WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      516,193
COMMITMENTS
 104,540  113,338  175,829  204,763  182,667  485,133  471,834   31,061   44,359

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     11,616)
   8,458    3,713    4,709   -3,992    2,937    9,175   11,360    2,441      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     22.0     34.1     39.7     35.4     94.0     91.4      6.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     102      120      133       86      108      270      292                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED 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:       26,457
COMMITMENTS
  13,883      260    1,208   10,986   24,290   26,077   25,758      380      699

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -456)
  -1,627     -144      -58    1,128     -363     -557     -565      101      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.5      1.0      4.6     41.5     91.8     98.6     97.4      1.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        1        3       15       21       23       25                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      248,242
COMMITMENTS
  43,784   70,777   63,371  119,845   92,693  227,000  226,841   21,242   21,401

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     -2,821)
   1,411     -236   -2,132   -1,562   -1,393   -2,284   -3,762     -537      941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     28.5     25.5     48.3     37.3     91.4     91.4      8.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      72       58       69       81       79      189      177                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,905,933
COMMITMENTS
 207,884  449,746  542,966  912,538  712,759  1663388  1705471  242,545  200,462

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     65,317)
   9,075    9,225   34,466   14,238   21,420   57,780   65,111    7,537      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     23.6     28.5     47.9     37.4     87.3     89.5     12.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      779)
     153      176      198      378      336      653      608                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        5,864
COMMITMENTS
   2,138       13      321    1,277    3,665    3,736    3,999    2,128    1,865

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        440)
     287      -10       34      149      287      470      312      -31      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.5      0.2      5.5     21.8     62.5     63.7     68.2     36.3     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      16        1        3        5       13       22       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:    1,047,660
COMMITMENTS
 128,777  103,641  321,467  518,518  561,252  968,762  986,361   78,898   61,299

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      4,961)
  -1,277    3,446    1,968    5,641     -651    6,332    4,763   -1,371      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3      9.9     30.7     49.5     53.6     92.5     94.1      7.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      558)
     181      121      203      207      195      489      437                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      525,264
COMMITMENTS
  75,864   53,804  145,476  266,586  295,853  487,926  495,133   37,338   30,130

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      6,232)
   4,887   -3,788      146      634    9,004    5,667    5,363      564      869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     10.2     27.7     50.8     56.3     92.9     94.3      7.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      81       78      110      113      103      265      246                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,109,225
COMMITMENTS
  90,161  179,405   69,802  789,083  719,785  949,045  968,992  160,180  140,233

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -144,077)
  -3,702  -20,650 -109,417  -20,419  -21,264 -133,538 -151,331  -10,539    7,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     16.2      6.3     71.1     64.9     85.6     87.4     14.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      29       26       40       86       86      136      131                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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:    1,057,327
COMMITMENTS
  97,480  359,978    6,425  800,296  576,775  904,201  943,178  153,126  114,149

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:    -99,244)
 -27,360  -16,819  -40,871  -25,763  -46,373  -93,995 -104,064   -5,250    4,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     34.0      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
OPTION AND FUTURES COMBINED 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:      503,208
COMMITMENTS
  66,833   89,590   94,738  286,096  286,592  447,668  470,920   55,540   32,288

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      7,748)
   2,902    7,965    1,238    3,355   -2,595    7,495    6,608      253    1,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     17.8     18.8     56.9     57.0     89.0     93.6     11.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      69       63       74      111       97      222      205                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       14,469
COMMITMENTS
   3,380      732    2,155    5,933   10,044   11,468   12,931    3,002    1,538

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        913)
    -315      -18      362      438      271      485      615      428      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      5.1     14.9     41.0     69.4     79.3     89.4     20.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      26        4       12       18       18       48       31                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    2,245,393
COMMITMENTS
 475,323  707,081  101,026  1497033  1340438  2073382  2148545  172,011   96,848

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -151,682)
  -5,923   36,820  -42,450  -67,340  -77,770 -115,714  -83,400  -35,969  -68,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2     31.5      4.5     66.7     59.7     92.3     95.7      7.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      59       40       35      160      134      239      189                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    3,704,481
COMMITMENTS
 647,456  731,167  312,917  2335971  2286358  3296344  3330442  408,137  374,039

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -230,156)
  22,653   34,401 -101,894  -75,513  -98,739 -154,755 -166,232  -75,401  -63,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     19.7      8.4     63.1     61.7     89.0     89.9     11.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      77       52       77      193      187      302      284                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:    3,678,674
COMMITMENTS
 452,398  615,448  223,558  2685497  2539132  3361454  3378139  317,220  300,535

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -397,283)
  80,076   73,131 -344,078  -92,340  -73,745 -356,342 -344,692  -40,941  -52,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     16.7      6.1     73.0     69.0     91.4     91.8      8.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      59       38       48      152      168      234      231                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,585,071
COMMITMENTS
 624,705  213,293  287,454  647,493  1057523  1559652  1558270   25,419   26,801

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:   -236,860)
 -71,645    5,501  -54,794 -106,729 -189,933 -233,168 -239,226   -3,692    2,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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+
OPTION AND FUTURES COMBINED 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:       39,464
COMMITMENTS
   7,110   15,943    1,016   25,270   13,977   33,396   30,935    6,068    8,529

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        320)
     878    2,525     -247     -454     -920      177    1,359      143   -1,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     40.4      2.6     64.0     35.4     84.6     78.4     15.4     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      22       27       10       37       22       64       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       78,928
COMMITMENTS
  14,220   31,885    2,032   50,540   27,953   66,792   61,871   12,136   17,057

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        640)
   1,756    5,051     -493     -908   -1,840      355    2,718      286   -2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     40.4      2.6     64.0     35.4     84.6     78.4     15.4     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      22       27       10       37       22       64       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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