WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      422,754
COMMITMENTS
 108,694   94,746  120,511  162,745  168,989  391,950  384,246   30,804   38,508

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     11,993)
    -708    3,961    1,489   11,755    5,309   12,536   10,759     -543    1,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     22.4     28.5     38.5     40.0     92.7     90.9      7.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     105       79      109       91      116      258      260                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,204
COMMITMENTS
  11,058      995      817    8,446   18,861   20,321   20,673      883      531

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:        731)
      44      -14      -66    1,058      621    1,036      541     -305      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2      4.7      3.9     39.8     89.0     95.8     97.5      4.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        4        4       10       17       20       23                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      203,255
COMMITMENTS
  56,639   39,790   38,008   90,753  103,288  185,400  181,086   17,855   22,169

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     -5,606)
    -532    2,390   -1,906   -1,448   -7,365   -3,886   -6,881   -1,720    1,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     19.6     18.7     44.6     50.8     91.2     89.1      8.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      61       44       56       80       80      169      162                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,723,608
COMMITMENTS
 496,763   95,387  237,611  850,374  1199279  1584748  1532277  138,860  191,331

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     -4,595)
 -22,839    4,213   24,774    4,644  -28,618    6,579      369  -11,174   -4,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      5.5     13.8     49.3     69.6     91.9     88.9      8.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      829)
     196       95      161      332      423      607      622                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,821
COMMITMENTS
   1,119      266      128      834    2,713    2,081    3,107    1,740      714

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:       -737)
     119       43       14     -625     -856     -492     -799     -245       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      7.0      3.3     21.8     71.0     54.5     81.3     45.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        2        3        7        6       17       10                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      791,507
COMMITMENTS
 263,867   58,474  107,384  364,252  558,560  735,503  724,418   56,004   67,089

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:    -22,972)
 -17,480    3,815      557    1,339  -26,969  -15,584  -22,597   -7,388     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      7.4     13.6     46.0     70.6     92.9     91.5      7.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      604)
     200       77      140      213      266      471      445                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,993
COMMITMENTS
  17,287    1,735    1,134       98    9,448   18,519   12,317    8,474   14,676

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:        185)
     268      -85       -2       15      274      281      187      -96       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.0      6.4      4.2      0.4     35.0     68.6     45.6     31.4     54.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        6        4        4       19       12       29                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      540,026
COMMITMENTS
 108,486   39,895  120,988  268,913  352,362  498,387  513,245   41,639   26,781

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:      3,325)
 -10,148    5,152   -2,671   20,229    2,476    7,410    4,957   -4,085   -1,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      7.4     22.4     49.8     65.2     92.3     95.0      7.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      98       46       86      112      111      258      216                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,202,708
COMMITMENTS
 116,862  173,549   24,248  893,891  799,845  1035001  997,642  167,707  205,066

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     -9,547)
  11,299   -2,602   -4,490  -21,248    5,852  -14,439   -1,240    4,892   -8,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     14.4      2.0     74.3     66.5     86.1     82.9     13.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      26       42       19       91       99      127      150                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,216,149
COMMITMENTS
  94,134  336,543    9,021  971,081  716,766  1074236  1062330  141,913  153,819

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     13,351)
   2,697   11,842   -1,606    5,015   21,017    6,106   31,253    7,245  -17,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     27.7      0.7     79.8     58.9     88.3     87.4     11.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      12       27       14       84       92      105      124                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      407,483
COMMITMENTS
  87,485   33,714   55,892  214,102  290,460  357,479  380,066   50,004   27,417

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:      3,423)
  -1,314    5,337   -1,615    5,873   -1,138    2,944    2,584      479      839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      8.3     13.7     52.5     71.3     87.7     93.3     12.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      79       53       71      116       91      238      183                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,956
COMMITMENTS
   1,708    2,728       91    4,701    3,933    6,500    6,752    1,456    1,204

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:        318)
     -29      891       71      376   -1,168      418     -206     -100      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     34.3      1.1     59.1     49.4     81.7     84.9     18.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       14        5       15       15       28       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,121,655
COMMITMENTS
 502,238  619,178   39,260  1419278  1343509  1960776  2001947  160,879  119,708

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:    -12,317)
   8,870   10,277      164  -22,860  -27,522  -13,826  -17,081    1,509    4,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     29.2      1.9     66.9     63.3     92.4     94.4      7.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      61       40       23      163      141      234      194                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,399,014
COMMITMENTS
 951,423  917,087   66,446  3062847  2852848  4080716  3836381  318,298  562,633

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:    -22,296)
 -31,871  107,213  -16,279   17,187  -92,670  -30,963   -1,736    8,667  -20,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     20.8      1.5     69.6     64.9     92.8     87.2      7.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
      63      104       45      191      226      280      349                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,556,218
COMMITMENTS
 300,068  105,461   20,518  1124350  1160708  1444936  1286687  111,282  269,531

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:    -98,166)
  -5,318  -47,890  -28,536  -57,216  -20,848  -91,070  -97,274   -7,096     -892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3      6.8      1.3     72.2     74.6     92.8     82.7      7.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      19       20       16       81       94      109      121                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,537,690
COMMITMENTS
 480,659  591,677   64,072  2685328  2502619  3230059  3158368  307,631  379,322

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     49,952)
  48,691   21,531    3,199    8,465   31,777   60,355   56,507  -10,403   -6,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     16.7      1.8     75.9     70.7     91.3     89.3      8.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      40       64       21      145      169      197      242                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,048,854
COMMITMENTS
  28,685  294,364  182,970  813,941  539,751  1025596  1017085   23,258   31,769

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     -4,067)
   4,770  -50,468   13,583  -25,071   31,227   -6,718   -5,658    2,651    1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     28.1     17.4     77.6     51.5     97.8     97.0      2.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      13       23       29       55       62       86       98                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,702
COMMITMENTS
  15,328   20,372    4,089   28,253   28,962   47,669   53,422   12,034    6,280

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:      6,555)
  -1,221     -586      831    4,421    5,516    4,031    5,760    2,525      795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     34.1      6.8     47.3     48.5     79.8     89.5     20.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      42       18       16       40       28       88       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      119,404
COMMITMENTS
  30,655   40,744    8,177   56,505   57,923   95,337  106,844   24,067   12,560

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     13,110)
  -2,441   -1,172    1,661    8,841   11,031    8,061   11,520    5,049    1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     34.1      6.8     47.3     48.5     79.8     89.5     20.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      42       18       16       40       28       88       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       38,752
COMMITMENTS
   6,801    1,484        0   29,695   36,199   36,496   37,683    2,256    1,069

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:      7,696)
     111      801        0    7,771    6,386    7,882    7,187     -186      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      3.8      0.0     76.6     93.4     94.2     97.2      5.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        0       22       10       28       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       54,346
COMMITMENTS
  22,141   41,990    8,188   22,169    4,040   52,498   54,218    1,848      128

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:      8,551)
  -1,014      384    8,147        0        0    7,133    8,531    1,418       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     77.3     15.1     40.8      7.4     96.6     99.8      3.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      38       14        7        4        1       47       17                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 06/15/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       81,688
COMMITMENTS
  24,915   40,899   18,270   38,469   22,441   81,654   81,610       34       78

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:    -83,555)
 -15,396   19,252  -69,478    1,320  -33,339  -83,554  -83,565       -1       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     50.1     22.4     47.1     27.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        7        1        3       11       10       18                  



Updated June 21, 2021