WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY 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:      406,006
COMMITMENTS
 117,162   98,751  118,006  143,788  150,147  378,956  366,904   27,050   39,102

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     -5,186)
 -11,792   -4,455   11,906   -3,125  -12,924   -3,011   -5,473   -2,175      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     24.3     29.1     35.4     37.0     93.3     90.4      6.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     107       84      102       77      112      239      254                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY 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:       23,678
COMMITMENTS
  16,005    1,170      659    6,027   21,348   22,691   23,177      987      501

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        179)
     777      -46     -945      328    1,220      160      229       19      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6      4.9      2.8     25.5     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
FUTURES ONLY 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:      224,190
COMMITMENTS
  63,562   39,302   48,658   95,411  114,334  207,631  202,294   16,559   21,896

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:         51)
  -6,521   -1,714    3,739    3,675   -3,341      893   -1,316     -842    1,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     17.5     21.7     42.6     51.0     92.6     90.2      7.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      65       45       64       76       76      171      163                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,720,733
COMMITMENTS
 518,145   89,719  217,273  846,602  1226071  1582020  1533063  138,713  187,670

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     23,279)
 -25,917    5,135   24,940   30,229  -10,702   29,252   19,373   -5,973    3,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      5.2     12.6     49.2     71.3     91.9     89.1      8.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      833)
     205      100      141      316      417      586      609                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:        4,163
COMMITMENTS
     936      191       61    1,456    3,180    2,453    3,432    1,710      731

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:       -271)
    -434       23        3       -5     -269     -436     -243      165      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      4.6      1.5     35.0     76.4     58.9     82.4     41.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        1        2        9        8       17       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      804,827
COMMITMENTS
 275,409   54,354  106,238  370,661  575,107  752,308  735,699   52,519   69,128

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:       -592)
  -9,323   -2,037    4,222    9,361   -3,239    4,260   -1,054   -4,852      462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      6.8     13.2     46.1     71.5     93.5     91.4      6.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      597)
     207       74      129      186      263      447      432                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      510,710
COMMITMENTS
 124,858   37,655  101,661  242,001  344,674  468,520  483,990   42,190   26,720

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      8,014)
   6,425    2,188   -1,438    2,833    6,130    7,820    6,880      194    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      7.4     19.9     47.4     67.5     91.7     94.8      8.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     120       40       85      101       97      266      196                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:    1,277,636
COMMITMENTS
  68,604  187,957   48,518  981,864  805,367  1098986  1041842  178,650  235,794

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     70,543)
 -24,723   11,650   15,809   51,395   21,291   42,481   48,750   28,062   21,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     14.7      3.8     76.9     63.0     86.0     81.5     14.0     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      16       43       28      101      102      137      154                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY 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:    1,234,933
COMMITMENTS
  63,181  312,815   38,277  980,362  692,628  1081820  1043720  153,113  191,213

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     83,035)
   7,391   17,233   27,653   29,280   14,244   64,324   59,130   18,711   23,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY 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:      403,292
COMMITMENTS
  92,334   32,040   56,224  203,528  290,232  352,086  378,496   51,206   24,796

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     -6,424)
  -9,140   17,370   -2,571    5,915  -24,886   -5,796  -10,087     -628    3,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      7.9     13.9     50.5     72.0     87.3     93.9     12.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      79       42       63      110       86      225      164                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:        8,854
COMMITMENTS
   1,950    1,578      165    5,060    6,412    7,175    8,155    1,679      699

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:       -853)
    -805       59      -19      178   -1,023     -646     -983     -207      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     17.8      1.9     57.1     72.4     81.0     92.1     19.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        8        3       12       16       27       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:    2,319,799
COMMITMENTS
 442,449  584,326   84,561  1610151  1522684  2137161  2191571  182,638  128,228

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:     34,348)
   5,111  -66,045   46,003  -47,684   36,660    3,430   16,618   30,918   17,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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
FUTURES ONLY 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:    4,502,793
COMMITMENTS
 834,440  730,042  197,095  3083531  2908543  4115066  3835680  387,727  667,113

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:    280,060)
  10,958  -61,786   81,354  123,576  169,371  215,888  188,939   64,172   91,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     16.2      4.4     68.5     64.6     91.4     85.2      8.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
      53       96       63      190      215      285      335                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:    3,709,069
COMMITMENTS
 431,379  547,094  222,442  2720113  2499408  3373934  3268944  335,135  440,125

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:    150,886)
  91,545   61,913   33,596   -8,563   12,617  116,578  108,126   34,308   42,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     14.8      6.0     73.3     67.4     91.0     88.1      9.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      40       62       34      145      173      206      248                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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 TRADERS
     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+
FUTURES ONLY 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:       49,408
COMMITMENTS
  15,705   22,227    1,032   23,836   20,705   40,573   43,963    8,836    5,445

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      1,574)
     758    2,766     -237    1,228     -590    1,749    1,939     -175     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     45.0      2.1     48.2     41.9     82.1     89.0     17.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      37       16       10       37       28       78       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:       98,816
COMMITMENTS
  31,409   44,453    2,064   47,672   41,409   81,145   87,926   17,671   10,890

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      3,148)
   1,515    5,531     -473    2,456   -1,180    3,498    3,878     -350     -730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     45.0      2.1     48.2     41.9     82.1     89.0     17.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      37       16       10       37       28       78       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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