WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      400,202
COMMITMENTS
 117,497  112,940   94,637  159,479  151,461  371,613  359,038   28,589   41,164

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     12,986)
   8,139    4,130    5,534   -3,095    3,283   10,578   12,947    2,408       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     28.2     23.6     39.8     37.8     92.9     89.7      7.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     104      107      113       73      103      242      271                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       24,775
COMMITMENTS
  13,482      260      900   10,013   22,916   24,395   24,076      380      699

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -645)
  -1,805     -270       40    1,019     -524     -746     -754      101      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4      1.0      3.6     40.4     92.5     98.5     97.2      1.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        1        2       15       21       23       24                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      229,286
COMMITMENTS
  46,911   71,258   47,704  114,578   90,294  209,193  209,256   20,093   20,030

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -2,123)
     895      103   -1,596     -883   -1,583   -1,584   -3,076     -539      953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     31.1     20.8     50.0     39.4     91.2     91.3      8.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      72       58       65       70       76      176      172                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,518,926
COMMITMENTS
 235,871  455,309  300,230  787,667  608,847  1323768  1364386  195,158  154,540

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     53,187)
  12,510   11,873   22,089   14,202   19,784   48,801   53,746    4,386     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     30.0     19.8     51.9     40.1     87.2     89.8     12.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      728)
     139      152      158      336      301      575      537                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,504
COMMITMENTS
   2,246        0      145    1,032    3,516    3,423    3,661    2,081    1,843

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        452)
     293        0       33      159      295      485      328      -33      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8      0.0      2.6     18.8     63.9     62.2     66.5     37.8     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      17        0        2        5       12       22       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      875,645
COMMITMENTS
 178,933  107,097  181,592  446,474  532,732  806,999  821,421   68,646   54,224

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      3,391)
  -3,169    3,854    2,434    5,914   -2,691    5,179    3,597   -1,788     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     12.2     20.7     51.0     60.8     92.2     93.8      7.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      519)
     154      110      160      182      180      425      389                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      481,480
COMMITMENTS
  79,155   59,868  111,547  254,674  280,422  445,376  451,837   36,104   29,643

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      4,727)
   4,439   -1,289   -2,293    2,098    7,601    4,244    4,019      483      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     12.4     23.2     52.9     58.2     92.5     93.8      7.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      83       72      101      108       90      251      229                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,010,697
COMMITMENTS
 103,125  177,929   17,101  740,170  685,048  860,396  880,078  150,301  130,619

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -175,081)
  -1,823  -21,500 -125,907  -35,787  -33,254 -163,517 -180,661  -11,564    5,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     17.6      1.7     73.2     67.8     85.1     87.1     14.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      34       21       20       76       80      116      115                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,057,197
COMMITMENTS
  97,480  359,978    6,425  800,277  576,726  904,182  943,129  153,015  114,068

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:    -99,319)
 -27,360  -16,817  -40,855  -25,752  -46,400  -93,967 -104,072   -5,352    4,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     34.1      0.6     75.7     54.6     85.5     89.2     14.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
       9       17        9       75       70       88       92                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      455,449
COMMITMENTS
  83,290   88,539   59,662  260,779  276,087  403,731  424,288   51,718   31,161

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      6,571)
   3,760    8,137      181    2,345   -2,877    6,286    5,441      285    1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     19.4     13.1     57.3     60.6     88.6     93.2     11.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      73       56       66      103       89      209      191                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,051
COMMITMENTS
   3,790      854      544    4,807    9,170    9,141   10,568    2,910    1,483

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        245)
    -210      -34      -81       97       40     -194      -75      439      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      7.1      4.5     39.9     76.1     75.9     87.7     24.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      25        4        7       17       18       45       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,226,036
COMMITMENTS
 479,844  711,733   84,920  1490968  1333282  2055732  2129935  170,304   96,101

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -163,191)
  -1,241   41,411  -54,080  -70,850  -82,013 -126,171  -94,682  -37,020  -68,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     32.0      3.8     67.0     59.9     92.3     95.7      7.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      57       41       27      158      132      230      185                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,330,248
COMMITMENTS
 677,851  730,771  117,916  2141859  2123361  2937626  2972048  392,622  358,200

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -298,688)
  19,225   34,089 -138,619 -105,581 -130,873 -224,975 -235,403  -73,713  -63,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     21.9      3.5     64.3     63.8     88.2     89.2     11.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      80       45       41      164      175      260      245                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      905,147
COMMITMENTS
 137,112  156,573   17,365  655,021  549,930  809,498  723,868   95,649  181,279

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -101,424)
  28,233   -6,130  -11,544  -91,584  -67,503  -74,895  -85,177  -26,529  -16,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     17.3      1.9     72.4     60.8     89.4     80.0     10.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      15       11        9       67       70       84       88                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,534,431
COMMITMENTS
 468,730  612,403  125,504  2632953  2503117  3227187  3241024  307,244  293,407

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -420,856)
  83,876   71,882 -356,744 -106,406  -83,246 -379,274 -368,108  -41,582  -52,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     17.3      3.6     74.5     70.8     91.3     91.7      8.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      62       33       28      137      162      215      207                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,584,946
COMMITMENTS
 624,690  213,293  287,454  647,384  1057523  1559528  1558270   25,418   26,676

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -236,390)
 -72,114    5,501  -54,325 -106,728 -189,933 -233,167 -238,757   -3,223    2,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     13.5     18.1     40.8     66.7     98.4     98.3      1.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      19       29       34       58       61      101      100                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,058
COMMITMENTS
   7,080   15,943      935   25,047   13,770   33,062   30,648    5,997    8,411

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        269)
     855    2,526     -244     -484     -973      128    1,309      142   -1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     40.8      2.4     64.1     35.3     84.6     78.5     15.4     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      22       27        8       35       21       61       52                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       78,116
COMMITMENTS
  14,160   31,886    1,869   50,094   27,540   66,123   61,295   11,993   16,821

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        538)
   1,710    5,051     -487     -968   -1,946      255    2,618      283   -2,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     40.8      2.4     64.1     35.3     84.6     78.5     15.4     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      22       27        8       35       21       61       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       58,395
COMMITMENTS
   3,705    1,441        0   52,543   56,110   56,248   57,551    2,147      844

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -3,024)
      -5      750        0   -2,835   -4,039   -2,840   -3,289     -184      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      2.5      0.0     90.0     96.1     96.3     98.6      3.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        0       14       10       17       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       22,643
COMMITMENTS
  13,157   21,896      504    8,721      216   22,382   22,616      261       27

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      2,246)
     720    2,893       15    1,472     -661    2,207    2,247       39       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.1     96.7      2.2     38.5      1.0     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13       18        3        4        2       20       20                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       85,569
COMMITMENTS
   5,756   14,204   53,206   26,587   17,792   85,549   85,202       20      367

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      4,071)
     974      588    1,090    2,009    2,393    4,073    4,071       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     16.6     62.2     31.1     20.8    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        2        4        8       12       14                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       42,397
COMMITMENTS
  16,092   16,085   26,305        0        0   42,397   42,390        0        7

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -893)
       0       -7     -893        0        0     -893     -900        0        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     37.9     62.0      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 June 05, 2020