BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,410
COMMITMENTS
     752    1,251      541    8,709    8,158   10,002    9,950      408      460

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:         73)
     -54       52      -36      176       42       86       58      -13       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     12.0      5.2     83.7     78.4     96.1     95.6      3.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        7        6       28       24       34       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       24,439
COMMITMENTS
  10,914    5,610    1,283   10,081   12,360   22,278   19,253    2,161    5,186

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        487)
     122       61     -288      325      421      159      194      328      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     23.0      5.2     41.2     50.6     91.2     78.8      8.8     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      14       21       19       25       27       48       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,024
COMMITMENTS
   1,326      375      639    7,581    8,519    9,546    9,533      478      491

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        130)
      -3      -11      -15      168      279      150      253      -20     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      3.7      6.4     75.6     85.0     95.2     95.1      4.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        5        6       38       25       44       33                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY 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:        6,079
COMMITMENTS
      34    3,683      547    5,162    1,537    5,743    5,767      336      312

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        -45)
       0      -76       -2        6       27        4      -51      -49        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     60.6      9.0     84.9     25.3     94.5     94.9      5.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        7        6       19       11       26       18                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      216,933
COMMITMENTS
  72,879   59,940   44,275   82,108   91,724  199,262  195,939   17,671   20,994

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      8,395)
   3,180    4,247    3,323    1,432      995    7,935    8,565      460     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     27.6     20.4     37.8     42.3     91.9     90.3      8.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      83       82       97       56       69      205      198                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      260,172
COMMITMENTS
  70,707   36,046   49,844  109,582  142,572  230,133  228,462   30,039   31,710

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      2,160)
   1,196      860       75    1,174    1,219    2,445    2,154     -285        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     13.9     19.2     42.1     54.8     88.5     87.8     11.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      84       84      105      106      123      257      260                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,559
COMMITMENTS
     437      533       43    1,250    1,250    1,730    1,826      829      733

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        -17)
      65     -103      -93      -23      167      -51      -29       34       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     20.8      1.7     48.8     48.8     67.6     71.4     32.4     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5       11        3       10        9       17       21                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,961
COMMITMENTS
   7,973    7,634    4,814   10,471    8,083   23,258   20,531    5,703    8,430

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:       -208)
    -263      287     -239      312      320     -190      368      -18     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     26.4     16.6     36.2     27.9     80.3     70.9     19.7     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      33       40       35       40       51       94      112                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,288
COMMITMENTS
     752   10,418    1,011   24,250   13,881   26,013   25,310      275      978

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        544)
    -305       48      231      598      237      524      516       20       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     39.6      3.8     92.2     52.8     99.0     96.3      1.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      10        9        9       27       29       40       44                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       25,402
COMMITMENTS
  10,818    3,617       79   13,106   20,061   24,003   23,757    1,399    1,645

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,691)
   1,739       48       76     -156    1,521    1,659    1,645       32       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     14.2      0.3     51.6     79.0     94.5     93.5      5.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       13        2        9        8       20       22                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      129,849
COMMITMENTS
  21,844   55,798    1,511   77,827   41,753  101,182   99,062   28,667   30,787

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:       -250)
  -1,298   -2,400     -181      -83      767   -1,562   -1,814    1,312    1,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     43.0      1.2     59.9     32.2     77.9     76.3     22.1     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      20       25       10       36       33       61       64                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,072
COMMITMENTS
  13,246    4,507       21   14,593   21,439   27,860   25,967   11,212   13,105

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        326)
    -432     -443        2      171      905     -259      464      585     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     11.5      0.1     37.3     54.9     71.3     66.5     28.7     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        6        1       17       14       23       21                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      128,952
COMMITMENTS
  43,294   38,603    1,713   79,009   73,548  124,016  113,864    4,936   15,088

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     25,527)
  19,026    8,351      449    6,336    7,831   25,811   16,631     -284    8,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     29.9      1.3     61.3     57.0     96.2     88.3      3.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      38       54        9       22       38       66       96                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      188,650
COMMITMENTS
  39,192   61,449    5,798  124,256   88,967  169,246  156,214   19,404   32,436

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      8,916)
   3,382    6,650      400    3,456    1,466    7,238    8,516    1,678      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     32.6      3.1     65.9     47.2     89.7     82.8     10.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      18       29       14       29       49       55       84                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      156,827
COMMITMENTS
  57,873   23,266    2,581   74,238  108,460  134,692  134,307   22,135   22,520

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      8,852)
   5,835   -1,302    1,200    3,211    9,724   10,246    9,622   -1,394     -770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     14.8      1.6     47.3     69.2     85.9     85.6     14.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      29       26        6       34       37       66       66                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      556,749
COMMITMENTS
 175,034   99,812    7,179  298,419  404,675  480,632  511,666   76,117   45,083

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      9,543)
   7,278    4,618      359    3,052    6,714   10,689   11,691   -1,146   -2,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     17.9      1.3     53.6     72.7     86.3     91.9     13.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      73       52       30      106       77      190      148                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       22,871
COMMITMENTS
   2,922    3,653      118    7,063   14,686   10,103   18,457   12,768    4,414

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     16.0      0.5     30.9     64.2     44.2     80.7     55.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        1       10        9       15       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,377
COMMITMENTS
   9,551   20,709      347   15,370    3,043   25,268   24,099    2,109    3,278

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      2,626)
   2,106    2,848      247      -94     -113    2,259    2,982      367     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     75.6      1.3     56.1     11.1     92.3     88.0      7.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       19        3        8        9       23       31                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       45,668
COMMITMENTS
  12,218   27,261    1,048   29,684   11,710   42,950   40,019    2,718    5,649

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,525)
   1,476      652      -81     -277    1,476    1,118    2,047      407     -522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     59.7      2.3     65.0     25.6     94.0     87.6      6.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      23       31       12       16       13       43       52                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       15,994
COMMITMENTS
   6,864    5,627       10    8,784    8,733   15,658   14,370      336    1,624

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     -1,191)
    -426     -314       10     -647     -763   -1,063   -1,067     -128     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     35.2      0.1     54.9     54.6     97.9     89.8      2.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7        1        5        5       12       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,860,944
COMMITMENTS
 1552717  1711897  3149517  5522228  5240447 10224462 10101861  636,482  759,083

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:    130,332)
 148,743  -32,659    2,296  -18,901  116,619  132,138   86,256   -1,806   44,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     15.8     29.0     50.8     48.3     94.1     93.0      5.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      59       44       76      114      119      211      205                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        8,722
COMMITMENTS
   6,034    7,684      402        0        0    6,436    8,086    2,286      636

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     -2,156)
  -1,308   -2,242     -204      -34        0   -1,546   -2,446     -610      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.2     88.1      4.6      0.0      0.0     73.8     92.7     26.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      41       24       12        0        0       46       31                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      169,570
COMMITMENTS
  31,968   28,809   29,050  108,338  106,277  169,356  164,136      214    5,434

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     -3,927)
  -3,388    1,880   -2,417    1,882   -3,871   -3,923   -4,408       -4      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     17.0     17.1     63.9     62.7     99.9     96.8      0.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17       13       19       16       21       41       46                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      286,931
COMMITMENTS
  32,071   91,057   22,656  232,146  169,908  286,873  283,621       58    3,310

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      8,408)
  -1,029    6,408    2,836    6,619     -718    8,426    8,526      -18     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     31.7      7.9     80.9     59.2    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      20       25       29       20       40       53       82                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      748,823
COMMITMENTS
  65,913  105,198   34,977  514,540  455,046  615,430  595,221  133,393  153,602

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        803)
   1,923    6,353    2,332   -3,398   -7,233      857    1,452      -54     -649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     14.0      4.7     68.7     60.8     82.2     79.5     17.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
      86      119       58      277      300      391      449                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      108,239
COMMITMENTS
  20,302    4,245    1,000   80,694   20,609  101,996   25,854    6,243   82,385

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      2,949)
   1,489    1,150      489    2,496    1,694    4,474    3,333   -1,525     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      3.9      0.9     74.6     19.0     94.2     23.9      5.8     76.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        1        2       14        7       21       10                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       17,199
COMMITMENTS
     293        0        0   15,150   10,455   15,443   10,455    1,756    6,744

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.0     88.1     60.8     89.8     60.8     10.2     39.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       10       11       10                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       10,879
COMMITMENTS
     512      600        0    8,731    8,882    9,243    9,482    1,636    1,397

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:       -618)
    -284        0      -16      -24     -284     -324     -300     -294     -318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      5.5      0.0     80.3     81.6     85.0     87.2     15.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       15        9       16       10                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,202,921
COMMITMENTS
 326,600  603,308   71,341  2169228  2172185  2567169  2846834  635,752  356,087

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:    -10,730)
   9,901   33,746    1,484  -29,472  -44,637  -18,087   -9,407    7,357   -1,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     18.8      2.2     67.7     67.8     80.2     88.9     19.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
      85      120       57      273      298      386      447                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       67,282
COMMITMENTS
   6,539    5,480      325   52,716   56,293   59,580   62,098    7,702    5,184

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     -2,879)
    -237       61     -491   -2,149   -3,186   -2,877   -3,616       -2      737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      8.1      0.5     78.4     83.7     88.6     92.3     11.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       6        7        3       43       36       50       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       42,000
COMMITMENTS
  13,748   13,060      747   20,787   21,810   35,282   35,617    6,719    6,384

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      2,367)
   1,817      139      -47      119    1,705    1,889    1,796      478      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     31.1      1.8     49.5     51.9     84.0     84.8     16.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      62       51       21       99       95      174      154                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      210,002
COMMITMENTS
  68,738   65,299    3,734  103,936  109,050  176,408  178,083   33,594   31,919

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     11,836)
   9,087      694     -236      595    8,524    9,446    8,982    2,390    2,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     31.1      1.8     49.5     51.9     84.0     84.8     16.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      62       51       21       99       95      174      154                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      136,920
COMMITMENTS
  25,530   66,068      572   94,516   40,279  120,618  106,919   16,302   30,001

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      4,123)
     229    1,209       14    3,290      299    3,533    1,522      590    2,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     48.3      0.4     69.0     29.4     88.1     78.1     11.9     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      14       26        5       27       32       45       59                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      563,594
COMMITMENTS
 104,973   76,186    6,735  434,222  457,349  545,930  540,270   17,664   23,324

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:     10,711)
  18,982   -3,591   -2,851   -5,526   16,394   10,605    9,952      106      759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     13.5      1.2     77.0     81.1     96.9     95.9      3.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      63       48       22      142      145      217      203                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       14,916
COMMITMENTS
   2,710    5,543        0    8,866    4,474   11,576   10,017    3,340    4,899

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     37.2      0.0     59.4     30.0     77.6     67.2     22.4     32.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        8        0        6        5       10       13                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       42,119
COMMITMENTS
   8,758    3,378      320   26,716   20,156   35,794   23,854    6,325   18,265

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,843)
   1,732   -1,359     -134     -149    1,393    1,449     -100      394    1,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      8.0      0.8     63.4     47.9     85.0     56.6     15.0     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      14        8        4       23       31       38       42                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      148,166
COMMITMENTS
  58,602       65    1,631   87,700  146,431  147,933  148,127      233       39

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,744)
    -851        0       12    2,592    1,733    1,753    1,745       -9       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6      0.0      1.1     59.2     98.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      25        1        4       34       27       59       32                  



Updated May 29, 2020