WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      372,589
COMMITMENTS
 107,015   62,153  107,576  127,545  157,849  342,136  327,578   30,453   45,011

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:     12,860)
   9,578     -468  -13,805   13,575   24,040    9,348    9,767    3,512    3,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     16.7     28.9     34.2     42.4     91.8     87.9      8.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     101       87      109       77      106      245      253                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       25,492
COMMITMENTS
  10,176      150    1,550   13,052   23,557   24,778   25,257      714      235

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      1,392)
   1,175     -210      660     -528      922    1,307    1,372       85       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9      0.6      6.1     51.2     92.4     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        3       15       23       21       27                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      226,797
COMMITMENTS
  57,420   50,808   45,908  102,104  109,198  205,432  205,914   21,365   20,883

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      3,281)
   9,980   -1,803     -185   -7,177    4,930    2,618    2,942      663      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     22.4     20.2     45.0     48.1     90.6     90.8      9.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      61       56       67       71       77      177      165                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,389,346
COMMITMENTS
 235,355  274,291  264,026  700,617  674,703  1199998  1213020  189,348  176,326

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      6,638)
 -31,454  -26,044   16,280   25,905    7,425   10,731   -2,339   -4,093    8,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     19.7     19.0     50.4     48.6     86.4     87.3     13.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      697)
     112      136      144      324      319      532      523                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      793,202
COMMITMENTS
 158,029   68,618  153,971  419,762  511,329  731,762  733,918   61,440   59,284

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:     23,744)
  11,828  -17,236    2,345    8,165   36,230   22,338   21,339    1,406    2,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      8.7     19.4     52.9     64.5     92.3     92.5      7.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      498)
     155       93      157      180      182      413      373                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      448,165
COMMITMENTS
  60,914   56,893   85,772  270,101  277,875  416,787  420,540   31,378   27,625

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:     -2,926)
  -4,773    3,798   -3,786    5,425   -3,128   -3,134   -3,116      208      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     12.7     19.1     60.3     62.0     93.0     93.8      7.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      61       74       94      107       81      233      212                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,001,257
COMMITMENTS
  66,845  172,554    8,086  781,878  695,023  856,809  875,663  144,448  125,594

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:    -81,488)
 -18,765   18,062     -491  -64,375 -100,893  -83,631  -83,322    2,143    1,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     17.2      0.8     78.1     69.4     85.6     87.5     14.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      18       33       17       84       90      111      131                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,051,390
COMMITMENTS
  85,373  358,141    1,902  832,756  596,491  920,031  956,534  131,359   94,856

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:    -20,650)
   7,282   23,388     -100  -24,435  -38,965  -17,253  -15,677   -3,397   -4,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     34.1      0.2     79.2     56.7     87.5     91.0     12.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      13       17        7       78       77       94       98                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      400,871
COMMITMENTS
  84,046   21,879   44,099  228,187  312,741  356,332  378,719   44,539   22,152

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:     -4,826)
  -1,402   -4,683   -6,466     -258    7,998   -8,126   -3,151    3,300   -1,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      5.5     11.0     56.9     78.0     88.9     94.5     11.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      82       35       66      100       86      216      163                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,591
COMMITMENTS
   3,176      936      702    5,807    8,688    9,685   10,326    1,906    1,265

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:        427)
    -223       41      -84      359      321       52      278      375      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      8.1      6.1     50.1     75.0     83.6     89.1     16.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      22        5        6       14       16       38       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,854,827
COMMITMENTS
 686,117  854,572   26,638  1970802  1885172  2683557  2766382  171,270   88,445

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:   -228,296)
 -40,535   31,346   -8,019 -162,545 -242,124 -211,099 -218,797  -17,197   -9,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     29.9      0.9     69.0     66.0     94.0     96.9      6.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      71       45       22      163      149      244      206                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,258,687
COMMITMENTS
 506,947  559,983   56,064  2316791  2309635  2879802  2925682  378,885  333,005

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:   -155,844)
  23,339 -135,654   -7,739 -169,365  -26,948 -153,765 -170,341   -2,079   14,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     17.2      1.7     71.1     70.9     88.4     89.8     11.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      63       58       36      171      159      253      234                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      755,530
COMMITMENTS
  46,919  108,486    5,074  606,999  472,711  658,992  586,271   96,538  169,259

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:    -58,244)
   4,578      592     -468  -59,774  -59,693  -55,664  -59,569   -2,580    1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     14.4      0.7     80.3     62.6     87.2     77.6     12.8     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
       9       15        9       56       63       70       82                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,846,802
COMMITMENTS
 478,606  750,480   34,516  3045291  2796068  3558413  3581064  288,389  265,738

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:   -168,715)
 -58,467  106,343  -11,120  -98,576 -147,971 -168,163  -52,748     -552 -115,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     19.5      0.9     79.2     72.7     92.5     93.1      7.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      55       38       21      139      159      202      210                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,692,857
COMMITMENTS
 364,079   79,987  306,849  986,912  1263726  1657840  1650562   35,017   42,295

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      5,932)
   6,965  -16,289     -308    4,507   28,348   11,164   11,751   -5,232   -5,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      4.7     18.1     58.3     74.7     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      27       21       34       64       69      106      110                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       28,194
COMMITMENTS
   3,718    8,540       27   19,216   13,453   22,961   22,019    5,233    6,175

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      3,113)
    -673    5,481     -383    5,155   -3,348    4,099    1,751     -986    1,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     30.3      0.1     68.2     47.7     81.4     78.1     18.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      14       16        3       35       20       49       39                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       56,387
COMMITMENTS
   7,435   17,079       54   38,432   26,905   45,921   44,038   10,466   12,349

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      6,226)
  -1,345   10,962     -766   10,309   -6,695    8,198    3,501   -1,972    2,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     30.3      0.1     68.2     47.7     81.4     78.1     18.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      14       16        3       35       20       49       39                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       46,287
COMMITMENTS
   3,842    2,800        0   39,057   42,882   42,899   45,682    3,388      605

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      6,574)
     171   -2,297        0    5,071    8,927    5,242    6,630    1,332      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      6.0      0.0     84.4     92.6     92.7     98.7      7.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        0       12       14       14       18                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,134
COMMITMENTS
  10,173   14,730      180    5,586    1,205   15,939   16,115      195       19

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:       -522)
     123      -70       55     -723     -511     -545     -526       23        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.1     91.3      1.1     34.6      7.5     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13       14        2        4        3       19       17                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 03/31/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       63,997
COMMITMENTS
   7,076   14,583   36,391   20,498   12,427   63,965   63,401       32      596

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:      3,782)
     102    1,966    1,800    1,881      137    3,783    3,903       -1     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     22.8     56.9     32.0     19.4     99.9     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        5        1        5       10       10       15                  



Updated April 03, 2020