WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      532,513
COMMITMENTS
  96,655   87,338  208,620  194,246  195,321  499,521  491,279   32,992   41,235

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:      7,918)
    -619    6,498   -3,035   12,423    3,595    8,768    7,057     -849      861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     16.4     39.2     36.5     36.7     93.8     92.3      6.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     105       88      132      104      120      286      281                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,306
COMMITMENTS
  11,160      995      817    8,446   18,947   20,423   20,759      883      546

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:        601)
     -86      -14      -66    1,058      507      906      427     -305      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.4      4.7      3.8     39.6     88.9     95.9     97.4      4.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        4        4       10       17       20       23                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      222,545
COMMITMENTS
  54,637   39,804   51,428   97,545  107,368  203,610  198,600   18,935   23,945

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     -5,092)
  -1,380    2,488   -1,237     -683   -7,790   -3,300   -6,539   -1,792    1,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     17.9     23.1     43.8     48.2     91.5     89.2      8.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      62       44       62       89       86      182      171                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,538,875
COMMITMENTS
 432,498   64,499  802,019  1091522  1419762  2326040  2286281  212,835  252,595

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:    -20,169)
 -24,618   -2,850   21,704    3,191  -36,423      277  -17,569  -20,446   -2,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      2.5     31.6     43.0     55.9     91.6     90.1      8.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      899)
     239      101      221      437      489      763      737                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,924
COMMITMENTS
   1,124      263      162      852    2,760    2,138    3,184    1,787      740

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:       -755)
     124       49        3     -616     -857     -488     -805     -267       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7      6.7      4.1     21.7     70.3     54.5     81.1     45.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        2        3        8        7       18       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,165,967
COMMITMENTS
 181,163   50,474  399,498  513,652  635,026  1094314  1084998   71,654   80,969

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:    -29,894)
 -31,452    4,796    3,366   10,307  -37,911  -17,779  -29,749  -12,115     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      4.3     34.3     44.1     54.5     93.9     93.1      6.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      664)
     230      103      197      252      282      555      520                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,993
COMMITMENTS
  17,287    1,735    1,134       98    9,448   18,519   12,317    8,474   14,676

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        6        4        4       19       12       29                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      662,386
COMMITMENTS
 103,489   35,751  206,085  309,129  392,067  618,703  633,903   43,684   28,483

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     -5,074)
 -10,479    6,324   -8,940   18,479     -621     -940   -3,237   -4,135   -1,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      5.4     31.1     46.7     59.2     93.4     95.7      6.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     102       52       96      121      122      274      236                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,380,774
COMMITMENTS
 110,090  169,737  112,385  977,505  878,465  1199980  1160587  180,794  220,186

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     33,520)
   8,079   -6,753   21,456   -1,385   25,952   28,151   40,655    5,369   -7,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     12.3      8.1     70.8     63.6     86.9     84.1     13.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      29       43       43      107      110      162      170                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,216,352
COMMITMENTS
  94,134  336,543    9,021  971,121  716,784  1074276  1062348  142,076  154,004

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     13,423)
   2,697   11,842   -1,606    5,026   21,022    6,117   31,258    7,305  -17,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     27.7      0.7     79.8     58.9     88.3     87.3     11.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      12       27       14       84       93      105      125                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      468,746
COMMITMENTS
  73,218   32,804  100,503  238,351  305,327  412,072  438,634   56,674   30,112

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:      5,463)
  -3,637    5,894      413    9,526   -1,525    6,301    4,782     -838      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      7.0     21.4     50.8     65.1     87.9     93.6     12.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      77       57       80      123      106      249      205                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,829
COMMITMENTS
   1,070    2,802      847    5,360    3,974    7,277    7,623    1,552    1,206

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:        516)
    -393      946      340      654   -1,261      600       24      -85      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     31.7      9.6     60.7     45.0     82.4     86.3     17.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       15        8       16       16       31       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,126,352
COMMITMENTS
 498,505  615,759   47,375  1419538  1343509  1965418  2006643  160,935  119,709

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     -7,624)
   5,137    6,855    8,279  -22,600  -27,522   -9,185  -12,388    1,561    4,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     29.0      2.2     66.8     63.2     92.4     94.4      7.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      61       40       27      163      141      237      195                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,254,398
COMMITMENTS
 949,192  795,774  538,337  3430181  3326584  4917710  4660695  336,688  593,703

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:    131,402)
 -21,357   64,107   40,932  103,218   43,054  122,793  148,093    8,610  -16,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     15.1     10.2     65.3     63.3     93.6     88.7      6.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      476)
      70      101       93      230      255      353      396                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,556,218
COMMITMENTS
 300,068  105,461   20,518  1124350  1160708  1444936  1286687  111,282  269,531

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      19       20       16       81       94      109      121                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,849,633
COMMITMENTS
 482,610  554,859  234,802  2816375  2665977  3533787  3455638  315,845  393,995

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     87,086)
  50,221   16,481   18,089   27,031   58,676   95,341   93,246   -8,255   -6,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     14.4      6.1     73.2     69.3     91.8     89.8      8.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      47       62       48      161      176      235      259                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,048,854
COMMITMENTS
  28,685  294,364  182,970  813,941  539,751  1025596  1017085   23,258   31,769

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      13       23       29       55       62       86       98                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,921
COMMITMENTS
  15,269   20,372    4,200   28,287   28,976   47,756   53,548   12,164    6,372

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:      6,578)
  -1,234     -586      847    4,418    5,512    4,031    5,774    2,547      804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5     34.0      7.0     47.2     48.4     79.7     89.4     20.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      42       18       17       40       28       88       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      119,841
COMMITMENTS
  30,538   40,744    8,401   56,574   57,951   95,513  107,096   24,328   12,745

CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST:     13,156)
  -2,469   -1,172    1,694    8,837   11,025    8,062   11,547    5,093    1,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5     34.0      7.0     47.2     48.4     79.7     89.4     20.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      42       18       17       40       28       88       57                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       38,752
COMMITMENTS
   6,801    1,484        0   29,695   36,199   36,496   37,683    2,256    1,069

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

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

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

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

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

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

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

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

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



Updated June 21, 2021