WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      510,434
COMMITMENTS
 107,381   90,094  201,893  171,941  176,203  481,216  468,191   29,219   42,243

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:    -25,989)
 -10,903       36   -7,955   -4,401  -17,982  -23,259  -25,901   -2,729      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     17.7     39.6     33.7     34.5     94.3     91.7      5.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     104       99      120       90      120      268      276                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       23,751
COMMITMENTS
  16,078    1,170      659    6,027   21,421   22,764   23,250      987      501

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        252)
     850      -46     -945      328    1,293      233      302       19      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.7      4.9      2.8     25.4     90.2     95.8     97.9      4.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        4        4       11       19       20       25                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      244,330
COMMITMENTS
  62,093   39,538   62,164  102,442  118,850  226,700  220,553   17,631   23,778

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        556)
  -5,775   -1,748    3,624    3,737   -2,761    1,587     -885   -1,031    1,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     16.2     25.4     41.9     48.6     92.8     90.3      7.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      66       47       70       83       82      182      173                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,433,267
COMMITMENTS
 457,985   70,014  707,764  1066095  1411506  2231844  2189284  201,423  243,983

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:    -59,989)
 -24,424    3,412  -33,246   10,738  -32,179  -46,932  -62,013  -13,056    2,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8      2.9     29.1     43.8     58.0     91.7     90.0      8.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      898)
     243      103      204      433      481      748      726                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,239
COMMITMENTS
     936      195       63    1,474    3,227    2,472    3,485    1,766      754

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:       -278)
    -434       22        3       -8     -269     -439     -244      161      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1      4.6      1.5     34.8     76.1     58.3     82.2     41.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        2        2       10        8       18       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,142,076
COMMITMENTS
 204,557   45,972  361,863  508,447  652,540  1074867  1060375   67,208   81,701

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:    -33,339)
 -15,143   -1,429  -22,142   11,051   -9,600  -26,234  -33,171   -7,105     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      4.0     31.7     44.5     57.1     94.1     92.8      5.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      654)
     239       94      190      234      279      538      509                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,792
COMMITMENTS
  16,249    1,694    1,026       87    8,400   17,362   11,120    8,430   14,672

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        751)
   1,290       61      -68       -4      159    1,218      152     -467      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.0      6.6      4.0      0.3     32.6     67.3     43.1     32.7     56.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        7        3        4       16       11       26                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      619,928
COMMITMENTS
 121,220   32,631  177,693  276,598  380,832  575,512  591,156   44,416   28,772

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     -3,326)
   3,899      990   -9,369    2,121    4,152   -3,349   -4,226       23      901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      5.3     28.7     44.6     61.4     92.8     95.4      7.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     123       45      101      112      111      285      223                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,379,707
COMMITMENTS
  67,119  185,064   99,110  1025764  848,094  1191993  1132268  187,714  247,439

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     15,349)
  -1,693    2,500  -21,496   15,289   13,410   -7,900   -5,586   23,249   20,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     13.4      7.2     74.3     61.5     86.4     82.1     13.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      17       46       42      110      108      161      163                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,234,988
COMMITMENTS
  63,181  312,815   38,277  980,362  692,628  1081820  1043720  153,168  191,268

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     82,841)
   7,391   17,168   27,653   29,251   14,244   64,295   59,065   18,546   23,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     25.3      3.1     79.4     56.1     87.6     84.5     12.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      12       23       17       96       93      120      121                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      456,909
COMMITMENTS
  81,409   30,433   94,508  222,168  304,453  398,085  429,394   58,824   27,514

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:    -10,408)
 -10,108   15,824   -3,779    4,870  -25,754   -9,017  -13,709   -1,391    3,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8      6.7     20.7     48.6     66.6     87.1     94.0     12.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      77       45       72      118      103      235      189                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,503
COMMITMENTS
   1,774    1,600      557    5,430    6,565    7,760    8,722    1,743      781

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:       -812)
    -852       81       38      242   -1,056     -573     -937     -240      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     16.8      5.9     57.1     69.1     81.7     91.8     18.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14        9        6       13       17       30       29                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,319,806
COMMITMENTS
 442,449  584,327   84,564  1610151  1522684  2137164  2191575  182,642  128,231

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      7,633)
  29,570  -44,239   -2,459  -49,941   36,603  -22,831  -10,094   30,464   17,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     25.2      3.6     69.4     65.6     92.1     94.5      7.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      59       40       31      161      145      236      201                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,038,014
COMMITMENTS
 823,678  657,979  512,094  3297001  3174526  4632773  4344600  405,241  693,414

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     51,415)
     129  -67,900  -13,992    2,366   47,341  -11,496  -34,551   62,912   85,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     13.1     10.2     65.4     63.0     92.0     86.2      8.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
      60       90       85      211      230      324      355                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,641,596
COMMITMENTS
 320,528  149,206   33,154  1143178  1158988  1496860  1341348  144,736  300,248

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     50,645)
  -6,955  -16,771    9,810   32,706   29,453   35,561   22,492   15,084   28,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5      9.1      2.0     69.6     70.6     91.2     81.7      8.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      19       20       16       84       98      110      127                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,904,725
COMMITMENTS
 431,778  513,931  342,414  2791934  2598769  3566126  3455114  338,599  449,611

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     27,162)
  99,758   39,559  -15,146  -85,432  -39,260     -820  -14,847   27,983   42,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     13.2      8.8     71.5     66.6     91.3     88.5      8.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      43       62       53      156      175      232      257                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,121,387
COMMITMENTS
  48,298  296,257  191,924  861,103  603,338  1101325  1091519   20,062   29,868

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     31,475)
  11,246  -35,539    2,113   23,058   65,826   36,417   32,400   -4,942     -925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     26.4     17.1     76.8     53.8     98.2     97.3      1.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
       9       25       27       61       61       90       95                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,619
COMMITMENTS
  15,647   22,226    1,142   23,869   20,723   40,658   44,091    8,961    5,528

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      1,534)
     731    2,751     -241    1,239     -603    1,729    1,906     -194     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     44.8      2.3     48.1     41.8     81.9     88.9     18.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      37       16       12       38       28       80       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,237
COMMITMENTS
  31,294   44,453    2,283   47,739   41,446   81,315   88,182   17,922   11,056

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      3,069)
   1,462    5,502     -483    2,478   -1,207    3,457    3,812     -389     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     44.8      2.3     48.1     41.8     81.9     88.9     18.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      37       16       12       38       28       80       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       31,818
COMMITMENTS
   7,498      894        0   21,320   30,273   28,818   31,167    3,000      651

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:       -558)
     146     -667        0     -736      145     -590     -522       32      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      2.8      0.0     67.0     95.1     90.6     98.0      9.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        0       16       10       22       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       45,941
COMMITMENTS
  23,375   41,751       41   22,053    4,040   45,469   45,832      472      109

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     10,788)
   5,248   10,726       35    5,479        0   10,762   10,761       26       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.9     90.9      0.1     48.0      8.8     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      34       13        2        4        1       39       15                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      172,625
COMMITMENTS
  44,470   21,556   92,488   35,656   58,466  172,614  172,510       11      115

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     -2,197)
     100   -1,164   -1,480     -824      463   -2,204   -2,181        7      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     12.5     53.6     20.7     33.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        8        1        3       12       10       20                  



Updated May 28, 2021