WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY 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:      374,510
COMMITMENTS
 104,238  114,160   81,553  161,402  137,593  347,193  333,306   27,317   41,204

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     18,119)
   2,314   17,022    4,641    9,211   -5,242   16,166   16,421    1,953    1,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     30.5     21.8     43.1     36.7     92.7     89.0      7.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     104      102      108       73      103      239      262                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY 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:       25,620
COMMITMENTS
  15,715      300      650    8,864   23,905   25,229   24,855      391      765

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        370)
     650      100     -100     -180      210      370      210        0      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3      1.2      2.5     34.6     93.3     98.5     97.0      1.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        1        1       12       22       18       24                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY 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:      223,245
COMMITMENTS
  45,073   60,068   48,503  109,233   94,716  202,809  203,287   20,436   19,958

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     13,098)
  -1,668   15,622    4,962    9,116   -7,320   12,410   13,264      688     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     26.9     21.7     48.9     42.4     90.8     91.1      9.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      56       63       60       77       75      169      168                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,436,588
COMMITMENTS
 218,328  417,374  270,565  764,876  593,689  1253769  1281628  182,819  154,960

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     15,240)
   7,495   28,970   -1,335    6,093   -9,381   12,253   18,254    2,987   -3,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     29.1     18.8     53.2     41.3     87.3     89.2     12.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      728)
     134      150      150      337      296      566      529                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:        4,502
COMMITMENTS
   1,636        0       77      861    2,971    2,574    3,048    1,928    1,454

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        695)
     339        0       75      -85      212      329      287      366      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      0.0      1.7     19.1     66.0     57.2     67.7     42.8     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12        0        1        7       12       19       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      861,248
COMMITMENTS
 186,743   99,142  172,357  431,829  536,393  790,929  807,892   70,319   53,356

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     11,691)
  -1,519   14,107    3,599    8,679   -4,478   10,759   13,228      932   -1,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     11.5     20.0     50.1     62.3     91.8     93.8      8.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
     163      104      159      190      184      437      388                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY 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:      470,130
COMMITMENTS
  71,619   63,582  107,401  255,044  270,187  434,064  441,170   36,066   28,960

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      4,036)
   8,059   -4,181    2,650   -5,411    6,110    5,298    4,579   -1,262     -543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     13.5     22.8     54.2     57.5     92.3     93.8      7.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      74       71       97      107       82      242      217                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:    1,032,090
COMMITMENTS
 110,728  203,585   24,458  754,922  670,797  890,108  898,840  141,982  133,250

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     22,751)
  14,593  -10,672   13,214    1,505   18,883   29,312   21,425   -6,561    1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     19.7      2.4     73.1     65.0     86.2     87.1     13.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      31       29       29       88       86      136      127                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY 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:    1,131,867
COMMITMENTS
 126,272  370,253   47,399  807,686  607,295  981,357  1024947  150,510  106,920

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     43,026)
  -3,078    2,289   23,257   17,410    5,753   37,589   31,299    5,437   11,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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)
      14       17       15       83       74      105       98                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY 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:      442,413
COMMITMENTS
  78,951   71,007   61,115  253,049  280,851  393,115  412,973   49,298   29,440

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      8,787)
   4,396   17,020     -710    1,855   -9,511    5,541    6,799    3,246    1,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     16.0     13.8     57.2     63.5     88.9     93.3     11.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      83       54       69      101       85      217      186                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       11,756
COMMITMENTS
   4,029      951      629    4,916    8,981    9,574   10,561    2,182    1,195

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:       -204)
     -99      -15       13      -81     -160     -167     -162      -37      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      8.1      5.4     41.8     76.4     81.4     89.8     18.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      22        4        7       18       18       42       28                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:    2,423,438
COMMITMENTS
 571,993  842,827   82,176  1597641  1401864  2251810  2326867  171,628   96,571

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:       -688)
  23,825   72,907    8,075  -25,909  -85,804    5,991   -4,822   -6,679    4,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     34.8      3.4     65.9     57.8     92.9     96.0      7.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      57       50       37      167      145      248      208                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    3,495,960
COMMITMENTS
 653,804  746,936  170,288  2267751  2214379  3091843  3131603  404,117  364,357

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     73,079)
  56,695   -1,660   34,742  -11,209   32,686   80,228   65,768   -7,149    7,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     21.4      4.9     64.9     63.3     88.4     89.6     11.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      70       68       66      175      177      286      270                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:    3,597,224
COMMITMENTS
 400,792  641,415  225,007  2665345  2439213  3291144  3305635  306,080  291,589

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:    -34,440)
 -20,364   -5,731   54,281  -62,943  -81,762  -29,026  -33,212   -5,414   -1,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     17.8      6.3     74.1     67.8     91.5     91.9      8.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      61       43       43      147      169      232      232                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:    1,786,358
COMMITMENTS
 695,039  293,803  308,896  757,620  1157736  1761555  1760435   24,803   25,923

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     16,666)
  31,779      552      266  -14,418   21,637   17,627   22,455     -961   -5,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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+
FUTURES ONLY 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:       36,842
COMMITMENTS
   5,471   13,394      676   24,934   13,502   31,080   27,571    5,762    9,271

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      2,039)
    -832   -1,191      234    2,427    1,956    1,828      998      211    1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     36.4      1.8     67.7     36.6     84.4     74.8     15.6     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      18       21        8       36       23       57       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:       73,683
COMMITMENTS
  10,942   26,787    1,351   49,867   27,003   62,160   55,141   11,523   18,542

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      4,078)
  -1,664   -2,382      467    4,853    3,911    3,656    1,996      422    2,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     36.4      1.8     67.7     36.6     84.4     74.8     15.6     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      18       21        8       36       23       57       49                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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