BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,525
COMMITMENTS
     276    1,211      862    9,273    8,819   10,411   10,892    1,114      633

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:        104)
     -36      -43       80      119       42      162       78      -58       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     10.5      7.5     80.5     76.5     90.3     94.5      9.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2       11        6       27       21       35       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,639
COMMITMENTS
  14,013    5,186    8,897   21,417   23,428   44,327   37,511    4,313   11,128

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      2,952)
     -37    1,038      961    1,675      663    2,599    2,663      353      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8     10.7     18.3     44.0     48.2     91.1     77.1      8.9     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      21       11       20       36       31       60       59                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,145
COMMITMENTS
     630      129    2,168    8,160    9,282   10,958   11,579    1,187      566

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:        391)
      54      -64       13      283      420      349      369       41       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      1.1     17.9     67.2     76.4     90.2     95.3      9.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        4        6       28       21       36       28                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,894
COMMITMENTS
     248      782    2,040    3,284    2,074    5,572    4,896    1,323    1,998

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:        445)
     -22      183      213       52       93      244      490      201      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     11.3     29.6     47.6     30.1     80.8     71.0     19.2     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        8       11        9       19       17                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      336,836
COMMITMENTS
 111,222   28,753   98,073  101,359  173,218  310,655  300,044   26,182   36,792

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:    -14,783)
  -6,934     -407   -8,676    1,583   -4,565  -14,028  -13,648     -755   -1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0      8.5     29.1     30.1     51.4     92.2     89.1      7.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     123       66      105       96       94      267      222                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      343,717
COMMITMENTS
 115,247   23,580   76,170  121,995  200,476  313,412  300,225   30,305   43,492

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:     -1,439)
  -3,479     -905    1,635      929   -1,476     -915     -745     -525     -694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5      6.9     22.2     35.5     58.3     91.2     87.3      8.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     132       60      106      114      151      295      279                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,497
COMMITMENTS
     356      100      335      908    1,221    1,600    1,657      897      840

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:         89)
      61      -85       14       35      136      110       65      -21       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3      4.0     13.4     36.4     48.9     64.1     66.4     35.9     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        4        4       14       14       25       19                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,446
COMMITMENTS
  15,670    6,752   12,632   16,392   11,755   44,693   31,138    5,753   19,307

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:        -50)
     -48      -96      572     -364     -430      160       46     -210      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     13.4     25.0     32.5     23.3     88.6     61.7     11.4     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      54       41       64       64       64      162      139                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,989
COMMITMENTS
     314    3,577      175    4,689    1,973    5,178    5,725      811      264

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:       -100)
      52       72       -8      -68     -142      -25      -78      -75      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     59.7      2.9     78.3     32.9     86.5     95.6     13.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        6        4       11       10       16       16                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       37,182
COMMITMENTS
   1,347   14,667    5,187   29,824   16,541   36,358   36,395      824      787

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:        710)
      75      446      -30      657      290      702      707        8        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     39.4     14.0     80.2     44.5     97.8     97.9      2.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6       17        9       31       31       43       51                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       44,362
COMMITMENTS
  18,924    8,586       95   22,309   34,516   41,328   43,197    3,034    1,165

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      4,544)
   3,429    3,187       95      619      967    4,143    4,249      401      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.7     19.4      0.2     50.3     77.8     93.2     97.4      6.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      28        9        1       14        7       42       17                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      218,547
COMMITMENTS
  66,589   22,781   10,344   95,637  166,017  172,570  199,142   45,977   19,405

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:     -4,875)
     -79   -4,046     -341   -5,246      680   -5,666   -3,707      791   -1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5     10.4      4.7     43.8     76.0     79.0     91.1     21.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       16       13       46       33       85       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,381
COMMITMENTS
  17,949    7,876    1,517   14,804   16,965   34,269   26,357   11,112   19,024

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      1,503)
  -2,263      448      313    3,251      169    1,302      930      201      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.6     17.4      3.3     32.6     37.4     75.5     58.1     24.5     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       11        5       16       17       27       31                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      144,662
COMMITMENTS
  71,449   90,968      899   64,522   49,496  136,870  141,364    7,792    3,298

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      4,494)
   9,494      369     -534   -6,273    4,869    2,687    4,704    1,807     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.4     62.9      0.6     44.6     34.2     94.6     97.7      5.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      71       27       10       30       27      105       60                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      192,815
COMMITMENTS
  46,316   33,073   18,044   92,644  118,547  157,003  169,663   35,812   23,152

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:       -456)
     -35      454     -234   -1,922      894   -2,191    1,113    1,735   -1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     17.2      9.4     48.0     61.5     81.4     88.0     18.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      31       28       21       42       46       80       88                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      212,118
COMMITMENTS
  26,928  100,318    6,993  158,544   63,144  192,465  170,455   19,654   41,663

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      5,175)
  -5,739    9,067     -461    9,626   -4,705    3,426    3,902    1,749    1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     47.3      3.3     74.7     29.8     90.7     80.4      9.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      20       49       19       44       43       77       98                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      759,123
COMMITMENTS
 209,590  124,087   32,292  416,101  550,667  657,983  707,046  101,140   52,077

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      8,019)
    -563    3,615    1,461    6,051   -1,851    6,950    3,225    1,069    4,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6     16.3      4.3     54.8     72.5     86.7     93.1     13.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      91       55       42      132       95      239      176                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       28,766
COMMITMENTS
   4,827    3,010    1,407    9,882   17,989   16,116   22,406   12,650    6,360

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:        272)
     -17      707        0     -364      -87     -381      620      653     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     10.5      4.9     34.4     62.5     56.0     77.9     44.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        2       10        9       17       14                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,497
COMMITMENTS
   7,870    7,760        0    6,420   12,301   14,290   20,061    9,207    3,436

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      1,352)
   1,280        0        0      326    1,230    1,606    1,230     -254      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5     33.0      0.0     27.3     52.4     60.8     85.4     39.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        2        0        9       12       17       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       47,731
COMMITMENTS
  32,350   11,887      119   10,888   34,118   43,357   46,124    4,374    1,607

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      5,629)
   4,810    2,590      -29    1,886    4,877    6,667    7,438   -1,038   -1,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.8     24.9      0.2     22.8     71.5     90.8     96.6      9.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      30       19        5       20        9       52       31                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       41,435
COMMITMENTS
  19,914   16,783    1,264   15,727   19,654   36,905   37,701    4,529    3,733

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      2,059)
     740      905      377    1,037      828    2,153    2,110      -94      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.1     40.5      3.1     38.0     47.4     89.1     91.0     10.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      30       20        8       24       19       57       44                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       17,995
COMMITMENTS
  10,445    4,005        0    5,968   12,665   16,413   16,670    1,582    1,325

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:       -244)
    -402      459        0      -76     -419     -478       40      234     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.0     22.3      0.0     33.2     70.4     91.2     92.6      8.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        8        0       12        8       22       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   22,890,662
COMMITMENTS
 1008831  1524081 10880701 10366280  9571779 22255811 21976561  634,851  914,101

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:    293,718)
 -38,036  -21,477   89,483  255,444  183,242  306,891  251,247  -13,173   42,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      6.7     47.5     45.3     41.8     97.2     96.0      2.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      53       82      111      141      145      262      275                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        7,004
COMMITMENTS
   3,863    5,166      795      672      186    5,329    6,147    1,675      858

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:     -1,340)
    -712     -936     -308       27       29     -993   -1,215     -346     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.1     73.8     11.3      9.6      2.7     76.1     87.8     23.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      33       27       13        2        3       41       38                  
 
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                          Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10)                                    OPEN INTEREST:       15,481
COMMITMENTS
   9,039   13,702      812    1,184       48   11,035   14,562    4,446      919

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:    -13,239)
  -2,171   -3,446   -9,679       34       20  -11,816  -13,105   -1,423     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.4     88.5      5.2      7.6      0.3     71.3     94.1     28.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      58       17        5        1        1       61       21                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      613,437
COMMITMENTS
  80,408  103,579  148,469  384,496  361,258  613,373  613,306       64      131

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:     24,457)
   6,766   -4,347   15,075    2,592   13,713   24,433   24,441       24       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     16.9     24.2     62.7     58.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      25       31       38       38       44       89       91                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      220,454
COMMITMENTS
  92,943   27,587   40,826   86,657  151,952  220,426  220,365       28       89

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      6,297)
  10,729    2,961     -374   -4,049    3,695    6,306    6,282       -9       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.2     12.5     18.5     39.3     68.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       25       27       22       36       57       75                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      631,997
COMMITMENTS
  71,675   62,552   87,815  401,930  414,754  561,420  565,121   70,577   66,876

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:     11,550)
   4,056    4,811    3,261    1,550     -152    8,867    7,920    2,683    3,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      9.9     13.9     63.6     65.6     88.8     89.4     11.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     111       90      106      284      259      451      399                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       26,066
COMMITMENTS
   4,076    4,924    4,977    9,412    4,918   18,466   14,819    7,600   11,247

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      5,609)
   3,251    2,135       60    2,396     -408    5,707    1,787      -98    3,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     18.9     19.1     36.1     18.9     70.8     56.9     29.2     43.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        9       13        8        8       22       21                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       24,056
COMMITMENTS
   2,063    4,109        0   20,202   19,473   22,265   23,582    1,791      474

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     17.1      0.0     84.0     80.9     92.6     98.0      7.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        8        9       10       10                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       23,057
COMMITMENTS
     859    2,830      259   18,794   18,751   19,912   21,840    3,145    1,217

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:        354)
    -365      207        0      754       41      389      248      -35      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     12.3      1.1     81.5     81.3     86.4     94.7     13.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        1       17        7       21       11                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,029,655
COMMITMENTS
 368,782  318,933  383,397  1962590  2049182  2714770  2751512  314,885  278,143

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:     29,704)
  20,201   29,555     -171   -4,230    1,280   15,800   30,664   13,904     -960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     10.5     12.7     64.8     67.6     89.6     90.8     10.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      560)
     114       85      103      281      258      446      395                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       41,358
COMMITMENTS
  12,687      425        0   24,538   40,382   37,225   40,807    4,133      551

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:     -2,190)
    -815        0        0   -1,442   -1,253   -2,257   -1,253       67     -937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7      1.0      0.0     59.3     97.6     90.0     98.7     10.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        0       24       13       29       14                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:       18,797
COMMITMENTS
     927        0        0   14,963   18,236   15,890   18,236    2,907      561

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:       -183)
    -497        0        0      530     -150       33     -150     -216      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.0      0.0     79.6     97.0     84.5     97.0     15.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12        8       13        8                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       42,441
COMMITMENTS
   8,047    1,049        3   25,876   36,657   33,926   37,709    8,515    4,732

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:     -1,438)
     998     -256     -208   -1,753   -1,156     -963   -1,620     -475      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0      2.5      0.0     61.0     86.4     79.9     88.9     20.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      11        4        1       32       26       43       31                  
 
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                     Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 Index Points)                                    OPEN INTEREST:        2,733
COMMITMENTS
   1,528    2,258       98        0       60    1,626    2,416    1,107      317

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:       -163)
    -176     -181       11        0        0     -165     -170        2        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.9     82.6      3.6      0.0      2.2     59.5     88.4     40.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19       20        7        0        1       22       25                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,624
COMMITMENTS
  12,428   13,506    6,643   25,182   21,083   44,253   41,232    7,371   10,392

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      1,467)
     712      155    1,610     -838   -1,025    1,484      739      -17      728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     26.2     12.9     48.8     40.8     85.7     79.9     14.3     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      81       95       74       81       92      204      220                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      258,120
COMMITMENTS
  62,140   67,528   33,217  125,909  105,414  221,265  206,158   36,855   51,962

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      7,336)
   3,561      773    8,050   -4,191   -5,127    7,420    3,695      -84    3,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     26.2     12.9     48.8     40.8     85.7     79.9     14.3     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      81       95       74       81       92      204      220                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:       44,306
COMMITMENTS
  14,198    4,500    1,331    3,077        0   18,607    5,831   25,699   38,474

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      6,375)
   4,273   -2,643      324      976     -259    5,573   -2,578      802    8,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.0     10.2      3.0      6.9      0.0     42.0     13.2     58.0     86.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      15        7        8        2        0       19       13                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      152,153
COMMITMENTS
  49,260   69,224    6,018   70,763   53,128  126,041  128,370   26,112   23,783

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:     -7,622)
  -7,664   -7,377      323   -2,923    1,419  -10,264   -5,635    2,642   -1,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4     45.5      4.0     46.5     34.9     82.8     84.4     17.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      27       24       16       29       31       62       65                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      426,985
COMMITMENTS
  52,567   87,202    8,637  337,497  309,409  398,701  405,247   28,284   21,738

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:      6,125)
   2,534      290      885      949    4,850    4,369    6,025    1,756      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     20.4      2.0     79.0     72.5     93.4     94.9      6.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      52       52       24      148      131      212      195                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       33,222
COMMITMENTS
   2,396      285        0   28,597   32,444   30,993   32,729    2,229      493

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:          7)
     360     -290      -21     -279      311       60        0      -53        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      0.9      0.0     86.1     97.7     93.3     98.5      6.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        0       12        9       17       10                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       16,490
COMMITMENTS
   2,630    7,476        9   10,054    3,771   12,693   11,256    3,797    5,234

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:        513)
     278       43        0      403      320      681      363     -168      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     45.3      0.1     61.0     22.9     77.0     68.3     23.0     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        6        1       12        4       17       11                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       40,908
COMMITMENTS
  16,606    2,319       16   17,459   10,376   34,081   12,711    6,827   28,197

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:     -1,745)
  -1,425   -1,087     -374     -643      722   -2,442     -739      697   -1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.6      5.7      0.0     42.7     25.4     83.3     31.1     16.7     68.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12        4        2       21       18       34       23                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      219,407
COMMITMENTS
  79,012      502    7,031  133,033  211,791  219,076  219,324      331       83

CHANGES FROM 06/22/21 (CHANGE IN OPEN INTEREST:     11,244)
  11,573       20     -101     -305   11,354   11,167   11,273       77      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.0      0.2      3.2     60.6     96.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      34        4        5       36       30       70       39                  



Updated July 02, 2021