Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   151,965
Positions
    31,058     11,378      9,273     32,527     22,334      8,497     11,097     50,511     17,673     10,571      2,235        381     30,889     29,684
 
Changes from:       May 26, 2020                                     Total Change is:     2,206
       499      3,728      2,222      1,867     -5,448        493     -3,929      3,603        269        374        276        -28        438     -2,909
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        7.5        6.1       21.4       14.7        5.6        7.3       33.2       11.6        7.0        1.5        0.3       20.3       19.5
 
Number of Traders in Each Category                                    Total Traders:        99 
         8          5          9         12         16         11         14         30         11          9          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    42,515
Positions
     3,531     15,783        975      6,695      6,013        327     16,287      3,842        664        696        493          0     13,339     14,418
 
Changes from:       May 26, 2020                                     Total Change is:     1,393
      -693        616        103        393        562         -1        144       -631        121          0          6          0      1,327        617
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       37.1        2.3       15.7       14.1        0.8       38.3        9.0        1.6        1.6        1.2        0.0       31.4       33.9
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          4          5          5          7          .          8          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   224,668
Positions
    76,820      8,174      6,803     43,310     80,761      8,989     30,003     48,488     33,967      3,267      7,570          2     21,507     29,913
 
Changes from:       May 26, 2020                                     Total Change is:     5,404
     8,175     -1,569       -166      1,567      2,464      2,695     -8,220      1,601      4,019     -3,464        -10        -16        813     -3,616
 
Percent of Open Interest Represented by Each Category of Trader
      34.2        3.6        3.0       19.3       35.9        4.0       13.4       21.6       15.1        1.5        3.4        0.0        9.6       13.3
 
Number of Traders in Each Category                                    Total Traders:       121 
        11          5         11         12         33         13         18         31         16          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   186,908
Positions
    12,205     68,778      7,473     58,131     15,734     10,241     40,387     34,907     21,915     12,673        579        159     23,723     27,121
 
Changes from:       May 26, 2020                                     Total Change is:     8,010
     1,064     -9,452      1,025       -622       -201      1,648      3,045      9,452      2,261         99         70        156       -667      3,050
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       36.8        4.0       31.1        8.4        5.5       21.6       18.7       11.7        6.8        0.3        0.1       12.7       14.5
 
Number of Traders in Each Category                                    Total Traders:       120 
         7         10          9         26         14         14         25         27         19          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   648,551
Positions
    40,137    304,086     25,217    336,408     98,931     26,433     45,340     84,075     47,519     34,221      5,059      6,436     86,839     50,794
 
Changes from:       May 26, 2020                                     Total Change is:    39,201
       504     16,051     12,515      5,181     -8,427      1,268     -1,556      2,228      8,802        842       -366      5,132      6,513      1,998
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       46.9        3.9       51.9       15.3        4.1        7.0       13.0        7.3        5.3        0.8        1.0       13.4        7.8
 
Number of Traders in Each Category                                    Total Traders:       280 
        13         12         15         89         37         44         39         45         28         29         16         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    23,212
Positions
       470      9,221         35      8,458      3,267      1,633          0      4,522         25          0          0          0     12,591      4,509
 
Changes from:       May 26, 2020                                     Total Change is:       341
         0        174         35        466        -30         -8          0         50         25          0          0          0       -177         95
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       39.7        0.2       36.4       14.1        7.0        0.0       19.5        0.1        0.0        0.0        0.0       54.2       19.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .         11          4          7          0          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   164,015
Positions
    57,641     19,443      5,044     21,344     35,416     10,846     24,553     40,047     20,175      4,172        648        632     19,607     31,763
 
Changes from:       May 26, 2020                                     Total Change is:     2,275
    -5,148     -1,008        881      3,782     -6,599      2,478     -1,510      3,508      3,244     -2,057        -96        249        356       -383
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       11.9        3.1       13.0       21.6        6.6       15.0       24.4       12.3        2.5        0.4        0.4       12.0       19.4
 
Number of Traders in Each Category                                    Total Traders:        84 
         6          8          8          9         15         10         12         26         15          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    26,208
Positions
         0     19,868          0     18,200        756         41      6,209      2,390        109        415      1,595          0      1,234      1,449
 
Changes from:       May 26, 2020                                     Total Change is:       806
         0        842          0      2,090         16          0     -1,253        361        -20        154       -197          0       -165       -196
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       75.8        0.0       69.4        2.9        0.2       23.7        9.1        0.4        1.6        6.1        0.0        4.7        5.5
 
Number of Traders in Each Category                                    Total Traders:        36 
         0          5          0          6          .          .         10          4          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   124,310
Positions
    22,343     39,392      1,150     53,045      8,122      1,229     31,202     47,659      4,649      5,601     17,379          0      5,092      4,730
 
Changes from:       May 26, 2020                                     Total Change is:    -6,045
    -4,216     -1,594         14     -4,099     -3,798         -8      1,610      9,493        894       -360       -610          0        119    -10,437
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       31.7        0.9       42.7        6.5        1.0       25.1       38.3        3.7        4.5       14.0        0.0        4.1        3.8
 
Number of Traders in Each Category                                    Total Traders:       135 
         6          8          .         13         15          6         30         39         18         10         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    26,433
Positions
     9,441        287         85        945     17,785          0     11,781      4,688        264      2,353        718          0      1,564      2,606
 
Changes from:       May 26, 2020                                     Total Change is:    -1,055
       168       -595         -9        200      1,089          0       -983       -788       -210        345        137          0       -566       -679
 
Percent of Open Interest Represented by Each Category of Trader
      35.7        1.1        0.3        3.6       67.3        0.0       44.6       17.7        1.0        8.9        2.7        0.0        5.9        9.9
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          .          .          4          7          0         10         12          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    46,817
Positions
    20,114      7,576        376      2,956     10,149      1,118     16,043     20,827        695      2,558        959          6      2,951      5,111
 
Changes from:       May 26, 2020                                     Total Change is:       850
    -1,298      1,592        -52        725       -582        -96        966        367        372          0       -211          0        233       -539
 
Percent of Open Interest Represented by Each Category of Trader
      43.0       16.2        0.8        6.3       21.7        2.4       34.3       44.5        1.5        5.5        2.0        0.0        6.3       10.9
 
Number of Traders in Each Category                                    Total Traders:        79 
         9          4          .          5         17          6         19         20          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    12,878
Positions
     4,274        657          0      2,167      2,285          0      5,834      8,428        127          0        222          0        476      1,159
 
Changes from:       May 26, 2020                                     Total Change is:    -3,116
    -1,507        657          0      2,167     -2,985          0     -3,932       -440        117       -101          0          0        140       -465
 
Percent of Open Interest Represented by Each Category of Trader
      33.2        5.1        0.0       16.8       17.7        0.0       45.3       65.4        1.0        0.0        1.7        0.0        3.7        9.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0          .          5          0          8          6          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    39,464
Positions
    17,535      3,801      1,241      5,633      6,139      1,245      7,128     11,986        615          0      5,909          0      6,068      8,529
 
Changes from:       May 26, 2020                                     Total Change is:       320
       -33       -128        -69        717        246        -74       -141      1,507       -224          0        101          0        143     -1,039
 
Percent of Open Interest Represented by Each Category of Trader
      44.4        9.6        3.1       14.3       15.6        3.2       18.1       30.4        1.6        0.0       15.0        0.0       15.4       21.6
 
Number of Traders in Each Category                                    Total Traders:        95 
        21          8          6         17          8          8         16         17          9          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    78,928
Positions
    35,069      7,602      2,481     11,265     12,277      2,490     14,257     23,973      1,230          0     11,818          0     12,136     17,057
 
Changes from:       May 26, 2020                                     Total Change is:       640
       -65       -257       -138      1,434        492       -148       -281      3,014       -447          0        202          0        285     -2,078
 
Percent of Open Interest Represented by Each Category of Trader
      44.4        9.6        3.1       14.3       15.6        3.2       18.1       30.4        1.6        0.0       15.0        0.0       15.4       21.6
 
Number of Traders in Each Category                                    Total Traders:        95 
        21          8          6         17          8          8         16         17          9          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    58,395
Positions
    30,430     29,380          0     20,200     22,366      3,358      1,180      1,993          0      1,080        454          0      2,147        844
 
Changes from:       May 26, 2020                                     Total Change is:    -3,024
      -798     -2,474          0     -1,831     -1,000       -316        -50        501          0        155          0          0       -184        265
 
Percent of Open Interest Represented by Each Category of Trader
      52.1       50.3        0.0       34.6       38.3        5.8        2.0        3.4        0.0        1.8        0.8        0.0        3.7        1.4
 
Number of Traders in Each Category                                    Total Traders:        27 
         5          6          0          9          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   959,904
Positions
   120,807     69,913     88,769    262,650    161,704     70,094     48,002    121,721    196,393     18,572     77,780      4,921    149,696    168,608
 
Changes from:       May 26, 2020                                     Total Change is:       932
     3,690     -3,413     -2,209    -10,939     -5,742      3,592      6,553      5,017      2,958       -202      3,858        428     -2,939     -3,558
 
Percent of Open Interest Represented by Each Category of Trader
      12.6        7.3        9.2       27.4       16.8        7.3        5.0       12.7       20.5        1.9        8.1        0.5       15.6       17.6
 
Number of Traders in Each Category                                    Total Traders:       637 
        43         25         45        145        121        143         68        125        108         40         70         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is   134,086
Positions
    73,865      2,600         22          0          0          0     27,143     24,607     19,702        216          0        160     12,978     86,995
 
Changes from:       May 26, 2020                                     Total Change is:       443
     1,371     -2,367        -62          0          0          0     -1,218      4,204        568         21          0        -41       -196     -1,859
 
Percent of Open Interest Represented by Each Category of Trader
      55.1        1.9        0.0        0.0        0.0        0.0       20.2       18.4       14.7        0.2        0.0        0.1        9.7       64.9
 
Number of Traders in Each Category                                    Total Traders:        34 
        11          .          .          0          0          0         12          9         16          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    12,695
Positions
     5,580      5,533          2      3,809          0          0      1,740      3,458          0          0          0          0      1,564      3,702
 
Changes from:       May 26, 2020                                     Total Change is:     1,816
     2,004       -543        -12       -901          0          0        797         66          0          0          0          0        -72      2,305
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       43.6        0.0       30.0        0.0        0.0       13.7       27.2        0.0        0.0        0.0        0.0       12.3       29.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         4          8          .         10          0          0          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 4,129,090
Positions
   478,436    580,294    200,007  1,313,252    808,520    350,472    268,162    649,439    719,586     92,860    389,978     22,728    683,587    408,066
 
Changes from:       May 26, 2020                                     Total Change is:     2,445
     2,159    -14,665     -1,293    -54,696    -28,708     17,961     48,692     13,905      2,107     -1,010     19,396      2,239    -13,713     -8,496
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       14.1        4.8       31.8       19.6        8.5        6.5       15.7       17.4        2.2        9.4        0.6       16.6        9.9
 
Number of Traders in Each Category                                    Total Traders:       634 
        40         28         43        145        121        143         67        123        104         40         70         42
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    65,041
Positions
    12,781      4,605        209     41,517     48,275      1,412      1,135      4,457        336          0        220          0      7,651      5,527
 
Changes from:       May 26, 2020                                     Total Change is:    -2,241
    -1,375      1,415         -1        -24     -1,775       -775        -26       -494         12          0       -965         -1        -51        343
 
Percent of Open Interest Represented by Each Category of Trader
      19.7        7.1        0.3       63.8       74.2        2.2        1.7        6.9        0.5        0.0        0.3        0.0       11.8        8.5
 
Number of Traders in Each Category                                    Total Traders:        78 
        11          5          .         28         23         14          .          7          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    48,800
Positions
     8,449      8,714      1,291     14,997      6,661      1,333      8,082     13,687      6,608      1,701      3,227         97      6,242      7,182
 
Changes from:       May 26, 2020                                     Total Change is:       314
       504        225         78        192        364        105       -131     -1,029        282         -5        -43         91       -802        241
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       17.9        2.6       30.7       13.6        2.7       16.6       28.0       13.5        3.5        6.6        0.2       12.8       14.7
 
Number of Traders in Each Category                                    Total Traders:       288 
        23         21         17         68         46         41         41         59         35         12         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   243,998
Positions
    42,244     43,569      6,456     74,984     33,304      6,664     40,409     68,435     33,040      8,504     16,135        487     31,210     35,909
 
Changes from:       May 26, 2020                                     Total Change is:     1,568
     2,520      1,126        388        960      1,821        523       -654     -5,144      1,409        -24       -216        457     -4,011      1,204
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       17.9        2.6       30.7       13.6        2.7       16.6       28.0       13.5        3.5        6.6        0.2       12.8       14.7
 
Number of Traders in Each Category                                    Total Traders:       288 
        23         21         17         68         46         41         41         59         35         12         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   580,199
Positions
   130,658     50,957     13,833    264,044    240,710     41,682     86,730    144,932     12,392     13,008     52,692         16     17,835     22,985
 
Changes from:       May 26, 2020                                     Total Change is:     6,724
      -664     10,785      2,730     16,008    -16,402      1,089     -9,896     10,346     -2,314         46      1,496          2       -278     -1,008
 
Percent of Open Interest Represented by Each Category of Trader
      22.5        8.8        2.4       45.5       41.5        7.2       14.9       25.0        2.1        2.2        9.1        0.0        3.1        4.0
 
Number of Traders in Each Category                                    Total Traders:       332 
        31         15          9         86         66         55         40         60         24         14         20          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    17,377
Positions
     1,425      4,614          0      9,347        314          7      3,105      6,315          1          0      1,286          0      3,492      4,840
 
Changes from:       May 26, 2020                                     Total Change is:     2,461
         0        -68          0      1,648       -203         -4        664      2,435          1          0        359          0        152        -59
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       26.6        0.0       53.8        1.8        0.0       17.9       36.3        0.0        0.0        7.4        0.0       20.1       27.9
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          5          0          7          .          .          4          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    46,071
Positions
    10,070     14,779      1,097     13,554      4,340        600     12,746      5,079        486      1,397      4,861          0      6,121     14,829
 
Changes from:       May 26, 2020                                     Total Change is:     3,952
      -218        897        363       -595        122          4      3,976      2,031        226        400      3,745          0       -204     -3,436
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       32.1        2.4       29.4        9.4        1.3       27.7       11.0        1.1        3.0       10.6        0.0       13.3       32.2
 
Number of Traders in Each Category                                    Total Traders:        76 
         7         13          .         13          7          8         17         13          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   466,731
Positions
    34,423    283,332      2,226    368,760    121,443     30,633     19,364     18,036      1,172        879      2,183          0      9,274      7,706
 
Changes from:       May 26, 2020                                     Total Change is:   -18,759
    -3,638      7,562      1,657     -9,581     -9,855     -7,721     -1,768    -11,489         54          0       -287          0      2,238      1,320
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       60.7        0.5       79.0       26.0        6.6        4.1        3.9        0.3        0.2        0.5        0.0        2.0        1.7
 
Number of Traders in Each Category                                    Total Traders:       172 
        11         14          6         65         46         38         14         14          4          .          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,156,937
Positions
    67,678    537,266      3,901    803,778    284,725    133,899     88,319     71,260      7,844     17,723     95,922      6,545     27,250     15,575
 
Changes from:       May 26, 2020                                     Total Change is:   -14,594
     1,173     12,081     -1,157     -6,204    -21,803     -2,921      4,931      1,773       -541     -8,261      9,042        102     -1,716    -11,170
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       46.4        0.3       69.5       24.6       11.6        7.6        6.2        0.7        1.5        8.3        0.6        2.4        1.3
 
Number of Traders in Each Category                                    Total Traders:       423 
        22         23          9        153         94         86         48         43         24         24         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   145,991
Positions
    49,089    105,757     37,964      5,928          0        486     48,918        200      1,231      2,002         65        148        225        140
 
Changes from:       May 26, 2020                                     Total Change is:    -2,175
    -3,232      4,188     -6,290       -135          0        118      7,488          0       -302        176          0         10         -8        101
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       72.4       26.0        4.1        0.0        0.3       33.5        0.1        0.8        1.4        0.0        0.1        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        71 
         9         19         17          8          0          .         23          .          .          9          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,109,225
Positions
     5,485    137,182     10,071    553,925    225,179    200,909     41,128    294,328     73,779     58,015     21,809      5,735    160,180    140,233
 
Changes from:       May 26, 2020                                     Total Change is:  -144,077
      -357        904     -2,122      9,524     -9,390      1,558     -7,943    -13,780   -125,929     -7,351     -1,654       -918    -10,539      7,254
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       12.4        0.9       49.9       20.3       18.1        3.7       26.5        6.7        5.2        2.0        0.5       14.4       12.6
 
Number of Traders in Each Category                                    Total Traders:       166 
         4         14         13         59         28         48         16         32         36          7          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,057,327
Positions
    23,636    165,262         63    578,218    141,690    146,516     90,099    461,420     18,489     47,180      9,738          0    153,126    114,149
 
Changes from:       May 26, 2020                                     Total Change is:   -99,245
       272     -4,363     -1,077     -2,406      2,005    -15,278    -15,238    -35,384    -50,315     -9,952        350          0     -5,250      4,819
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       15.6        0.0       54.7       13.4       13.9        8.5       43.6        1.7        4.5        0.9        0.0       14.5       10.8
 
Number of Traders in Each Category                                    Total Traders:       124 
         .         14          .         59         16         46          4         21          9          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,245,393
Positions
    43,748    258,519     13,941    959,332    538,191    251,141    469,967    859,954    132,224    202,127     93,672        902    172,011     96,848
 
Changes from:       May 26, 2020                                     Total Change is:  -151,682
    -4,467      7,717    -39,477     -2,714     26,579    -25,201     -5,102      2,088    -34,642       -185    -16,539     -3,925    -35,968    -68,282
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       11.5        0.6       42.7       24.0       11.2       20.9       38.3        5.9        9.0        4.2        0.0        7.7        4.3
 
Number of Traders in Each Category                                    Total Traders:       301 
        10         26         10        110         35         74         52         41         41         16         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,704,481
Positions
   142,413    201,720    105,595  1,484,328    768,546    619,996    406,627  1,139,112    337,056    153,790    111,880     46,537    408,137    374,039
 
Changes from:       May 26, 2020                                     Total Change is:  -230,156
    14,000     43,501    -41,022     38,976    -68,863    -10,141    -51,927     52,613   -104,444     21,364    -16,315    -21,560    -75,401    -63,924
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        5.4        2.9       40.1       20.7       16.7       11.0       30.7        9.1        4.2        3.0        1.3       11.0       10.1
 
Number of Traders in Each Category                                    Total Traders:       362 
        19         29         36        110         64        103         48         61         71         20         11         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   905,147
Positions
    77,404     27,550      3,781    281,616    294,809    119,531    264,436    239,026     27,547     35,183     11,624          0     95,649    181,279
 
Changes from:       May 26, 2020                                     Total Change is:  -101,424
   -20,527     -7,064     -8,981        -35    -31,641      4,682    -19,420     -9,973     -8,672     -6,380     -7,966    -15,562    -26,529    -16,247
 
Percent of Open Interest Represented by Each Category of Trader
       8.6        3.0        0.4       31.1       32.6       13.2       29.2       26.4        3.0        3.9        1.3        0.0       10.6       20.0
 
Number of Traders in Each Category                                    Total Traders:       117 
         7          5          .         27         41         38         21         13         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,678,674
Positions
    61,424    304,215     39,502  1,754,262    730,904    487,951    462,146  1,361,671    272,658    269,889    167,617     13,622    317,220    300,535
 
Changes from:       May 26, 2020                                     Total Change is:  -397,282
    11,462    -44,655    -26,012     21,960    130,350    -71,350     90,115     91,927   -368,063     16,985    -25,450    -31,439    -40,940    -52,590
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        8.3        1.1       47.7       19.9       13.3       12.6       37.0        7.4        7.3        4.6        0.4        8.6        8.2
 
Number of Traders in Each Category                                    Total Traders:       303 
         8         30         16         85         51         85         41         55         54         20         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,585,071
Positions
   188,245    436,342    315,377      7,277     22,691     44,881    612,152    340,776    385,829      4,151     10,634      1,740     25,419     26,801
 
Changes from:       May 26, 2020                                     Total Change is:  -236,861
    -7,319   -114,510    -55,394     -4,858      7,782    -11,083    -72,520     12,447    -81,075       -836      2,690        -83     -3,693      2,365
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       27.5       19.9        0.5        1.4        2.8       38.6       21.5       24.3        0.3        0.7        0.1        1.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       114 
        27         22         43          .          6          6         17         34         35          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is26,908,274
Positions
 1,966,921  1,709,534  4,788,736    661,103    125,042  1,809,612    642,435  1,547,354 15,801,385    244,439     70,595    289,624    704,019    766,391
 
Changes from:       May 26, 2020                                     Total Change is:   416,648
    -9,041     67,388     23,137     23,233    -43,832     31,762    -34,648     15,802    295,649      4,268       -640     85,662     -3,374    -58,280
 
Percent of Open Interest Represented by Each Category of Trader
       7.3        6.4       17.8        2.5        0.5        6.7        2.4        5.8       58.7        0.9        0.3        1.1        2.6        2.8
 
Number of Traders in Each Category                                    Total Traders:       275 
        32         50         78         21         13         25         61         53         99         22         16         27
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   173,054
Positions
     6,398     66,986     24,084          0      8,182      8,211    110,621     42,384     21,443        503         15      1,662        131         87
 
Changes from:       May 26, 2020                                     Total Change is:     3,443
       239        -17        477          0          0          0      1,713      7,637        795         50       -353        254        -85     -5,349
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       38.7       13.9        0.0        4.7        4.7       63.9       24.5       12.4        0.3        0.0        1.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        62 
         4         18          8          0          .          .         19         14         21          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   215,648
Positions
    44,368     82,056     17,341          0     10,924      3,181    131,198     83,193     16,845      1,710        108        908         97      1,092
 
Changes from:       May 26, 2020                                     Total Change is:   -71,283
     3,823    -28,217     -8,771          0    -11,574      1,038    -48,859    -10,359    -11,791     -7,288         83        526         39     -2,218
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       38.1        8.0        0.0        5.1        1.5       60.8       38.6        7.8        0.8        0.0        0.4        0.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        84 
         6         26         16          0          5          .         18         23         24          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    85,569
Positions
        34     12,246          0      1,061      2,115          0      1,350     17,117     53,224     29,880        500          0         20        367
 
Changes from:       May 26, 2020                                     Total Change is:     4,071
         9      2,650          0          0        -37          0       -157        368      1,090      3,131          0          0         -2          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       14.3        0.0        1.2        2.5        0.0        1.6       20.0       62.2       34.9        0.6        0.0        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          5          0          .          5          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    42,397
Positions
     9,297         80     16,492          0          0          0        660     14,074      9,567      6,135      1,931        246          0          7
 
Changes from:       May 26, 2020                                     Total Change is:      -893
         0          0          0          0          0          0          0         -7       -893          0          0          0          0          7
 
Percent of Open Interest Represented by Each Category of Trader
      21.9        0.2       38.9        0.0        0.0        0.0        1.6       33.2       22.6       14.5        4.6        0.6        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          0          0          0          .          7          .          6          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     9,999
Positions
        36        394         80        423        214          0      3,669      5,764      1,281      1,806      1,698         73      2,631        495
 
Changes from:       May 26, 2020                                     Total Change is:       829
         0         87         80         60        121         -1       -199        981        470         56       -803         54        308       -161
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        3.9        0.8        4.2        2.1        0.0       36.7       57.6       12.8       18.1       17.0        0.7       26.3        5.0
 
Number of Traders in Each Category                                    Total Traders:        68 
         .          .          .          4          .          0         20         17         10         20          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    26,044
Positions
     1,105     12,288          0     10,416      2,019        425      8,711      6,532      1,260      1,250      1,241         22      2,854      2,257
 
Changes from:       May 26, 2020                                     Total Change is:    -2,285
        60          0          0     -1,173        748          4     -1,120     -3,698        -48        482        163         -8       -483        554
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       47.2        0.0       40.0        7.8        1.6       33.4       25.1        4.8        4.8        4.8        0.1       11.0        8.7
 
Number of Traders in Each Category                                    Total Traders:        68 
         .          .          0          7          .          .         19         17          8         10          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   237,479
Positions
    58,883     23,669     16,413     64,031     33,956     19,889     18,164     81,546     25,953      7,931      3,005      7,028     19,187     26,020
 
Changes from:       May 26, 2020                                     Total Change is:    28,985
     3,367      1,996        998     13,668      7,082      4,308      4,763     12,470       -149        702        440        475        853      1,365
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       10.0        6.9       27.0       14.3        8.4        7.6       34.3       10.9        3.3        1.3        3.0        8.1       11.0
 
Number of Traders in Each Category                                    Total Traders:       149 
        11         15         19         17         21         18         24         39         37          8          8         10
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Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    22,643
Positions
     5,227      3,630         75     16,006      3,424        614          0     14,873          0        460          0          0        261         27
 
Changes from:       May 26, 2020                                     Total Change is:     2,246
       298         -5       -135      2,553         50       -509          0      2,846          0          0          0          0         39         -1
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       16.0        0.3       70.7       15.1        2.7        0.0       65.7        0.0        2.0        0.0        0.0        1.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          .          .          6          6          .          0         10          0          7          0          0
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Updated June 05, 2020