WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      422,256
COMMITMENTS
 117,365  114,281  115,056  158,268  149,845  390,689  379,182   31,567   43,074

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:      1,508)
  -4,824    7,348    4,781    2,069  -11,534    2,026      595     -518      913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     27.1     27.2     37.5     35.5     92.5     89.8      7.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      93       99      108       71      119      233      268                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       18,440
COMMITMENTS
   7,177    3,942      804    9,490   12,897   17,471   17,643      969      797

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:        485)
    -264   -1,404      529      300    1,460      565      585      -80     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     21.4      4.4     51.5     69.9     94.7     95.7      5.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        4        3       12       15       21       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      225,545
COMMITMENTS
  65,140   45,877   48,146   92,404  109,737  205,690  203,760   19,855   21,785

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:      4,679)
  -2,260    3,289    1,963    4,292   -2,001    3,995    3,251      684    1,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     20.3     21.3     41.0     48.7     91.2     90.3      8.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      64       48       59       80       82      170      170                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,740,902
COMMITMENTS
 613,446   78,101  204,193  782,465  1278454  1600104  1560748  140,798  180,154

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:     -6,414)
  -2,655      700    1,548     -268   -5,577   -1,375   -3,329   -5,039   -3,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      4.5     11.7     44.9     73.4     91.9     89.7      8.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      853)
     219      101      136      318      429      590      622                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,299
COMMITMENTS
   1,321       75       58    1,290    3,328    2,669    3,461    1,630      838

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:        -31)
     -17       10        8       29      -33       20      -15      -51      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      1.7      1.3     30.0     77.4     62.1     80.5     37.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        1        1       11        9       22       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      863,609
COMMITMENTS
 261,759   50,080  138,203  399,817  595,823  799,779  784,106   63,830   79,503

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:     10,157)
  -8,986    6,999    7,753   14,527   -5,461   13,294    9,291   -3,137      866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      5.8     16.0     46.3     69.0     92.6     90.8      7.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      594)
     197       83      141      195      258      453      440                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      493,057
COMMITMENTS
 147,627   47,236   75,390  229,450  343,939  452,467  466,565   40,590   26,492

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:     -5,375)
     395    8,028   -6,392    7,561   -7,125    1,564   -5,489   -6,939      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      9.6     15.3     46.5     69.8     91.8     94.6      8.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     124       45       80      106       93      269      191                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,178,149
COMMITMENTS
  73,680  188,119   26,519  921,142  760,969  1021341  975,607  156,808  202,542

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:    -18,835)
 -14,668  -27,980   -3,991   -6,875    8,094  -25,534  -23,877    6,699    5,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     16.0      2.3     78.2     64.6     86.7     82.8     13.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      15       42       18       82       95      110      142                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,124,389
COMMITMENTS
  60,132  319,256    4,185  927,697  652,567  992,014  976,008  132,375  148,381

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:    -14,151)
  -2,646   -9,239   -1,664   -9,993   -7,029  -14,303  -17,932      152    3,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     28.4      0.4     82.5     58.0     88.2     86.8     11.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      15       24        9       89       87      108      116                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      409,312
COMMITMENTS
 104,701   15,373   52,771  199,021  312,272  356,493  380,416   52,819   28,896

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:        658)
   1,118     -769     -933    1,381     -128    1,566   -1,830     -908    2,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      3.8     12.9     48.6     76.3     87.1     92.9     12.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      88       38       64      112       85      232      162                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,291
COMMITMENTS
   2,369    1,258      147    4,953    7,439    7,469    8,844    1,822      447

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:        158)
      80      -11       28       48      113      156      130        2       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     13.5      1.6     53.3     80.1     80.4     95.2     19.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        7        5       11       15       24       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,326,631
COMMITMENTS
 407,888  754,580   27,131  1748022  1425994  2183041  2207705  143,590  118,926

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:     27,858)
  49,881   25,220   -5,360  -18,114   15,425   26,407   35,285    1,451   -7,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     32.4      1.2     75.1     61.3     93.8     94.9      6.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      55       41       21      147      142      211      195                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,932,607
COMMITMENTS
 693,797  783,599   54,395  2857811  2611622  3606003  3449616  326,604  482,991

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:     50,792)
 -25,748   76,351   -1,834   69,735  -25,624   42,153   48,893    8,639    1,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     19.9      1.4     72.7     66.4     91.7     87.7      8.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
      58       98       41      181      194      262      310                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,348,606
COMMITMENTS
 312,051   76,941    4,599  928,708  1030185  1245358  1111725  103,248  236,881

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:     50,412)
 -39,065     -546      217   98,382   42,012   59,534   41,683   -9,122    8,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      5.7      0.3     68.9     76.4     92.3     82.4      7.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      22       14        9       77       96      104      114                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,676,923
COMMITMENTS
 612,179  516,844   85,351  2701996  2681270  3399526  3283465  277,397  393,458

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:    166,851)
  48,703  -23,585  -16,075  118,826  185,130  151,454  145,470   15,397   21,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     14.1      2.3     73.5     72.9     92.5     89.3      7.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      48       54       30      143      168      204      239                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,115,554
COMMITMENTS
 108,423  191,054  212,669  773,039  681,786  1094131  1085509   21,423   30,045

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:     22,069)
     417    5,601    9,650   11,631    4,526   21,698   19,777      371    2,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     17.1     19.1     69.3     61.1     98.1     97.3      1.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      19       12       23       55       57       85       82                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,724
COMMITMENTS
  11,222   18,497    1,093   23,177   18,928   35,491   38,517    9,233    6,207

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:       -717)
     483      853     -311     -820   -1,334     -648     -792      -69       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     41.4      2.4     51.8     42.3     79.4     86.1     20.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      38       15       11       36       30       79       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       89,447
COMMITMENTS
  22,443   36,993    2,185   46,354   37,856   70,982   77,034   18,465   12,413

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:     -1,433)
     966    1,706     -621   -1,640   -2,668   -1,295   -1,583     -138      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     41.4      2.4     51.8     42.3     79.4     86.1     20.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      38       15       11       36       30       79       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       26,928
COMMITMENTS
   4,250    1,154        0   20,074   25,245   24,324   26,399    2,604      529

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:      4,099)
     954      379        0    2,726    3,816    3,680    4,195      419      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      4.3      0.0     74.5     93.8     90.3     98.0      9.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        0       14       13       18       15                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       35,141
COMMITMENTS
  15,498   30,696      162   19,071    4,217   34,731   35,075      410       66

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:     -3,331)
   1,534   -3,427       89   -4,982        0   -3,359   -3,338       28        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     87.4      0.5     54.3     12.0     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      29        9        2        4        2       34       12                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 03/30/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      138,779
COMMITMENTS
  30,065   29,602   60,113   48,599   48,948  138,777  138,663        2      116

CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST:      6,029)
    -569      138    5,240    1,359      663    6,030    6,041       -1      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     21.3     43.3     35.0     35.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        9        1        4       12       12       21                  



Updated April 02, 2021