WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      504,512
COMMITMENTS
  90,566  114,718  173,994  210,075  171,451  474,635  460,163   29,877   44,350

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     29,973)
  -2,877   18,799   14,343   16,311   -4,506   27,777   28,637    2,195    1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     22.7     34.5     41.6     34.0     94.1     91.2      5.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     112      111      126       88      109      270      287                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       26,608
COMMITMENTS
  15,717      216      966    9,534   24,661   26,217   25,843      391      765

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        420)
     598      216      -22     -156       66      420      260        0      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.1      0.8      3.6     35.8     92.7     98.5     97.1      1.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        1        3       13       22       20       25                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      245,269
COMMITMENTS
  40,082   59,753   66,678  116,751   97,174  223,512  223,605   21,758   21,664

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     16,144)
  -3,717   15,651    8,022   11,300   -7,343   15,605   16,330      539     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     24.4     27.2     47.6     39.6     91.1     91.2      8.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      58       61       63       86       76      179      171                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,834,951
COMMITMENTS
 197,121  411,696  519,504  890,744  701,142  1607369  1632343  227,582  202,608

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     20,450)
   3,516   29,853    4,126    9,756   -8,678   17,397   25,301    3,053   -4,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     22.4     28.3     48.5     38.2     87.6     89.0     12.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      782)
     153      173      201      378      337      647      612                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,869
COMMITMENTS
   1,516       14      260    1,121    3,119    2,897    3,393    1,972    1,477

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        709)
     343       -3       77      -88      221      332      295      377      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1      0.3      5.3     23.0     64.0     59.5     69.7     40.5     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        1        2        7       13       19       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,038,765
COMMITMENTS
 134,969   95,130  318,616  505,159  564,481  958,744  978,227   80,021   60,538

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     13,091)
  -5,648   13,981    6,240   11,465   -5,607   12,057   14,614    1,034   -1,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      9.2     30.7     48.6     54.3     92.3     94.2      7.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      570)
     193      116      199      214      198      498      437                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      515,336
COMMITMENTS
  69,250   59,823  140,745  267,973  285,225  477,968  485,792   37,368   29,544

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      4,497)
   7,442   -4,580    3,847   -5,560    5,614    5,729    4,880   -1,233     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     11.6     27.3     52.0     55.3     92.7     94.3      7.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      74       75      104      112       96      252      235                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,214,742
COMMITMENTS
 100,907  197,786  127,396  829,087  743,367  1057391  1068549  157,351  146,193

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     40,607)
   8,431   -8,876   21,775   15,100   26,567   45,305   39,465   -4,699    1,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     16.3     10.5     68.3     61.2     87.0     88.0     13.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      32       29       42       97       94      151      143                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,131,891
COMMITMENTS
 126,258  370,253   47,413  807,687  607,295  981,358  1024961  150,533  106,930

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     43,029)
  -3,078    2,287   23,257   17,409    5,753   37,588   31,297    5,440   11,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     32.7      4.2     71.4     53.7     86.7     90.6     13.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      13       17       16       83       74      105       99                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      489,652
COMMITMENTS
  61,937   72,323   95,832  278,779  290,951  436,548  459,106   53,103   30,546

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     10,086)
   3,156   17,261      558    3,019   -9,742    6,732    8,076    3,354    2,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     14.8     19.6     56.9     59.4     89.2     93.8     10.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      77       63       79      108       92      229      201                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,488
COMMITMENTS
   3,651      835    1,803    5,775    9,588   11,229   12,225    2,259    1,262

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        -20)
    -198      -29       98      110      -57       10       12      -30      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1      6.2     13.4     42.8     71.1     83.2     90.6     16.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      22        5       12       20       19       46       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,529,594
COMMITMENTS
 526,225  797,442  213,947  1617137  1421006  2357308  2432395  172,285   97,199

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:    -10,145)
  25,035   74,146    4,031  -32,288  -92,322   -3,222  -14,145   -6,924    3,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     31.5      8.5     63.9     56.2     93.2     96.2      6.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      67       41       47      171      147      261      212                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,192,642
COMMITMENTS
 636,494  686,220  550,857  2578973  2571611  3766325  3808689  426,318  383,953

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     46,382)
  46,327    5,541   23,291  -17,242    9,613   52,375   38,444   -5,993    7,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     16.4     13.1     61.5     61.3     89.8     90.8     10.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      72       70       91      201      194      322      307                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      956,045
COMMITMENTS
  93,398  148,482   18,327  743,689  616,835  855,414  783,644  100,631  172,401

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     47,559)
   8,331      345    7,792   27,923   38,046   44,046   46,183    3,513    1,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     15.5      1.9     77.8     64.5     89.5     82.0     10.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      14       12       11       70       75       89       93                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,989,985
COMMITMENTS
 372,931  612,681  498,095  2801947  2582389  3672973  3693164  317,012  296,820

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:    -65,982)
 -30,462   -9,755   45,322  -74,726 -100,024  -59,867  -64,457   -6,115   -1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     15.4     12.5     70.2     64.7     92.1     92.6      7.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      61       45       65      164      175      255      256                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,786,833
COMMITMENTS
 694,706  293,803  309,244  757,730  1157736  1761680  1760783   25,152   26,049

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     16,687)
  31,766      552      278  -14,408   21,637   17,636   22,467     -949   -5,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.9     16.4     17.3     42.4     64.8     98.6     98.5      1.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      27       23       34       62       66      107      105                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       37,152
COMMITMENTS
   5,457   13,393      766   25,085   13,624   31,308   27,784    5,844    9,369

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      2,077)
    -797   -1,191      202    2,463    2,017    1,869    1,028      208    1,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     36.0      2.1     67.5     36.7     84.3     74.8     15.7     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      18       21       10       37       23       59       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       74,304
COMMITMENTS
  10,913   26,786    1,532   50,171   27,249   62,616   55,567   11,688   18,737

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      4,153)
  -1,594   -2,382      405    4,927    4,033    3,737    2,056      416    2,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     36.0      2.1     67.5     36.7     84.3     74.8     15.7     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      18       21       10       37       23       59       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       62,360
COMMITMENTS
   3,654    1,350        0   56,375   60,150   60,029   61,500    2,331      860

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     22,893)
     152        0        0   22,709   22,903   22,861   22,903       32      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      2.2      0.0     90.4     96.5     96.3     98.6      3.7      1.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,278
COMMITMENTS
  12,420   18,355      480    7,119    1,380   20,019   20,215      259       63

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        408)
      44      452      -50      363       -3      357      399       51        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.2     90.5      2.4     35.1      6.8     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13       17        3        4        3       20       20                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       74,198
COMMITMENTS
   4,368    8,242   51,241   18,553   14,316   74,162   73,799       36      399

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9     11.1     69.1     25.0     19.3    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        1        3        8        9       14                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       42,718
COMMITMENTS
  14,982   14,982   27,726        0        0   42,708   42,708       10       10

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:       -431)
     800      810   -1,241        0        0     -441     -431       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1     35.1     64.9      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9       11        6        0        0       13       14                  



Updated May 22, 2020