WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   504,578:    96,082    109,624    171,120    208,755    179,730    475,958    460,475:    28,620     44,103
Old  :   489,705:    95,659    111,679    164,601    203,963    173,087    464,223    449,366:    25,483     40,339
Other:    14,872:     3,995      1,518      2,947      4,793      6,644     11,735     11,109:     3,137      3,764
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :        65:     5,516     -5,093     -2,874     -1,320      8,279      1,323        312:    -1,257       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       21.7       33.9       41.4       35.6       94.3       91.3:       5.7        8.7
Old  :     100.0:      19.5       22.8       33.6       41.7       35.3       94.8       91.8:       5.2        8.2
Other:     100.0:      26.9       10.2       19.8       32.2       44.7       78.9       74.7:      21.1       25.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       351:       112        101        123         87        110        268        277:
Old  :       349:       112        103        121         87        110        265        276:
Other:        94:        20         19         16         24         39         55         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       11.3       21.5       19.1       10.5        6.8       16.4       11.8
Old  :                 13.5       11.5       21.8       19.5       10.6        7.2       16.6       12.4
Other:                 30.7       37.3       48.0       49.6       23.8       30.6       37.7       38.2
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    26,913:    15,510        404      1,266      9,858     24,654     26,634     26,323:       279        590
Old  :    26,913:    15,510        404      1,266      9,858     24,654     26,634     26,323:       279        590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :       305:      -207        187        300        325         -7        417        480:      -112       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.6        1.5        4.7       36.6       91.6       99.0       97.8:       1.0        2.2
Old  :     100.0:      57.6        1.5        4.7       36.6       91.6       99.0       97.8:       1.0        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         6          2          3         15         22         22         26:
Old  :        31:         6          2          3         15         22         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.0       45.2       84.5       64.5       63.7       36.9       67.1       53.5
Old  :                 69.0       45.2       84.5       64.5       63.7       36.9       67.1       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   251,063:    42,374     71,014     65,503    121,407     94,086    229,283    230,603:    21,780     20,460
Old  :   248,645:    42,753     71,128     64,696    119,968     93,169    227,417    228,994:    21,228     19,651
Other:     2,418:       176        441        252      1,439        916      1,867      1,609:       552        809
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     5,794:     2,292     11,261     -1,175      4,656     -3,088      5,772      6,997:        22     -1,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       28.3       26.1       48.4       37.5       91.3       91.9:       8.7        8.1
Old  :     100.0:      17.2       28.6       26.0       48.2       37.5       91.5       92.1:       8.5        7.9
Other:     100.0:       7.3       18.2       10.4       59.5       37.9       77.2       66.5:      22.8       33.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        58         64         64         84         77        178        174:
Old  :       234:        58         66         63         83         77        176        174:
Other:        53:        10          6          8         12         28         26         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       19.6       24.9       29.0       12.3       16.8       20.0       23.6
Old  :                 15.4       19.8       25.0       29.3       12.5       17.1       20.0       23.9
Other:                 52.0       37.8       62.3       51.6       48.6       32.9       56.7       44.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,840,617:   198,809    440,520    508,500    898,300    691,339  1,605,608  1,640,360:   235,008    200,257
Old  : 1,076,927:   202,699    392,253    231,342    496,863    361,758    930,905    985,354:   146,022     91,574
Other:   763,689:   125,585    177,743    147,682    401,436    329,581    674,703    655,006:    88,986    108,683
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     5,666:     1,688     28,824    -11,004      7,556     -9,803     -1,761      8,017:     7,426     -2,351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       23.9       27.6       48.8       37.6       87.2       89.1:      12.8       10.9
Old  :     100.0:      18.8       36.4       21.5       46.1       33.6       86.4       91.5:      13.6        8.5
Other:     100.0:      16.4       23.3       19.3       52.6       43.2       88.3       85.8:      11.7       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       774:       157        166        196        376        336        643        606:
Old  :       711:       142        158        136        339        281        549        508:
Other:       595:       110        113        103        260        284        426        447:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.5        8.5       14.2       14.9        6.4        6.6       10.9       11.5
Old  :                 10.6       10.5       17.8       17.8        9.4        8.5       15.4       14.3
Other:                 12.0       12.6       19.2       20.2        9.3       10.5       14.6       17.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,425:     1,851         23        286      1,128      3,378      3,266      3,687:     2,159      1,738
Old  :     5,425:     1,851         23        286      1,128      3,378      3,266      3,687:     2,159      1,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :       555:       335          9         26          8        259        369        294:       187        261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        0.4        5.3       20.8       62.3       60.2       68.0:      39.8       32.0
Old  :     100.0:      34.1        0.4        5.3       20.8       62.3       60.2       68.0:      39.8       32.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        12          1          2          6         13         19         15:
Old  :        28:        12          1          2          6         13         19         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       36.1       42.0       52.5       21.8       36.1       32.6       48.2
Old  :                 25.6       36.1       42.0       52.5       21.8       36.1       32.6       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,042,699:   130,054    100,196    319,498    512,878    561,903    962,430    981,597:    80,269     61,101
Old  :   434,526:    99,847     98,127     88,853    206,709    218,306    395,409    405,286:    39,117     29,240
Other:   608,172:    87,297     59,160    173,554    306,169    343,597    567,020    576,312:    41,152     31,861
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     3,934:    -4,915      5,066        882      7,719     -2,578      3,686      3,371:       248        563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        9.6       30.6       49.2       53.9       92.3       94.1:       7.7        5.9
Old  :     100.0:      23.0       22.6       20.4       47.6       50.2       91.0       93.3:       9.0        6.7
Other:     100.0:      14.4        9.7       28.5       50.3       56.5       93.2       94.8:       6.8        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       555:       189        103        195        215        196        490        427:
Old  :       491:       142        118        107        164        168        353        347:
Other:       434:       140         66        135        178        171        380        324:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.4       16.4       19.0       27.4        6.8       13.4       11.8       20.8
Old  :                 13.1       19.1       22.1       28.1       10.0       15.6       17.3       22.5
Other:                 15.1       19.8       23.6       31.5       10.3       17.4       17.1       27.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   519,032:    70,978     57,591    145,330    265,952    286,850    482,259    489,771:    36,773     29,262
Old  :   291,993:    78,741     73,456     57,872    137,171    141,610    273,785    272,939:    18,208     19,054
Other:   227,039:    40,544     32,443     39,149    128,780    145,239    208,474    216,832:    18,565     10,207
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     3,696:     1,728     -2,231      4,585     -2,022      1,625      4,291      3,978:      -595       -283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       11.1       28.0       51.2       55.3       92.9       94.4:       7.1        5.6
Old  :     100.0:      27.0       25.2       19.8       47.0       48.5       93.8       93.5:       6.2        6.5
Other:     100.0:      17.9       14.3       17.2       56.7       64.0       91.8       95.5:       8.2        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        82         74        106        114         98        259        241:
Old  :       304:        92         76         72        101         91        222        211:
Other:       218:        58         46         50         81         61        169        135:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       23.0       18.1       34.0        6.3       19.8       11.8       25.5
Old  :                 13.8       17.6       22.1       26.9       11.1       12.8       18.4       20.3
Other:                 13.4       33.9       23.7       49.6       12.8       33.2       21.8       43.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,253,302:    93,863    200,055    179,219    809,501    741,048  1,082,583  1,120,322:   170,719    132,980
Old  : 1,253,302:    93,863    200,055    179,219    809,501    741,048  1,082,583  1,120,322:   170,719    132,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :    38,560:    -7,044      2,269     51,823    -19,586     -2,318     25,193     51,773:    13,368    -13,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       16.0       14.3       64.6       59.1       86.4       89.4:      13.6       10.6
Old  :     100.0:       7.5       16.0       14.3       64.6       59.1       86.4       89.4:      13.6       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        24         27         37         89         88        135        131:
Old  :       166:        24         27         37         89         88        135        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       29.5       35.8       43.3       16.1       19.7       23.4       27.9
Old  :                 25.7       29.5       35.8       43.3       16.1       19.7       23.4       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,156,572:   124,840    376,797     47,296    826,059    623,149    998,196  1,047,242:   158,376    109,330
Old  : 1,156,572:   124,840    376,797     47,296    826,059    623,149    998,196  1,047,242:   158,376    109,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :    24,681:    -1,418      6,544       -117     18,372     15,854     16,838     22,281:     7,843      2,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       32.6        4.1       71.4       53.9       86.3       90.5:      13.7        9.5
Old  :     100.0:      10.8       32.6        4.1       71.4       53.9       86.3       90.5:      13.7        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        11         18         16         81         72        103         97:
Old  :       129:        11         18         16         81         72        103         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       32.3       37.5       46.5       20.9       31.3       31.2       45.0
Old  :                 25.5       32.3       37.5       46.5       20.9       31.3       31.2       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   495,460:    63,931     81,624     93,501    282,742    289,187    440,173    464,312:    55,287     31,148
Old  :   261,134:    53,695     84,180     33,949    139,325    120,927    226,969    239,056:    34,165     22,078
Other:   234,327:    33,524     20,733     36,263    143,417    168,260    213,204    225,256:    21,122      9,071
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     5,808:     1,994      9,302     -2,332      3,962     -1,764      3,625      5,206:     2,184        603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       16.5       18.9       57.1       58.4       88.8       93.7:      11.2        6.3
Old  :     100.0:      20.6       32.2       13.0       53.4       46.3       86.9       91.5:      13.1        8.5
Other:     100.0:      14.3        8.8       15.5       61.2       71.8       91.0       96.1:       9.0        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        77         63         79        110         92        231        201:
Old  :       267:        76         59         57         98         85        200        178:
Other:       201:        50         48         45         84         62        166        124:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       26.8       22.3       35.3       10.4       22.1       15.3       27.6
Old  :                 16.3       19.2       23.3       27.1       13.4       16.9       19.5       24.3
Other:                 17.1       37.8       27.4       51.2       15.0       30.5       23.9       41.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,557:     3,695        750      1,793      5,494      9,773     10,983     12,316:     2,574      1,241
Old  :     7,848:     3,452      1,225        888      1,782      5,061      6,122      7,175:     1,725        673
Other:     5,709:       771         52        377      3,713      4,712      4,861      5,141:       849        568
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :        69:        44        -85         -9       -281        185       -246         91:       315        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        5.5       13.2       40.5       72.1       81.0       90.8:      19.0        9.2
Old  :     100.0:      44.0       15.6       11.3       22.7       64.5       78.0       91.4:      22.0        8.6
Other:     100.0:      13.5        0.9        6.6       65.0       82.5       85.1       90.0:      14.9       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        25          4         12         19         18         46         32:
Old  :        47:        22          6          8         10         13         33         26:
Other:        35:        11          3          7         14         13         25         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       41.6       48.1       62.2       31.5       41.4       39.6       60.2
Old  :                 30.0       38.0       43.5       64.5       30.0       38.0       41.4       60.7
Other:                 59.0       66.8       72.0       78.3       56.9       66.1       68.0       75.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,397,075:   481,246    670,261    143,476  1,564,373  1,418,207  2,189,095  2,231,944:   207,980    165,131
Old  : 2,397,075:   481,246    670,261    143,476  1,564,373  1,418,207  2,189,095  2,231,944:   207,980    165,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :  -132,519:   -44,979   -127,181    -70,471    -52,764     -2,798   -168,213   -200,450:    35,695     67,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       28.0        6.0       65.3       59.2       91.3       93.1:       8.7        6.9
Old  :     100.0:      20.1       28.0        6.0       65.3       59.2       91.3       93.1:       8.7        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        61         36         42        171        137        253        194:
Old  :       304:        61         36         42        171        137        253        194:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       30.5       26.5       43.0       16.6       24.7       23.4       35.0
Old  :                 16.9       30.5       26.5       43.0       16.6       24.7       23.4       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,934,637:   624,803    696,766    414,811  2,411,485  2,385,097  3,451,099  3,496,674:   483,539    437,963
Old  : 3,934,637:   624,803    696,766    414,811  2,411,485  2,385,097  3,451,099  3,496,674:   483,539    437,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :  -258,005:   -11,691     10,546   -136,047   -167,488   -186,514   -315,226   -312,015:    57,221     54,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       17.7       10.5       61.3       60.6       87.7       88.9:      12.3       11.1
Old  :     100.0:      15.9       17.7       10.5       61.3       60.6       87.7       88.9:      12.3       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:        65         61         80        190        174        299        272:
Old  :       348:        65         61         80        190        174        299        272:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       19.8       26.6       30.8       13.5       14.6       19.6       22.0
Old  :                 18.8       19.8       26.6       30.8       13.5       14.6       19.6       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,006,571:   108,879    162,703     28,909    746,605    617,433    884,393    809,045:   122,178    197,526
Old  : 1,006,571:   108,879    162,703     28,909    746,605    617,433    884,393    809,045:   122,178    197,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :    50,526:    15,481     14,221     10,582      2,916        598     28,979     25,401:    21,547     25,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       16.2        2.9       74.2       61.3       87.9       80.4:      12.1       19.6
Old  :     100.0:      10.8       16.2        2.9       74.2       61.3       87.9       80.4:      12.1       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        14         11          9         69         75         86         92:
Old  :       114:        14         11          9         69         75         86         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       23.7       46.4       32.7       32.7       22.7       43.5       30.6
Old  :                 33.6       23.7       46.4       32.7       32.7       22.7       43.5       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,075,956:   372,323    542,317    567,636  2,777,837  2,612,877  3,717,796  3,722,831:   358,161    353,126
Old  : 4,075,956:   372,323    542,317    567,636  2,777,837  2,612,877  3,717,796  3,722,831:   358,161    353,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :    85,972:      -609    -70,363     69,541    -24,110     30,488     44,823     29,666:    41,149     56,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       13.3       13.9       68.2       64.1       91.2       91.3:       8.8        8.7
Old  :     100.0:       9.1       13.3       13.9       68.2       64.1       91.2       91.3:       8.8        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        57         41         56        156        167        240        237:
Old  :       304:        57         41         56        156        167        240        237:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       20.9       42.9       34.7       24.6       16.4       32.6       25.7
Old  :                 28.7       20.9       42.9       34.7       24.6       16.4       32.6       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,821,932:   696,350    207,792    342,248    754,222  1,247,456  1,792,820  1,797,496:    29,111     24,435
Old  : 1,821,932:   696,350    207,792    342,248    754,222  1,247,456  1,792,820  1,797,496:    29,111     24,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :    35,099:     1,644    -86,011     33,004     -3,508     89,720     31,140     36,713:     3,959     -1,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       11.4       18.8       41.4       68.5       98.4       98.7:       1.6        1.3
Old  :     100.0:      38.2       11.4       18.8       41.4       68.5       98.4       98.7:       1.6        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        26         23         35         61         67        105        107:
Old  :       121:        26         23         35         61         67        105        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       34.6       51.0       49.8       34.3       24.7       39.7       35.1
Old  :                 39.3       34.6       51.0       49.8       34.3       24.7       39.7       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    39,144:     6,232     13,417      1,263     25,724     14,897     33,219     29,577:     5,925      9,567
Old  :    39,144:     6,232     13,417      1,263     25,724     14,897     33,219     29,577:     5,925      9,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     1,992:       775         24        497        639      1,272      1,911      1,793:        81        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       34.3        3.2       65.7       38.1       84.9       75.6:      15.1       24.4
Old  :     100.0:      15.9       34.3        3.2       65.7       38.1       84.9       75.6:      15.1       24.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        19         23         11         38         26         63         54:
Old  :        92:        19         23         11         38         26         63         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       39.5       38.6       49.9       28.1       37.8       37.5       48.1
Old  :                 28.7       39.5       38.6       49.9       28.1       37.8       37.5       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    78,288:    12,463     26,834      2,525     51,448     29,793     66,437     59,153:    11,850     19,134
Old  :    78,288:    12,463     26,834      2,525     51,448     29,793     66,437     59,153:    11,850     19,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     3,983:     1,550         48        994      1,278      2,544      3,821      3,586:       162        397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       34.3        3.2       65.7       38.1       84.9       75.6:      15.1       24.4
Old  :     100.0:      15.9       34.3        3.2       65.7       38.1       84.9       75.6:      15.1       24.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        19         23         11         38         26         63         54:
Old  :        92:        19         23         11         38         26         63         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       39.5       38.6       49.9       28.1       37.8       37.5       48.1
Old  :                 28.7       39.5       38.6       49.9       28.1       37.8       37.5       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    61,419:     3,710        691          0     55,378     60,149     59,088     60,840:     2,331        579
Old  :    61,419:     3,710        691          0     55,378     60,149     59,088     60,840:     2,331        579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :      -941:        56       -659          0       -997         -1       -941       -660:         0       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        1.1        0.0       90.2       97.9       96.2       99.1:       3.8        0.9
Old  :     100.0:       6.0        1.1        0.0       90.2       97.9       96.2       99.1:       3.8        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          2          0         15         11         18         13:
Old  :        28:         3          2          0         15         11         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.2       85.5       86.5       96.8       71.9       80.3       82.5       91.6
Old  :                 73.2       85.5       86.5       96.8       71.9       80.3       82.5       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    20,397:    12,437     19,003        489      7,249        877     20,175     20,369:       222         28
Old  :    20,397:    12,437     19,003        489      7,249        877     20,175     20,369:       222         28
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :       119:        17        648          9        130       -503        156        154:       -37        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.0       93.2        2.4       35.5        4.3       98.9       99.9:       1.1        0.1
Old  :     100.0:      61.0       93.2        2.4       35.5        4.3       98.9       99.9:       1.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        13         18          3          4          3         20         21:
Old  :        36:        13         18          3          4          3         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       52.5       91.1       76.4       67.6       52.5       88.7       76.1
Old  :                 68.3       52.5       91.1       76.4       67.6       52.5       88.7       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    81,498:     4,782     13,616     52,116     24,578     15,399     81,476     81,131:        22        367
Old  :    81,498:     4,782     13,616     52,116     24,578     15,399     81,476     81,131:        22        367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :     7,300:       414      5,374        875      6,025      1,083      7,314      7,332:       -14        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       16.7       63.9       30.2       18.9      100.0       99.5:       0.0        0.5
Old  :     100.0:       5.9       16.7       63.9       30.2       18.9      100.0       99.5:       0.0        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          6          2          4          8         11         14:
Old  :        22:         5          6          2          4          8         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.9       92.5       99.9       97.8       35.3       28.5       36.0       33.8
Old  :                 97.9       92.5       99.9       97.8       35.3       28.5       36.0       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    43,290:    16,092     16,092     27,198          0          0     43,290     43,290:         0          0
Old  :    43,290:    16,092     16,092     27,198          0          0     43,290     43,290:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :       572:     1,110      1,110       -528          0          0        582        582:       -10        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       37.2       62.8        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      37.2       37.2       62.8        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10         10          5          0          0         13         13:
Old  :        21:        10         10          5          0          0         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.7       86.6       96.3       97.1       27.4       31.2       36.3       36.8
Old  :                 83.7       86.6       96.3       97.1       27.4       31.2       36.3       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 29, 2020