WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      504,578
COMMITMENTS
  96,082  109,624  171,120  208,755  179,730  475,958  460,475   28,620   44,103

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:         65)
   5,516   -5,093   -2,874   -1,320    8,279    1,323      312   -1,257     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     21.7     33.9     41.4     35.6     94.3     91.3      5.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     112      101      123       87      110      268      277                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED 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:       26,913
COMMITMENTS
  15,510      404    1,266    9,858   24,654   26,634   26,323      279      590

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        305)
    -207      187      300      325       -7      417      480     -112     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.6      1.5      4.7     36.6     91.6     99.0     97.8      1.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        3       15       22       22       26                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      251,063
COMMITMENTS
  42,374   71,014   65,503  121,407   94,086  229,283  230,603   21,780   20,460

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      5,794)
   2,292   11,261   -1,175    4,656   -3,088    5,772    6,997       22   -1,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     28.3     26.1     48.4     37.5     91.3     91.9      8.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      58       64       64       84       77      178      174                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,840,617
COMMITMENTS
 198,809  440,520  508,500  898,300  691,339  1605608  1640360  235,008  200,257

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      5,666)
   1,688   28,824  -11,004    7,556   -9,803   -1,761    8,017    7,426   -2,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     23.9     27.6     48.8     37.6     87.2     89.1     12.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      774)
     157      166      196      376      336      643      606                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        5,425
COMMITMENTS
   1,851       23      286    1,128    3,378    3,266    3,687    2,159    1,738

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        555)
     335        9       26        8      259      369      294      187      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1      0.4      5.3     20.8     62.3     60.2     68.0     39.8     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        1        2        6       13       19       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:    1,042,699
COMMITMENTS
 130,054  100,196  319,498  512,878  561,903  962,430  981,597   80,269   61,101

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      3,934)
  -4,915    5,066      882    7,719   -2,578    3,686    3,371      248      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      9.6     30.6     49.2     53.9     92.3     94.1      7.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     189      103      195      215      196      490      427                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      519,032
COMMITMENTS
  70,978   57,591  145,330  265,952  286,850  482,259  489,771   36,773   29,262

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      3,696)
   1,728   -2,231    4,585   -2,022    1,625    4,291    3,978     -595     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     11.1     28.0     51.2     55.3     92.9     94.4      7.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      82       74      106      114       98      259      241                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,253,302
COMMITMENTS
  93,863  200,055  179,219  809,501  741,048  1082583  1120322  170,719  132,980

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     38,560)
  -7,044    2,269   51,823  -19,586   -2,318   25,193   51,773   13,368  -13,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     16.0     14.3     64.6     59.1     86.4     89.4     13.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      24       27       37       89       88      135      131                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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:    1,156,572
COMMITMENTS
 124,840  376,797   47,296  826,059  623,149  998,196  1047242  158,376  109,330

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     24,681)
  -1,418    6,544     -117   18,372   15,854   16,838   22,281    7,843    2,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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
OPTION AND FUTURES COMBINED 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:      495,460
COMMITMENTS
  63,931   81,624   93,501  282,742  289,187  440,173  464,312   55,287   31,148

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      5,808)
   1,994    9,302   -2,332    3,962   -1,764    3,625    5,206    2,184      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     16.5     18.9     57.1     58.4     88.8     93.7     11.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      77       63       79      110       92      231      201                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       13,557
COMMITMENTS
   3,695      750    1,793    5,494    9,773   10,983   12,316    2,574    1,241

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:         69)
      44      -85       -9     -281      185     -246       91      315      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3      5.5     13.2     40.5     72.1     81.0     90.8     19.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      25        4       12       19       18       46       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    2,397,075
COMMITMENTS
 481,246  670,261  143,476  1564373  1418207  2189095  2231944  207,980  165,131

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:   -132,519)
 -44,979 -127,181  -70,471  -52,764   -2,798 -168,213 -200,450   35,695   67,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     28.0      6.0     65.3     59.2     91.3     93.1      8.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      61       36       42      171      137      253      194                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    3,934,637
COMMITMENTS
 624,803  696,766  414,811  2411485  2385097  3451099  3496674  483,539  437,963

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:   -258,005)
 -11,691   10,546 -136,047 -167,488 -186,514 -315,226 -312,015   57,221   54,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     17.7     10.5     61.3     60.6     87.7     88.9     12.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      65       61       80      190      174      299      272                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:    4,075,956
COMMITMENTS
 372,323  542,317  567,636  2777837  2612877  3717796  3722831  358,161  353,126

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     85,972)
    -609  -70,363   69,541  -24,110   30,488   44,823   29,666   41,149   56,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     13.3     13.9     68.2     64.1     91.2     91.3      8.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      57       41       56      156      167      240      237                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,821,932
COMMITMENTS
 696,350  207,792  342,248  754,222  1247456  1792820  1797496   29,111   24,435

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     35,099)
   1,644  -86,011   33,004   -3,508   89,720   31,140   36,713    3,959   -1,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.2     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+
OPTION AND FUTURES COMBINED 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:       39,144
COMMITMENTS
   6,232   13,417    1,263   25,724   14,897   33,219   29,577    5,925    9,567

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,992)
     775       24      497      639    1,272    1,911    1,793       81      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     34.3      3.2     65.7     38.1     84.9     75.6     15.1     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      19       23       11       38       26       63       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       78,288
COMMITMENTS
  12,463   26,834    2,525   51,448   29,793   66,437   59,153   11,850   19,134

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      3,983)
   1,550       48      994    1,278    2,544    3,821    3,586      162      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     34.3      3.2     65.7     38.1     84.9     75.6     15.1     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      19       23       11       38       26       63       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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