BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,828:        28      1,205        148      7,805      6,934      7,981      8,287:       847        541
Old  :     8,828:        28      1,205        148      7,805      6,934      7,981      8,287:       847        541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       294:       -41         15         34        255        174        248        223:        46         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       13.6        1.7       88.4       78.5       90.4       93.9:       9.6        6.1
Old  :     100.0:       0.3       13.6        1.7       88.4       78.5       90.4       93.9:       9.6        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         2          6          6         26         18         32         26:
Old  :        40:         2          6          6         26         18         32         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       44.9       69.2       65.2       47.0       43.6       66.4       61.6
Old  :                 49.6       44.9       69.2       65.2       47.0       43.6       66.4       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    26,985:    14,725      3,653        346      9,904     16,512     24,975     20,511:     2,010      6,474
Old  :    26,985:    14,725      3,653        346      9,904     16,512     24,975     20,511:     2,010      6,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     1,135:       496        332        -33        637        989      1,100      1,288:        35       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       13.5        1.3       36.7       61.2       92.6       76.0:       7.4       24.0
Old  :     100.0:      54.6       13.5        1.3       36.7       61.2       92.6       76.0:       7.4       24.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        16         11         14         21         24         41         45:
Old  :        63:        16         11         14         21         24         41         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       37.6       76.0       55.1       63.7       37.6       75.8       54.9
Old  :                 63.8       37.6       76.0       55.1       63.7       37.6       75.8       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     6,422:       654        424        355      4,211      5,097      5,220      5,876:     1,202        546
Old  :     6,422:       654        424        355      4,211      5,097      5,220      5,876:     1,202        546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :        84:      -110         60        -24        132        -70         -2        -34:        86        118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        6.6        5.5       65.6       79.4       81.3       91.5:      18.7        8.5
Old  :     100.0:      10.2        6.6        5.5       65.6       79.4       81.3       91.5:      18.7        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          6          6         24         21         33         27:
Old  :        38:         3          6          6         24         21         33         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       39.5       50.8       62.3       31.8       35.8       46.0       50.2
Old  :                 32.6       39.5       50.8       62.3       31.8       35.8       46.0       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   295,915:   117,159     37,184     65,898     85,891    159,087    268,948    262,169:    26,967     33,746
Old  :   226,591:   101,487     47,000     41,578     65,031    114,859    208,096    203,437:    18,495     23,154
Other:    69,324:    35,929     10,441      4,063     20,860     44,228     60,852     58,732:     8,472     10,592
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :    10,697:     6,570      3,709      2,180      1,629      4,827     10,379     10,716:       318        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       12.6       22.3       29.0       53.8       90.9       88.6:       9.1       11.4
Old  :     100.0:      44.8       20.7       18.3       28.7       50.7       91.8       89.8:       8.2       10.2
Other:     100.0:      51.8       15.1        5.9       30.1       63.8       87.8       84.7:      12.2       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:       129         66         99         68         88        246        215:
Old  :       301:       118         77         91         46         87        213        211:
Other:       169:        49         34         25         48         63        115        108:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       19.9       26.3       30.4       15.4       19.0       25.3       27.0
Old  :                 18.6       22.6       29.6       32.8       18.5       21.8       29.6       30.6
Other:                 27.7       22.3       39.2       34.7       26.8       20.8       38.3       33.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   314,914:   117,538     50,947     47,530    118,506    179,800    283,574    278,277:    31,340     36,637
Old  :   314,914:   117,538     50,947     47,530    118,506    179,800    283,574    278,277:    31,340     36,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :    -6,739:    -1,542     -1,178     -3,802       -868     -1,102     -6,212     -6,082:      -527       -657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       16.2       15.1       37.6       57.1       90.0       88.4:      10.0       11.6
Old  :     100.0:      37.3       16.2       15.1       37.6       57.1       90.0       88.4:      10.0       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       105         83        107         86        143        253        287:
Old  :       375:       105         83        107         86        143        253        287:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       21.2       32.1       31.2       20.0       20.4       31.0       27.7
Old  :                 20.0       21.2       32.1       31.2       20.0       20.4       31.0       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     2,168:       234        224        111        922      1,006      1,267      1,341:       901        827
Old  :     2,168:       234        224        111        922      1,006      1,267      1,341:       901        827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       -43:       -23        -50         51        -23        -10          5         -9:       -48        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       10.3        5.1       42.5       46.4       58.4       61.9:      41.6       38.1
Old  :     100.0:      10.8       10.3        5.1       42.5       46.4       58.4       61.9:      41.6       38.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         5          6          5         11         12         19         21:
Old  :        29:         5          6          5         11         12         19         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       29.2       47.7       41.5       37.8       26.7       45.4       38.4
Old  :                 38.1       29.2       47.7       41.5       37.8       26.7       45.4       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    42,875:    16,941     12,583      5,864     14,688      9,996     37,493     28,443:     5,382     14,432
Old  :    42,875:    16,941     12,583      5,864     14,688      9,996     37,493     28,443:     5,382     14,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :      -891:      -180     -1,753       -332          5        407       -507     -1,678:      -384        787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       29.3       13.7       34.3       23.3       87.4       66.3:      12.6       33.7
Old  :     100.0:      39.5       29.3       13.7       34.3       23.3       87.4       66.3:      12.6       33.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        55         41         48         45         57        125        127:
Old  :       181:        55         41         48         45         57        125        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       17.8       35.5       27.7       20.7       15.3       31.0       20.7
Old  :                 23.2       17.8       35.5       27.7       20.7       15.3       31.0       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                                                                  Code-052645
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     5,351:         4      3,303        123      4,398      1,651      4,525      5,077:       826        274
Old  :     5,351:         4      3,303        123      4,398      1,651      4,525      5,077:       826        274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       328:        -5        228          7        300        102        302        337:        26         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       61.7        2.3       82.2       30.9       84.6       94.9:      15.4        5.1
Old  :     100.0:       0.1       61.7        2.3       82.2       30.9       84.6       94.9:      15.4        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          6          4         10          8         14         15:
Old  :        20:         1          6          4         10          8         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       71.3       81.7       87.3       68.2       71.3       71.9       80.3
Old  :                 70.7       71.3       81.7       87.3       68.2       71.3       71.9       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    26,260:     2,096     12,396        908     22,316     12,599     25,320     25,903:       940        357
Old  :    26,260:     2,096     12,396        908     22,316     12,599     25,320     25,903:       940        357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     1,028:      -276      1,107          7      1,351         27      1,082      1,141:       -54       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       47.2        3.5       85.0       48.0       96.4       98.6:       3.6        1.4
Old  :     100.0:       8.0       47.2        3.5       85.0       48.0       96.4       98.6:       3.6        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         8         10         10         20         22         31         39:
Old  :        52:         8         10         10         20         22         31         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       55.2       78.1       78.1       51.1       55.1       75.0       77.8
Old  :                 54.0       55.2       78.1       78.1       51.1       55.1       75.0       77.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    35,074:    12,718      7,346          0     19,927     26,479     32,645     33,825:     2,429      1,249
Old  :    35,074:    12,718      7,346          0     19,927     26,479     32,645     33,825:     2,429      1,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       663:       912        220          0         81        407        993        627:      -330         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       20.9        0.0       56.8       75.5       93.1       96.4:       6.9        3.6
Old  :     100.0:      36.3       20.9        0.0       56.8       75.5       93.1       96.4:       6.9        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        23          8          0         11          7         34         15:
Old  :        49:        23          8          0         11          7         34         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       84.6       71.5       92.3       56.9       84.6       71.5       92.3
Old  :                 56.9       84.6       71.5       92.3       56.9       84.6       71.5       92.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   213,176:    84,183     39,372      3,248     76,439    151,974    163,870    194,594:    49,306     18,582
Old  :   213,176:    84,183     39,372      3,248     76,439    151,974    163,870    194,594:    49,306     18,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     5,213:     2,157      3,458       -440      3,080      3,637      4,797      6,655:       416     -1,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       18.5        1.5       35.9       71.3       76.9       91.3:      23.1        8.7
Old  :     100.0:      39.5       18.5        1.5       35.9       71.3       76.9       91.3:      23.1        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        40         21         10         36         30         82         56:
Old  :       114:        40         21         10         36         30         82         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       52.0       34.5       62.1       21.3       52.0       34.3       61.7
Old  :                 21.4       52.0       34.5       62.1       21.3       52.0       34.3       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    43,521:    12,223     13,426         68     17,997     14,318     30,288     27,812:    13,233     15,709
Old  :    43,521:    12,223     13,426         68     17,997     14,318     30,288     27,812:    13,233     15,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :      -641:     1,108     -1,954       -139        216      1,539      1,185       -554:    -1,826        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       30.8        0.2       41.4       32.9       69.6       63.9:      30.4       36.1
Old  :     100.0:      28.1       30.8        0.2       41.4       32.9       69.6       63.9:      30.4       36.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         8         17          3         14         15         25         32:
Old  :        51:         8         17          3         14         15         25         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       22.1       57.2       33.6       42.5       22.1       57.2       33.5
Old  :                 42.5       22.1       57.2       33.6       42.5       22.1       57.2       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   146,892:    63,868     72,366      5,000     70,361     66,593    139,229    143,959:     7,663      2,933
Old  :   146,892:    63,868     72,366      5,000     70,361     66,593    139,229    143,959:     7,663      2,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     2,180:     1,617         -3      2,536     -1,922         90      2,231      2,623:       -51       -443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       49.3        3.4       47.9       45.3       94.8       98.0:       5.2        2.0
Old  :     100.0:      43.5       49.3        3.4       47.9       45.3       94.8       98.0:       5.2        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        68         36         10         33         27        108         67:
Old  :       160:        68         36         10         33         27        108         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       53.0       48.0       69.3       36.7       53.0       48.0       68.8
Old  :                 36.7       53.0       48.0       69.3       36.7       53.0       48.0       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   169,372:    64,193     33,534      1,133     63,058    113,248    128,384    147,915:    40,988     21,457
Old  :   169,372:    64,193     33,534      1,133     63,058    113,248    128,384    147,915:    40,988     21,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :    -3,774:     1,166     -4,593       -152     -3,519      1,067     -2,505     -3,678:    -1,269        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       19.8        0.7       37.2       66.9       75.8       87.3:      24.2       12.7
Old  :     100.0:      37.9       19.8        0.7       37.2       66.9       75.8       87.3:      24.2       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        29         27         10         34         41         67         74:
Old  :       112:        29         27         10         34         41         67         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       30.8       40.6       43.5       28.6       30.6       40.0       43.2
Old  :                 28.8       30.8       40.6       43.5       28.6       30.6       40.0       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   153,196:    24,163     74,319      2,536    107,377     46,024    134,076    122,879:    19,120     30,317
Old  :   153,196:    24,163     74,319      2,536    107,377     46,024    134,076    122,879:    19,120     30,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :    -1,531:      -802     -1,594       -307       -109      2,639     -1,218        738:      -313     -2,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       48.5        1.7       70.1       30.0       87.5       80.2:      12.5       19.8
Old  :     100.0:      15.8       48.5        1.7       70.1       30.0       87.5       80.2:      12.5       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        26         36         13         41         40         75         82:
Old  :       124:        26         36         13         41         40         75         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       27.4       50.3       37.4       37.2       27.3       48.9       36.8
Old  :                 37.6       27.4       50.3       37.4       37.2       27.3       48.9       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   738,138:   236,103    132,103      8,689    381,869    561,735    626,661    702,527:   111,477     35,611
Old  :   738,138:   236,103    132,103      8,689    381,869    561,735    626,661    702,527:   111,477     35,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :    10,507:     3,773       -369        890      3,628     10,590      8,291     11,111:     2,216       -604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       17.9        1.2       51.7       76.1       84.9       95.2:      15.1        4.8
Old  :     100.0:      32.0       17.9        1.2       51.7       76.1       84.9       95.2:      15.1        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:       111         37         30        129         90        245        153:
Old  :       315:       111         37         30        129         90        245        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       57.9       24.1       70.5       13.8       57.7       22.6       70.2
Old  :                 14.9       57.9       24.1       70.5       13.8       57.7       22.6       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    26,583:     5,806      5,823        196      8,699     13,998     14,701     20,017:    11,882      6,566
Old  :    26,583:     5,806      5,823        196      8,699     13,998     14,701     20,017:    11,882      6,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       238:         7        372         -1          8         67         14        438:       224       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       21.9        0.7       32.7       52.7       55.3       75.3:      44.7       24.7
Old  :     100.0:      21.8       21.9        0.7       32.7       52.7       55.3       75.3:      44.7       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          5          1          9          9         15         15:
Old  :        22:         6          5          1          9          9         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       50.3       40.6       67.2       23.6       49.3       37.7       62.6
Old  :                 24.5       50.3       40.6       67.2       23.6       49.3       37.7       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE                                                Code-399741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    23,212:     5,930      7,725          0      7,055     12,369     12,985     20,094:    10,227      3,118
Old  :    23,212:     5,930      7,725          0      7,055     12,369     12,985     20,094:    10,227      3,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :      -350:        36       -174          0        -51       -476        -15       -650:      -335        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       33.3        0.0       30.4       53.3       55.9       86.6:      44.1       13.4
Old  :     100.0:      25.5       33.3        0.0       30.4       53.3       55.9       86.6:      44.1       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          2          0         10         10         15         12:
Old  :        21:         5          2          0         10         10         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       63.3       49.2       77.4       32.9       61.7       44.7       72.8
Old  :                 33.9       63.3       49.2       77.4       32.9       61.7       44.7       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    65,687:    25,836     20,229        173     36,251     43,364     62,260     63,766:     3,427      1,921
Old  :    65,687:    25,836     20,229        173     36,251     43,364     62,260     63,766:     3,427      1,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :    18,648:       -77       -853         31     18,679     19,279     18,633     18,457:        15        191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       30.8        0.3       55.2       66.0       94.8       97.1:       5.2        2.9
Old  :     100.0:      39.3       30.8        0.3       55.2       66.0       94.8       97.1:       5.2        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        25         21          3         18          8         44         31:
Old  :        68:        25         21          3         18          8         44         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       70.7       75.6       87.8       35.6       54.8       46.7       60.8
Old  :                 64.4       70.7       75.6       87.8       35.6       54.8       46.7       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    44,245:    24,446     15,861        953     12,973     24,680     38,372     41,494:     5,873      2,751
Old  :    44,245:    24,446     15,861        953     12,973     24,680     38,372     41,494:     5,873      2,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     1,090:       822        687        106       -203          1        725        794:       365        296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.3       35.8        2.2       29.3       55.8       86.7       93.8:      13.3        6.2
Old  :     100.0:      55.3       35.8        2.2       29.3       55.8       86.7       93.8:      13.3        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        33         18          8         22         19         59         41:
Old  :        87:        33         18          8         22         19         59         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       50.4       42.1       68.2       27.6       50.4       41.8       67.8
Old  :                 27.6       50.4       42.1       68.2       27.6       50.4       41.8       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                        Code-122741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    13,952:     8,987      4,104          0      3,363      8,639     12,350     12,743:     1,602      1,209
Old  :    13,952:     8,987      4,104          0      3,363      8,639     12,350     12,743:     1,602      1,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :      -910:    -1,026       -130          0         94       -685       -932       -815:        22        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.4       29.4        0.0       24.1       61.9       88.5       91.3:      11.5        8.7
Old  :     100.0:      64.4       29.4        0.0       24.1       61.9       88.5       91.3:      11.5        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        13         10          0          8          7         21         17:
Old  :        37:        13         10          0          8          7         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       69.5       72.1       82.2       58.5       69.5       72.1       82.2
Old  :                 58.5       69.5       72.1       82.2       58.5       69.5       72.1       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :13,093,992: 2,730,799  3,068,206  3,034,207  6,650,052  6,093,806 12,415,058 12,196,219:   678,934    897,773
Old  :13,093,992: 2,730,799  3,068,206  3,034,207  6,650,052  6,093,806 12,415,058 12,196,219:   678,934    897,773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :   446,950:    36,567    126,723     62,307    304,590    230,665    403,464    419,695:    43,486     27,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       23.4       23.2       50.8       46.5       94.8       93.1:       5.2        6.9
Old  :     100.0:      20.9       23.4       23.2       50.8       46.5       94.8       93.1:       5.2        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        44         67         82        121        128        219        231:
Old  :       256:        44         67         82        121        128        219        231:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       18.4       40.3       29.5       20.4       15.8       28.1       22.9
Old  :                 26.7       18.4       40.3       29.5       20.4       15.8       28.1       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                                   Code-133741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :     8,893:     5,024      6,696      1,167        631        216      6,822      8,079:     2,071        814
Old  :     8,893:     5,024      6,696      1,167        631        216      6,822      8,079:     2,071        814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :      -267:    -1,251       -538        458        274       -156       -519       -236:       252        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.5       75.3       13.1        7.1        2.4       76.7       90.8:      23.3        9.2
Old  :     100.0:      56.5       75.3       13.1        7.1        2.4       76.7       90.8:      23.3        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        45         32         17          2          3         56         44:
Old  :        82:        45         32         17          2          3         56         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       35.6       35.7       52.6       21.5       33.8       32.3       49.1
Old  :                 23.1       35.6       35.7       52.6       21.5       33.8       32.3       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                             Code-133742
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Bitcoin X $0.10)                                                          :
     :          :                                                                            :
All  :    37,049:    31,440     33,521        811        407          0     32,658     34,332:     4,391      2,717
Old  :    37,049:    31,440     33,521        811        407          0     32,658     34,332:     4,391      2,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     4,184:     2,241      3,702        290        250          0      2,781      3,992:     1,403        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.9       90.5        2.2        1.1        0.0       88.1       92.7:      11.9        7.3
Old  :     100.0:      84.9       90.5        2.2        1.1        0.0       88.1       92.7:      11.9        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        57         30          8          1          0         63         33:
Old  :        88:        57         30          8          1          0         63         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.9       80.9       80.6       89.4       76.7       79.6       79.5       87.4
Old  :                 76.9       80.9       80.6       89.4       76.7       79.6       79.5       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($2,500 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   548,706:    36,701     71,941    138,594    372,740    337,969    548,035    548,504:       671        202
Old  :   548,706:    36,701     71,941    138,594    372,740    337,969    548,035    548,504:       671        202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :    10,612:    -8,991     10,173     -2,444     22,067      2,931     10,632     10,660:       -20        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       13.1       25.3       67.9       61.6       99.9      100.0:       0.1        0.0
Old  :     100.0:       6.7       13.1       25.3       67.9       61.6       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        29         25         38         36         38         84         86:
Old  :       107:        29         25         38         36         38         84         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       32.4       50.3       48.7       22.9       20.9       30.5       26.3
Old  :                 34.2       32.4       50.3       48.7       22.9       20.9       30.5       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134742
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($4,167 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   240,903:   126,389     34,450     38,147     76,310    168,180    240,846    240,777:        57        126
Old  :   240,903:   126,389     34,450     38,147     76,310    168,180    240,846    240,777:        57        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     3,428:     1,958     -2,852      1,394         98      4,904      3,450      3,446:       -22        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.5       14.3       15.8       31.7       69.8      100.0       99.9:       0.0        0.1
Old  :     100.0:      52.5       14.3       15.8       31.7       69.8      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        20         29         27         23         37         59         77:
Old  :        95:        20         29         27         23         37         59         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       33.0       65.0       49.1       47.4       30.5       57.3       42.0
Old  :                 47.9       33.0       65.0       49.1       47.4       30.5       57.3       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   588,098:    75,932     65,998     42,627    396,276    414,502    514,835    523,127:    73,263     64,971
Old  :   588,098:    75,932     65,998     42,627    396,276    414,502    514,835    523,127:    73,263     64,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :    26,803:     5,877      2,827      8,018     10,992     11,115     24,887     21,960:     1,916      4,843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       11.2        7.2       67.4       70.5       87.5       89.0:      12.5       11.0
Old  :     100.0:      12.9       11.2        7.2       67.4       70.5       87.5       89.0:      12.5       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       536:        96         72         56        275        243        398        344:
Old  :       536:        96         72         56        275        243        398        344:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       21.2       20.9       30.0       10.6       19.9       15.5       26.1
Old  :                 12.7       21.2       20.9       30.0       10.6       19.9       15.5       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :    40,951:    22,512      8,880        200     15,957     12,887     38,669     21,967:     2,282     18,984
Old  :    40,951:    22,512      8,880        200     15,957     12,887     38,669     21,967:     2,282     18,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     3,648:     2,306        196       -240      2,150       -533      4,216       -577:      -568      4,225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.0       21.7        0.5       39.0       31.5       94.4       53.6:       5.6       46.4
Old  :     100.0:      55.0       21.7        0.5       39.0       31.5       94.4       53.6:       5.6       46.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         7          2          1          6          8         13         11:
Old  :        21:         7          2          1          6          8         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       44.3       85.1       53.1       60.7       44.3       84.4       52.9
Old  :                 61.3       44.3       85.1       53.1       60.7       44.3       84.4       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-138748
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Consumer Stapl                                   :
     :          :                                                                            :
All  :    14,199:     2,352      3,196          0      9,806     10,233     12,158     13,429:     2,041        770
Old  :    14,199:     2,352      3,196          0      9,806     10,233     12,158     13,429:     2,041        770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       558:       288        700          0        326        368        614      1,068:       -56       -510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       22.5        0.0       69.1       72.1       85.6       94.6:      14.4        5.4
Old  :     100.0:      16.6       22.5        0.0       69.1       72.1       85.6       94.6:      14.4        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          3          0          8          8         10         11:
Old  :        21:         2          3          0          8          8         10         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       73.9       80.5       89.5       60.7       73.9       80.5       89.5
Old  :                 60.7       73.9       80.5       89.5       60.7       73.9       80.5       89.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                                                   Code-138749
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Energy Index p                                   :
     :          :                                                                            :
All  :    30,965:     1,507      6,850          0     26,332     23,362     27,839     30,212:     3,126        753
Old  :    30,965:     1,507      6,850          0     26,332     23,362     27,839     30,212:     3,126        753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       109:       617        369       -217        681        239      1,081        391:      -972       -282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       22.1        0.0       85.0       75.4       89.9       97.6:      10.1        2.4
Old  :     100.0:       4.9       22.1        0.0       85.0       75.4       89.9       97.6:      10.1        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          2          0         20          8         24         10:
Old  :        34:         4          2          0         20          8         24         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       88.8       59.8       95.5       41.7       88.8       59.8       95.5
Old  :                 41.7       88.8       59.8       95.5       41.7       88.8       59.8       95.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,735,735:   393,620    412,108     85,616  1,901,593  2,008,075  2,380,829  2,505,799:   354,906    229,936
Old  : 2,735,735:   393,620    412,108     85,616  1,901,593  2,008,075  2,380,829  2,505,799:   354,906    229,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :   115,775:    37,221     32,518     21,926     44,209     58,239    103,356    112,683:    12,419      3,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       15.1        3.1       69.5       73.4       87.0       91.6:      13.0        8.4
Old  :     100.0:      14.4       15.1        3.1       69.5       73.4       87.0       91.6:      13.0        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       536:        96         72         54        274        242        395        343:
Old  :       536:        96         72         54        274        242        395        343:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       22.8       20.6       32.1       11.4       21.7       16.6       29.9
Old  :                 13.1       22.8       20.6       32.1       11.4       21.7       16.6       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874C
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Financial Inde                                   :
     :          :                                                                            :
All  :    52,703:    15,959          0          0     32,006     52,185     47,965     52,185:     4,738        518
Old  :    52,703:    15,959          0          0     32,006     52,185     47,965     52,185:     4,738        518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :    -1,850:    -1,032          0          0       -846     -1,736     -1,878     -1,736:        28       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        0.0        0.0       60.7       99.0       91.0       99.0:       9.0        1.0
Old  :     100.0:      30.3        0.0        0.0       60.7       99.0       91.0       99.0:       9.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         4          0          0         25         11         29         11:
Old  :        37:         4          0          0         25         11         29         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       73.9       70.9       96.5       51.6       73.9       69.2       96.5
Old  :                 53.2       73.9       70.9       96.5       51.6       73.9       69.2       96.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE                                              Code-13874E
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Health Care In                                   :
     :          :                                                                            :
All  :    14,143:     2,783      1,763          0      8,543     11,750     11,326     13,513:     2,817        630
Old  :    14,143:     2,783      1,763          0      8,543     11,750     11,326     13,513:     2,817        630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :      -356:      -216        240          0       -314       -260       -530        -20:       174       -336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       12.5        0.0       60.4       83.1       80.1       95.5:      19.9        4.5
Old  :     100.0:      19.7       12.5        0.0       60.4       83.1       80.1       95.5:      19.9        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          4          0          7          9          9         13:
Old  :        22:         2          4          0          7          9          9         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.1       70.0       78.6       85.8       65.1       70.0       78.6       85.8
Old  :                 65.1       70.0       78.6       85.8       65.1       70.0       78.6       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                               Code-13874F
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Industrial Ind                                   :
     :          :                                                                            :
All  :    20,868:     1,169          0          0     16,666     19,851     17,835     19,851:     3,033      1,017
Old  :    20,868:     1,169          0          0     16,666     19,851     17,835     19,851:     3,033      1,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       358:        30          0          0        199        152        229        152:       129        206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        0.0        0.0       79.9       95.1       85.5       95.1:      14.5        4.9
Old  :     100.0:       5.6        0.0        0.0       79.9       95.1       85.5       95.1:      14.5        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          0         12         10         14         10:
Old  :        21:         2          0          0         12         10         14         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       79.9       75.9       93.9       53.6       79.9       71.1       89.3
Old  :                 58.3       79.9       75.9       93.9       53.6       79.9       71.1       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874J
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Utilities Inde                                   :
     :          :                                                                            :
All  :    13,760:     1,489        216          0      9,434     13,234     10,923     13,450:     2,837        310
Old  :    13,760:     1,489        216          0      9,434     13,234     10,923     13,450:     2,837        310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :      -279:      -212          0          0        191        160        -21        160:      -258       -439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        1.6        0.0       68.6       96.2       79.4       97.7:      20.6        2.3
Old  :     100.0:      10.8        1.6        0.0       68.6       96.2       79.4       97.7:      20.6        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          0         10         13         12         14:
Old  :        22:         2          1          0         10         13         12         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       70.3       72.6       85.3       49.2       70.3       67.9       85.3
Old  :                 52.6       70.3       72.6       85.3       49.2       70.3       67.9       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    44,626:     7,599      2,171          5     27,985     38,786     35,589     40,962:     9,037      3,664
Old  :    44,626:     7,599      2,171          5     27,985     38,786     35,589     40,962:     9,037      3,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       216:      -355        217       -125        492        -11         12         81:       204        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        4.9        0.0       62.7       86.9       79.7       91.8:      20.3        8.2
Old  :     100.0:      17.0        4.9        0.0       62.7       86.9       79.7       91.8:      20.3        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        10          4          2         36         33         46         39:
Old  :        69:        10          4          2         36         33         46         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       38.6       38.2       54.3       23.5       38.0       37.6       52.9
Old  :                 23.6       38.6       38.2       54.3       23.5       38.0       37.6       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                                                        Code-146021
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (50 Index Points)                                                          :
     :          :                                                                            :
All  :     3,665:     2,259      2,945        217         53         36      2,529      3,198:     1,136        467
Old  :     3,665:     2,259      2,945        217         53         36      2,529      3,198:     1,136        467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       696:       542        540         52         53          0        647        592:        49        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.6       80.4        5.9        1.4        1.0       69.0       87.3:      31.0       12.7
Old  :     100.0:      61.6       80.4        5.9        1.4        1.0       69.0       87.3:      31.0       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        24         17          8          1          1         30         22:
Old  :        44:        24         17          8          1          1         30         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       50.0       44.1       70.3       32.0       50.0       43.2       68.4
Old  :                 32.0       50.0       44.1       70.3       32.0       50.0       43.2       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    46,678:    10,586     13,245        807     27,806     23,342     39,200     37,395:     7,478      9,283
Old  :    46,678:    10,586     13,245        807     27,806     23,342     39,200     37,395:     7,478      9,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     1,082:    -1,212        227        -20      2,359        463      1,126        669:       -44        413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       28.4        1.7       59.6       50.0       84.0       80.1:      16.0       19.9
Old  :     100.0:      22.7       28.4        1.7       59.6       50.0       84.0       80.1:      16.0       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        54         62         27        104        120        168        199:
Old  :       296:        54         62         27        104        120        168        199:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       12.4       29.3       21.8       18.0       12.2       28.6       21.6
Old  :                 18.4       12.4       29.3       21.8       18.0       12.2       28.6       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   233,388:    52,932     66,227      4,036    139,030    116,712    195,998    186,975:    37,390     46,413
Old  :   233,388:    52,932     66,227      4,036    139,030    116,712    195,998    186,975:    37,390     46,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     5,411:    -6,060      1,133       -101     11,793      2,315      5,632      3,347:      -221      2,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       28.4        1.7       59.6       50.0       84.0       80.1:      16.0       19.9
Old  :     100.0:      22.7       28.4        1.7       59.6       50.0       84.0       80.1:      16.0       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        54         62         27        104        120        168        199:
Old  :       296:        54         62         27        104        120        168        199:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       12.4       29.3       21.8       18.0       12.2       28.6       21.6
Old  :                 18.4       12.4       29.3       21.8       18.0       12.2       28.6       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-209747
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX x $2)                                              :
     :          :                                                                            :
All  :   147,903:    67,686    120,440      4,736        356        241     72,778    125,417:    75,125     22,486
Old  :   147,903:    67,686    120,440      4,736        356        241     72,778    125,417:    75,125     22,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       816:     4,152     -1,419       -295     -2,833       -389      1,024     -2,103:      -208      2,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.8       81.4        3.2        0.2        0.2       49.2       84.8:      50.8       15.2
Old  :     100.0:      45.8       81.4        3.2        0.2        0.2       49.2       84.8:      50.8       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        10         11          5          1          1         13         15:
Old  :        23:        10         11          5          1          1         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       79.9       48.2       83.7       44.1       78.7       45.3       80.8
Old  :                 46.6       79.9       48.2       83.7       44.1       78.7       45.3       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   134,790:    55,098     55,907        748     49,401     62,190    105,247    118,845:    29,543     15,945
Old  :   134,790:    55,098     55,907        748     49,401     62,190    105,247    118,845:    29,543     15,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :    -2,646:    -2,764      1,047       -797      1,915     -3,183     -1,646     -2,933:    -1,000        287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       41.5        0.6       36.7       46.1       78.1       88.2:      21.9       11.8
Old  :     100.0:      40.9       41.5        0.6       36.7       46.1       78.1       88.2:      21.9       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        28         15          8         28         26         60         45:
Old  :        86:        28         15          8         28         26         60         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       50.6       42.6       62.3       29.3       50.3       42.6       62.0
Old  :                 29.3       50.6       42.6       62.3       29.3       50.3       42.6       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE                                                 Code-239742
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   451,798:    61,885     95,745      3,936    358,082    333,122    423,903    432,803:    27,895     18,995
Old  :   451,798:    61,885     95,745      3,936    358,082    333,122    423,903    432,803:    27,895     18,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :    -8,021:    -1,528     -4,459       -704     -6,230     -2,480     -8,462     -7,643:       441       -378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       21.2        0.9       79.3       73.7       93.8       95.8:       6.2        4.2
Old  :     100.0:      13.7       21.2        0.9       79.3       73.7       93.8       95.8:       6.2        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        55         51         18        143        124        203        188:
Old  :       322:        55         51         18        143        124        203        188:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       28.2       30.4       42.0       17.2       27.5       30.2       40.0
Old  :                 17.2       28.2       30.4       42.0       17.2       27.5       30.2       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-239744
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 1000 VALUE INDEX x $50)                                           :
     :          :                                                                            :
All  :    32,314:     2,296        548          0     27,860     31,443     30,156     31,991:     2,158        323
Old  :    32,314:     2,296        548          0     27,860     31,443     30,156     31,991:     2,158        323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     1,989:       418          0          0      2,117      1,959      2,535      1,959:      -546         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        1.7        0.0       86.2       97.3       93.3       99.0:       6.7        1.0
Old  :     100.0:       7.1        1.7        0.0       86.2       97.3       93.3       99.0:       6.7        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          1          0         18         11         22         12:
Old  :        34:         4          1          0         18         11         22         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       69.7       66.6       92.9       45.4       69.7       66.6       92.9
Old  :                 45.4       69.7       66.6       92.9       45.4       69.7       66.6       92.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    15,759:     2,659      6,705         15      9,105      5,730     11,779     12,450:     3,980      3,309
Old  :    15,759:     2,659      6,705         15      9,105      5,730     11,779     12,450:     3,980      3,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :       241:       174      1,310          4        -50        -30        128      1,284:       113     -1,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       42.5        0.1       57.8       36.4       74.7       79.0:      25.3       21.0
Old  :     100.0:      16.9       42.5        0.1       57.8       36.4       74.7       79.0:      25.3       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          4          2          9          4         16          9:
Old  :        22:         6          4          2          9          4         16          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       69.3       64.2       79.0       50.9       69.2       64.2       78.9
Old  :                 50.9       69.3       64.2       79.0       50.9       69.2       64.2       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    42,342:    13,034      4,035        574     22,620      9,194     36,228     13,803:     6,114     28,539
Old  :    42,342:    13,034      4,035        574     22,620      9,194     36,228     13,803:     6,114     28,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     2,957:     2,721          3        321      1,042        569      4,084        893:    -1,127      2,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        9.5        1.4       53.4       21.7       85.6       32.6:      14.4       67.4
Old  :     100.0:      30.8        9.5        1.4       53.4       21.7       85.6       32.6:      14.4       67.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        15          4          5         30         15         46         23:
Old  :        60:        15          4          5         30         15         46         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       18.1       42.3       24.1       27.8       17.7       42.3       23.1
Old  :                 27.8       18.1       42.3       24.1       27.8       17.7       42.3       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders - Futures Only, May 25, 2021                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :   199,267:    62,258        462      7,629    129,094    191,109    198,981    199,200:       286         67
Old  :   199,267:    62,258        462      7,629    129,094    191,109    198,981    199,200:       286         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2021                         :
     :     4,030:       114          0       -117      4,039      4,151      4,036      4,034:        -6         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        0.2        3.8       64.8       95.9       99.9      100.0:       0.1        0.0
Old  :     100.0:      31.2        0.2        3.8       64.8       95.9       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        33          4          5         34         29         67         38:
Old  :        83:        33          4          5         34         29         67         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       66.1       63.6       86.6       37.2       64.2       57.1       76.1
Old  :                 38.3       66.1       63.6       86.6       37.2       64.2       57.1       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 28, 2021