     92.9     13.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      78       39       25      106       75      192      131                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,236
COMMITMENTS
   3,446    4,679      518    7,200   13,907   11,164   19,104   12,072    4,132

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     -1,830)
     494      331   -1,257       37     -886     -726   -1,812   -1,104      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     20.1      2.2     31.0     59.9     48.0     82.2     52.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        2       11       10       18       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       24,410
COMMITMENTS
   5,393   17,863      256   16,747    3,448   22,396   21,567    2,014    2,843

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     -2,807)
  -2,569   -3,113       35     -488       -9   -3,022   -3,087      215      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     73.2      1.0     68.6     14.1     91.7     88.4      8.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      14       18        4        7        7       24       26                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,321
COMMITMENTS
  14,452   16,384      369    9,512    6,731   24,333   23,484    2,988    3,837

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -19,390)
    -713  -10,022     -489  -17,667   -8,830  -18,869  -19,341     -521      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     60.0      1.4     34.8     24.6     89.1     86.0     10.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      29       20        6       13        8       44       32                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       10,463
COMMITMENTS
   8,178    2,206        0    1,740    7,156    9,918    9,362      545    1,101

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     -6,406)
     889   -1,395   -1,279   -5,883   -3,690   -6,273   -6,364     -133      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.2     21.1      0.0     16.6     68.4     94.8     89.5      5.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       10        0        3        4        9       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,524,870
COMMITMENTS
 1345926  1313773  2592532  4997145  4895606  8935603  8801911  589,267  722,959

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,497,015)
-186,371 -257,015 -678,255 -585,594 -586,363 -1450220 -1521633  -46,795   24,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     13.8     27.2     52.5     51.4     93.8     92.4      6.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      53       43       77      102      109      193      198                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        8,784
COMMITMENTS
   6,382    7,946      209        0        0    6,591    8,155    2,193      629

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:       -781)
    -435     -814      -34      -32        0     -501     -848     -280       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.7     90.5      2.4      0.0      0.0     75.0     92.8     25.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      41       25        8        0        0       46       28                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      180,196
COMMITMENTS
  23,010   39,015   30,627  126,400  110,413  180,037  180,055      159      141

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      6,872)
  -2,371    2,505      809    8,396    3,493    6,834    6,807       38       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     21.7     17.0     70.1     61.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12       17       19       14       24       38       49                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      285,896
COMMITMENTS
  23,590   97,162   22,923  239,274  164,703  285,787  284,788      109    1,108

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     26,213)
     389    4,378    1,237   24,548   20,596   26,174   26,211       39        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     34.0      8.0     83.7     57.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      12       30       28       20       39       49       80                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      812,088
COMMITMENTS
  69,438  114,765   43,888  555,399  500,827  668,724  659,480  143,363  152,608

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     45,200)
  -5,532    9,439    6,312   32,295   20,825   33,075   36,576   12,125    8,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     14.1      5.4     68.4     61.7     82.3     81.2     17.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
      87      109       87      298      287      438      432                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      113,340
COMMITMENTS
  23,813    8,479       49   84,574   23,012  108,436   31,540    4,904   81,800

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      2,015)
     974      910     -651    2,302   -3,815    2,625   -3,556     -610    5,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      7.5      0.0     74.6     20.3     95.7     27.8      4.3     72.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        2        4       16        8       23       13                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| 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:       12,551
COMMITMENTS
     871      255      422    8,639    8,301    9,932    8,978    2,619    3,573

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:        800)
     156     -260      422     -222      339      356      501      444      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      2.0      3.4     68.8     66.1     79.1     71.5     20.9     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       14       14       17       16                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,493,739
COMMITMENTS
 345,594  648,899  101,725  2354123  2389075  2801442  3139699  692,297  354,040

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    215,926)
 -28,516   46,660   30,801  149,965  123,198  152,250  200,659   63,676   15,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     18.6      2.9     67.4     68.4     80.2     89.9     19.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
      88      108       83      298      285      434      430                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| 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:       16,280
COMMITMENTS
   5,525      260        0    9,090   14,819   14,615   15,079    1,665    1,201

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      7,022)
   5,525        0        0    1,119    7,175    6,644    7,175      378     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      1.6      0.0     55.8     91.0     89.8     92.6     10.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11       11       12       12                  
 
 
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874N
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25)                   OPEN INTEREST:      244,091
COMMITMENTS
   3,000        0    3,000  238,091  239,091  244,091  242,091        0    2,000

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      1.2     97.5     98.0    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       15       18       16                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       71,290
COMMITMENTS
   7,753    5,491      369   53,836   60,526   61,958   66,386    9,332    4,904

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      8,203)
   1,623    1,732     -166    5,520    8,193    6,977    9,759    1,226   -1,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      7.7      0.5     75.5     84.9     86.9     93.1     13.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       8        6        6       41       39       52       48                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       45,730
COMMITMENTS
  14,653    9,616    1,592   22,945   28,388   39,191   39,597    6,539    6,133

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      2,475)
   1,175   -1,831      531      354    5,070    2,059    3,769      416   -1,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     21.0      3.5     50.2     62.1     85.7     86.6     14.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      62       51       28      111      112      186      180                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      228,649
COMMITMENTS
  73,267   48,080    7,961  114,726  141,942  195,954  197,983   32,695   30,666

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     12,375)
   5,875   -9,155    2,653    1,768   25,348   10,296   18,846    2,079   -6,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     21.0      3.5     50.2     62.1     85.7     86.6     14.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      62       51       28      111      112      186      180                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       90,803
COMMITMENTS
  31,685   38,217    1,422   39,081   31,889   72,188   71,528   18,615   19,275

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -48,133)
   1,773  -28,270   -2,909  -48,034  -11,585  -49,170  -42,764    1,037   -5,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     42.1      1.6     43.0     35.1     79.5     78.8     20.5     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      17       18        6       19       22       40       42                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      615,671
COMMITMENTS
  89,784   80,872   11,086  494,639  502,959  595,509  594,917   20,162   20,754

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:     37,709)
  -5,777   -4,296    4,287   40,496   38,677   39,006   38,668   -1,297     -959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     13.1      1.8     80.3     81.7     96.7     96.6      3.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      49       49       31      171      148      237      212                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       30,317
COMMITMENTS
   3,474    3,558      237   18,822   19,070   22,533   22,865    7,784    7,452

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:    -23,070)
  -9,491   -2,657   -1,310  -12,614   -9,599  -23,415  -13,566      345   -9,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     11.7      0.8     62.1     62.9     74.3     75.4     25.7     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        8        2       20       21       30       30                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 06/16/20                         |
--------------------------------------------------------------| 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:      149,894
COMMITMENTS
  53,793       65    3,533   92,297  146,255  149,623  149,853      271       41

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:       -536)
  -2,864       -3      -48    2,373     -484     -539     -535        3       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      0.0      2.4     61.6     97.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      30        1        5       41       28       73       34                  



Updated June 19, 2020