WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      387,216
COMMITMENTS
 109,358  108,810   89,103  162,574  148,178  361,035  346,091   26,181   41,125

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     12,706)
   5,120   -5,350    7,550    1,172   10,585   13,842   12,785   -1,136      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     28.1     23.0     42.0     38.3     93.2     89.4      6.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     113       88      106       73      104      239      257                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       25,420
COMMITMENTS
  15,287      530      860    8,994   23,440   25,141   24,830      279      590

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:       -200)
    -428      230      210      130     -465      -88      -25     -112     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.1      2.1      3.4     35.4     92.2     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        2       15       22       22       25                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      231,409
COMMITMENTS
  46,016   71,155   49,300  115,461   91,877  210,777  212,332   20,632   19,077

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      8,164)
     943   11,087      797    6,228   -2,839    7,968    9,045      196     -881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     30.7     21.3     49.9     39.7     91.1     91.8      8.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      62       60       60       73       75      166      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,465,739
COMMITMENTS
 223,361  443,436  278,141  773,465  589,063  1274967  1310640  190,772  155,099

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     29,151)
   5,033   26,062    7,576    8,589   -4,626   21,198   29,012    7,953      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     30.3     19.0     52.8     40.2     87.0     89.4     13.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      726)
     142      146      151      333      298      563      531                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,052
COMMITMENTS
   1,953        0      112      873    3,221    2,938    3,333    2,114    1,719

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        550)
     317        0       35       12      250      364      285      186      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      0.0      2.2     17.3     63.8     58.2     66.0     41.8     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      13        0        1        6       12       19       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      872,254
COMMITMENTS
 182,102  103,243  179,158  440,560  535,423  801,820  817,824   70,434   54,430

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     11,006)
  -4,641    4,101    6,801    8,731     -970   10,891    9,932      115    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     11.8     20.5     50.5     61.4     91.9     93.8      8.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      516)
     153       97      158      190      182      429      381                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      476,753
COMMITMENTS
  74,716   61,157  113,840  252,576  272,821  441,132  447,818   35,621   28,935

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      6,623)
   3,097   -2,425    6,439   -2,468    2,634    7,068    6,648     -445      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     12.8     23.9     53.0     57.2     92.5     93.9      7.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      78       74       98      108       86      247      225                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,185,778
COMMITMENTS
 104,948  199,429  143,008  775,957  718,302  1023913  1060739  161,865  125,039

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:    153,688)
  -5,780   -4,156  118,550   21,035   47,505  133,805  161,899   19,883   -8,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     16.8     12.1     65.4     60.6     86.3     89.5     13.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      30       21       27       85       83      128      119                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,156,516
COMMITMENTS
 124,840  376,795   47,280  826,029  623,126  998,149  1047201  158,367  109,315

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     24,649)
  -1,432    6,542     -119   18,343   15,831   16,792   22,254    7,857    2,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     32.6      4.1     71.4     53.9     86.3     90.5     13.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      11       18       16       81       72      103       97                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      448,878
COMMITMENTS
  79,530   80,402   59,481  258,434  278,964  397,445  418,847   51,433   30,031

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      6,465)
     579    9,395   -1,634    5,385   -1,887    4,330    5,874    2,135      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     17.9     13.3     57.6     62.1     88.5     93.3     11.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      81       56       70      103       86      218      189                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,806
COMMITMENTS
   4,000      888      625    4,710    9,130    9,335   10,643    2,471    1,163

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:         50)
     -29      -63       -4     -206      149     -239       82      289      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      7.5      5.3     39.9     77.3     79.1     90.1     20.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      23        5        7       16       17       41       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,389,227
COMMITMENTS
 481,085  670,322  139,000  1561818  1415295  2181903  2224617  207,324  164,610

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:    -34,211)
 -90,908 -172,505   56,824  -35,823   13,431  -69,907 -102,250   35,696   68,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     28.1      5.8     65.4     59.2     91.3     93.1      8.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      61       36       39      170      134      251      189                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,628,936
COMMITMENTS
 658,626  696,682  256,535  2247440  2254234  3162601  3207451  466,335  421,485

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:    132,976)
   4,822  -50,254   86,247  -20,311   39,855   70,758   75,848   62,218   57,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     19.2      7.1     61.9     62.1     87.1     88.4     12.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      70       51       55      171      163      269      242                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,006,571
COMMITMENTS
 108,879  162,703   28,909  746,605  617,433  884,393  809,045  122,178  197,526

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     50,526)
  15,481   14,221   10,582    2,916      598   28,979   25,401   21,547   25,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     16.2      2.9     74.2     61.3     87.9     80.4     12.1     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      14       11        9       69       75       86       92                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,955,287
COMMITMENTS
 384,854  540,521  482,248  2739359  2586363  3606461  3609132  348,826  346,155

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:    358,063)
 -15,938 -100,894  257,241   74,014  147,150  315,317  303,497   42,746   54,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     13.7     12.2     69.3     65.4     91.2     91.2      8.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      59       35       42      142      162      222      218                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,821,336
COMMITMENTS
 696,804  207,792  341,779  754,112  1247456  1792695  1797027   28,641   24,309

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     34,978)
   1,765  -86,011   32,883   -3,508   89,720   31,140   36,592    3,838   -1,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     11.4     18.8     41.4     68.5     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      26       23       35       61       67      105      107                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       38,789
COMMITMENTS
   6,225   13,418    1,178   25,531   14,743   32,934   29,339    5,855    9,451

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,948)
     754       24      503      598    1,242    1,854    1,768       94      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     34.6      3.0     65.8     38.0     84.9     75.6     15.1     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      19       23        9       37       26       61       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,578
COMMITMENTS
  12,450   26,835    2,356   51,062   29,486   65,868   58,677   11,710   18,901

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      3,895)
   1,508       48    1,005    1,195    2,483    3,708    3,536      187      359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     34.6      3.0     65.8     38.0     84.9     75.6     15.1     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      19       23        9       37       26       61       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       61,419
COMMITMENTS
   3,710      691        0   55,378   60,149   59,088   60,840    2,331      579

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:       -941)
      56     -659        0     -997       -1     -941     -660        0     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.1      0.0     90.2     97.9     96.2     99.1      3.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        0       15       11       18       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,397
COMMITMENTS
  12,437   19,003      489    7,249      877   20,175   20,369      222       28

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        119)
      17      648        9      130     -503      156      154      -37      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.0     93.2      2.4     35.5      4.3     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13       18        3        4        3       20       21                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       81,498
COMMITMENTS
   4,782   13,616   52,116   24,578   15,399   81,476   81,131       22      367

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      7,300)
     414    5,374      875    6,025    1,083    7,314    7,332      -14      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     16.7     63.9     30.2     18.9    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        6        2        4        8       11       14                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       43,290
COMMITMENTS
  16,092   16,092   27,198        0        0   43,290   43,290        0        0

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        572)
   1,110    1,110     -528        0        0      582      582      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     37.2     62.8      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10       10        5        0        0       13       13                  



Updated May 29, 2020