WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      497,031
COMMITMENTS
 100,474   78,904  192,505  173,879  184,330  466,859  455,739   30,173   41,292

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:    -35,482)
   3,819   -8,433  -16,114  -20,367  -10,992  -32,662  -35,539   -2,820       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     15.9     38.7     35.0     37.1     93.9     91.7      6.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     107       80      126       94      117      270      268                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       23,248
COMMITMENTS
  11,888    1,059    1,387    9,172   20,269   22,447   22,715      801      533

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:      1,942)
     728       64      570      726    1,322    2,024    1,956      -82      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.1      4.6      6.0     39.5     87.2     96.6     97.7      3.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        3        4       10       18       19       24                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      218,576
COMMITMENTS
  51,893   38,155   52,010   95,853  104,874  199,756  195,039   18,820   23,537

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:     -3,969)
  -2,744   -1,649      582   -1,693   -2,494   -3,855   -3,561     -115     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     17.5     23.8     43.9     48.0     91.4     89.2      8.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      55       47       61       85       83      174      165                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,414,293
COMMITMENTS
 408,158   57,999  777,247  1029438  1325596  2214844  2160842  199,450  253,452

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:   -124,582)
 -24,340   -6,501  -24,772  -62,084  -94,166 -111,196 -125,439  -13,386      857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      2.4     32.2     42.6     54.9     91.7     89.5      8.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      866)
     225      101      208      432      469      737      707                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,670
COMMITMENTS
     860      324      108      882    2,607    1,850    3,039    1,820      631

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:       -254)
    -264       61      -53       30     -153     -287     -145       33     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      8.8      2.9     24.0     71.0     50.4     82.8     49.6     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        2        2        9        7       18       10                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,145,008
COMMITMENTS
 145,604   52,545  406,741  527,319  605,030  1079663  1064316   65,345   80,693

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:    -20,959)
 -35,559    2,071    7,243   13,666  -29,996  -14,650  -20,682   -6,309     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      4.6     35.5     46.1     52.8     94.3     93.0      5.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      635)
     201      110      193      259      278      543      508                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       27,077
COMMITMENTS
  18,237    1,735      979      109    9,190   19,325   11,904    7,752   15,173

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:         84)
     950        0     -155       11     -258      806     -413     -722      497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.4      6.4      3.6      0.4     33.9     71.4     44.0     28.6     56.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        6        3        5       19       12       28                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      631,820
COMMITMENTS
  88,080   35,150  203,313  302,391  362,247  593,785  600,711   38,035   31,110

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:    -30,566)
 -15,409     -601   -2,771   -6,738  -29,820  -24,918  -33,193   -5,648    2,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9      5.6     32.2     47.9     57.3     94.0     95.1      6.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      95       52       94      113      107      262      214                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,402,306
COMMITMENTS
 100,914  163,733  130,763  988,267  905,729  1219944  1200225  182,362  202,081

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:     21,533)
  -9,176   -6,005   18,378   10,762   27,264   19,964   39,638    1,568  -18,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     11.7      9.3     70.5     64.6     87.0     85.6     13.0     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      26       47       41      110      114      163      175                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,198,844
COMMITMENTS
 102,926  331,875    4,581  947,861  715,586  1055368  1052042  143,477  146,803

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:    -17,507)
   8,792   -4,668   -4,440  -23,260   -1,198  -18,908  -10,306    1,401   -7,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     27.7      0.4     79.1     59.7     88.0     87.8     12.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      15       23        8       87       92      105      120                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      464,731
COMMITMENTS
  73,733   33,415   99,917  236,858  302,471  410,508  435,804   54,223   28,928

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:     -4,015)
     515      611     -586   -1,493   -2,856   -1,564   -2,831   -2,451   -1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      7.2     21.5     51.0     65.1     88.3     93.8     11.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      73       55       73      119      104      235      200                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,427
COMMITMENTS
   1,126    2,768      627    5,223    3,803    6,976    7,198    1,451    1,229

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:       -402)
      56      -34     -221     -137     -170     -301     -425     -101       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     32.8      7.4     62.0     45.1     82.8     85.4     17.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       14        7       16       16       29       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,056,594
COMMITMENTS
 381,558  534,346   61,965  1472759  1332793  1916282  1929105  140,313  127,490

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:    -69,758)
-116,947  -81,412   14,590   53,221  -10,716  -49,136  -77,538  -20,622    7,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     26.0      3.0     71.6     64.8     93.2     93.8      6.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      49       47       30      160      142      221      207                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,077,291
COMMITMENTS
 878,235  771,974  479,572  3398500  3234331  4756308  4485877  320,983  591,414

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:   -177,108)
 -70,957  -23,800  -58,765  -31,681  -92,253 -161,402 -174,818  -15,706   -2,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     15.2      9.4     66.9     63.7     93.7     88.4      6.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
      64      102       87      231      255      346      393                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,518,047
COMMITMENTS
 305,059   90,598    4,800  1092678  1152789  1402537  1248187  115,510  269,860

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:    -38,171)
   4,991  -14,863  -15,718  -31,672   -7,919  -42,399  -38,500    4,228      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1      6.0      0.3     72.0     75.9     92.4     82.2      7.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      20       18       11       81       94      110      114                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,843,681
COMMITMENTS
 406,230  570,172  269,376  2891929  2581370  3567535  3420917  276,146  422,764

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:     -5,952)
 -76,381   15,313   34,574   75,554  -84,607   33,747  -34,721  -39,699   28,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6     14.8      7.0     75.2     67.2     92.8     89.0      7.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      47       59       51      161      179      235      262                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,072,201
COMMITMENTS
  25,000  281,308  161,780  856,205  596,824  1042985  1039912   29,216   32,289

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:     23,347)
  -3,685  -13,056  -21,190   42,264   57,073   17,389   22,827    5,958      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     26.2     15.1     79.9     55.7     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      15       17       25       59       67       86       99                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,409
COMMITMENTS
  13,893   21,504    2,390   26,182   22,066   42,466   45,961    8,943    5,448

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:     -8,512)
  -1,376    1,132   -1,810   -2,105   -6,909   -5,291   -7,588   -3,221     -924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     41.8      4.6     50.9     42.9     82.6     89.4     17.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       19       13       33       25       75       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,817
COMMITMENTS
  27,786   43,008    4,780   52,365   44,133   84,931   91,921   17,886   10,896

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:    -17,024)
  -2,752    2,264   -3,620   -4,210  -13,819  -10,582  -15,175   -6,442   -1,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     41.8      4.6     50.9     42.9     82.6     89.4     17.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       19       13       33       25       75       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       37,848
COMMITMENTS
   6,846      766        0   28,376   36,555   35,222   37,321    2,626      527

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:       -904)
      45     -718        0   -1,319      356   -1,274     -362      370     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1      2.0      0.0     75.0     96.6     93.1     98.6      6.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        0       16       11       22       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       46,173
COMMITMENTS
  22,163   42,645       25   23,256    3,400   45,444   46,070      729      103

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:     -8,173)
      22      655   -8,163    1,087     -640   -7,054   -8,148   -1,119      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.0     92.4      0.1     50.4      7.4     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      29       15        1        4        1       34       16                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       90,771
COMMITMENTS
  24,736   41,386   22,413   43,569   26,892   90,718   90,691       53       80

CHANGES FROM 06/15/21 (CHANGE IN OPEN INTEREST:      9,083)
    -179      487    4,143    5,100    4,451    9,064    9,081       19        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     45.6     24.7     48.0     29.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        7        1        3       11        9       18                  



Updated June 25, 2021