BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       15,443
COMMITMENTS
   1,412    1,112    2,543   10,966   11,202   14,921   14,857      522      586

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:        145)
      22     -197      -74      222      470      170      200      -24      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      7.2     16.5     71.0     72.5     96.6     96.2      3.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        6        8       32       26       41       35                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       54,203
COMMITMENTS
  12,023    5,758   18,367   20,008   21,113   50,398   45,237    3,805    8,965

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      1,173)
    -239      -83      780      708      780    1,249    1,477      -75     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     10.6     33.9     36.9     39.0     93.0     83.5      7.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      19       24       32       43       41       77       82                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       22,185
COMMITMENTS
   1,338      225    6,394   13,692   15,054   21,423   21,673      762      512

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:       -317)
      16     -107     -160     -114        8     -258     -258      -59      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      1.0     28.8     61.7     67.9     96.6     97.7      3.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        6        8       42       31       52       40                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,537
COMMITMENTS
     259    4,916    4,288    7,398    2,526   11,945   11,731      592      806

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:       -153)
    -135     -147       64      167      -21       96     -104     -249      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     39.2     34.2     59.0     20.1     95.3     93.6      4.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        6        8       26       22       34       32                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      293,577
COMMITMENTS
  67,132   37,844  109,101   95,604  119,545  271,838  266,490   21,739   27,087

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      1,550)
   2,633    3,479      513   -2,597   -4,841      549     -849    1,001    2,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     12.9     37.2     32.6     40.7     92.6     90.8      7.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     111       77      119       86       80      254      227                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      326,504
COMMITMENTS
  69,892   30,539   92,740  126,012  160,588  288,644  283,867   37,859   42,637

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -9,398)
  -1,199   -5,284      255   -6,038   -5,324   -6,981  -10,352   -2,417      954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4      9.4     28.4     38.6     49.2     88.4     86.9     11.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      96       83      124      123      133      290      288                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,824
COMMITMENTS
     292      575      323    1,336    1,257    1,951    2,155      873      668

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:        -56)
      34     -164       -2     -102      186      -69       20       13      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3     20.4     11.5     47.3     44.5     69.1     76.3     30.9     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       11        7       14       11       24       26                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,009
COMMITMENTS
   8,508    5,869   12,386   10,551    8,580   31,445   26,835    7,564   12,174

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,539)
    -411   -2,007      -28     -371      -47     -809   -2,082     -730      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8     15.0     31.8     27.0     22.0     80.6     68.8     19.4     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      36       41       51       54       59      124      126                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       37,301
COMMITMENTS
     842   11,670    5,476   30,385   18,254   36,702   35,399      599    1,902

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:         80)
     -72     -118        3      161      200       92       84      -12       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     31.3     14.7     81.5     48.9     98.4     94.9      1.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       8       17       11       36       35       49       58                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       23,880
COMMITMENTS
  10,077    3,619        2   13,035   18,610   23,114   22,231      766    1,649

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,024)
   1,098   -1,299        1   -1,901      198     -802   -1,100     -222       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.2     15.2      0.0     54.6     77.9     96.8     93.1      3.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12       12        1        7        7       19       20                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      137,870
COMMITMENTS
  16,452   49,162    9,355   85,611   47,576  111,419  106,094   26,452   31,776

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -3,031)
    -588     -320   -2,009     -521   -2,880   -3,118   -5,209       87    2,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     35.7      6.8     62.1     34.5     80.8     77.0     19.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      16       26       16       39       39       63       73                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,248
COMMITMENTS
  12,624    6,044      400   17,455   23,004   30,479   29,448   11,769   12,800

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      3,921)
    -363      785     -489    3,798    4,288    2,946    4,583      976     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     14.3      0.9     41.3     54.5     72.1     69.7     27.9     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6       10        2       15       15       22       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      102,359
COMMITMENTS
  22,182   27,530    2,026   73,437   67,469   97,645   97,026    4,714    5,333

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:        622)
  -8,695    3,739      111    8,763   -3,135      179      715      443      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     26.9      2.0     71.7     65.9     95.4     94.8      4.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      30       56       12       21       38       57      100                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      196,430
COMMITMENTS
  34,438   44,607   21,984  122,223   97,871  178,644  164,462   17,785   31,968

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      2,073)
   3,844    4,539     -677      604   -3,269    3,771      592   -1,698    1,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     22.7     11.2     62.2     49.8     90.9     83.7      9.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      20       35       18       33       49       61       94                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      176,011
COMMITMENTS
  55,444   27,815   14,656   80,438  109,640  150,538  152,112   25,473   23,899

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -4,075)
    -660      334   -4,074    3,956   -1,738     -778   -5,478   -3,296    1,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     15.8      8.3     45.7     62.3     85.5     86.4     14.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      27       37       19       38       35       79       77                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      598,612
COMMITMENTS
 170,143   92,488   37,390  313,045  419,210  520,578  549,088   78,034   49,524

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -6,616)
   4,569      886   -7,563   -1,787    3,134   -4,781   -3,543   -1,835   -3,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4     15.5      6.2     52.3     70.0     87.0     91.7     13.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      77       60       42      110       87      203      173                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       21,128
COMMITMENTS
   4,402   14,144      114   14,954    3,349   19,469   17,607    1,658    3,521

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,585)
    -819   -2,166      111   -1,122        3   -1,831   -2,052      245      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     66.9      0.5     70.8     15.9     92.2     83.3      7.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      14       20        3        6        9       21       32                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       45,666
COMMITMENTS
  11,946   27,832    1,093   30,486   10,670   43,524   39,595    2,141    6,071

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:        996)
     -89      833       83      445       86      440    1,002      556       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     60.9      2.4     66.8     23.4     95.3     86.7      4.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      21       35        9       17       17       41       58                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       17,607
COMMITMENTS
   7,693    5,695        0    9,570   10,058   17,263   15,753      344    1,854

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:        833)
     974      106        0      -67    1,052      907    1,158      -74     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.7     32.3      0.0     54.4     57.1     98.0     89.5      2.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9       10        0        5        5       14       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   27,897,020
COMMITMENTS
 1037130  1706870 16502381  9630696  8884353 27170207 27093604  726,813  803,416

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:    465,751)
 101,323  133,403  280,627  137,621  158,636  519,572  572,666  -53,820 -106,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      6.1     59.2     34.5     31.8     97.4     97.1      2.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      65       63      103      129      126      251      240                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       10,231
COMMITMENTS
   6,606    8,946      916       31        0    7,553    9,861    2,678      369

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      2,321)
   1,597    2,219      129       31        0    1,758    2,348      563      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.6     87.4      9.0      0.3      0.0     73.8     96.4     26.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      41       29       17        1        0       55       33                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      168,701
COMMITMENTS
  35,970   27,789   29,973  102,576  107,088  168,519  164,850      182    3,851

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      7,818)
  -2,662       74    2,532    7,882    5,609    7,752    8,214       66     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     16.5     17.8     60.8     63.5     99.9     97.7      0.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17       13       19       16       22       41       47                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      262,829
COMMITMENTS
  40,227   76,515   13,908  208,604  169,047  262,739  259,470       90    3,359

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      8,760)
     277    3,384      314    9,110    5,036    9,701    8,734     -941       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     29.1      5.3     79.4     64.3    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      16       24       29       19       40       51       79                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      991,664
COMMITMENTS
  61,741   99,443  185,313  590,541  529,407  837,595  814,163  154,069  177,501

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      6,427)
  -3,312   -2,669    3,173   -1,212   -3,135   -1,351   -2,631    7,778    9,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     10.0     18.7     59.6     53.4     84.5     82.1     15.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      639)
     104      128      133      293      324      468      514                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      131,569
COMMITMENTS
  17,939    3,219   12,376   88,311   27,068  118,627   42,663   12,942   88,906

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      3,177)
   1,799   -1,756     -224      -30    1,398    1,545     -582    1,631    3,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      2.4      9.4     67.1     20.6     90.2     32.4      9.8     67.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        3       10       21       14       32       24                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       11,231
COMMITMENTS
     832      600       14    8,198    9,660    9,044   10,274    2,187      957

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:         54)
     107        0      -33    1,275      166    1,349      133   -1,295      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      5.3      0.1     73.0     86.0     80.5     91.5     19.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       13       12       15       14                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,300,474
COMMITMENTS
 320,815  582,927  762,875  2511149  2511695  3594839  3857498  705,635  442,976

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     16,250)
 -18,446    2,540    9,876   -5,912  -22,662  -14,482  -10,246   30,733   26,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     13.6     17.7     58.4     58.4     83.6     89.7     16.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      637)
     102      129      131      290      321      463      510                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       12,860
COMMITMENTS
   2,663      470        3    4,244   11,986    6,910   12,459    5,950      401

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7      3.7      0.0     33.0     93.2     53.7     96.9     46.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1        9        9       12       11                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       70,442
COMMITMENTS
   6,002    5,864    1,502   54,852   58,304   62,356   65,670    8,086    4,772

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -1,338)
    -467     -542      685   -1,885   -2,059   -1,667   -1,916      329      578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      8.3      2.1     77.9     82.8     88.5     93.2     11.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       6        6        3       44       37       52       44                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       46,418
COMMITMENTS
  12,989   11,277    6,187   20,623   22,268   39,799   39,731    6,619    6,686

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      3,321)
   1,300    2,158      779      704      476    2,783    3,414      538      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     24.3     13.3     44.4     48.0     85.7     85.6     14.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      63       51       30      105       97      186      160                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      232,089
COMMITMENTS
  64,944   56,385   30,934  103,115  111,338  198,993  198,657   33,095   33,431

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     16,607)
   6,502   10,790    3,897    3,518    2,382   13,917   17,068    2,690     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     24.3     13.3     44.4     48.0     85.7     85.6     14.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      63       51       30      105       97      186      160                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      150,002
COMMITMENTS
  23,852   58,469   11,039   97,866   48,722  132,758  118,230   17,244   31,772

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     -5,820)
     490    2,195   -4,075   -3,427   -4,695   -7,012   -6,574    1,192      754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     39.0      7.4     65.2     32.5     88.5     78.8     11.5     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14       27       13       29       37       51       69                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      537,097
COMMITMENTS
  62,256   80,539   16,228  441,946  417,241  520,430  514,007   16,667   23,090

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      8,988)
   9,041    4,827    2,023   -2,247      519    8,817    7,369      170    1,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     15.0      3.0     82.3     77.7     96.9     95.7      3.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      57       45       25      142      134      209      194                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       37,183
COMMITMENTS
   8,139    3,705      435   24,060   20,008   32,634   24,148    4,549   13,035

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:      2,448)
   2,002   -1,484      120      552     -403    2,674   -1,767     -226    4,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     10.0      1.2     64.7     53.8     87.8     64.9     12.2     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      15        9        6       24       27       40       41                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      145,024
COMMITMENTS
  59,005       55    1,496   84,254  143,432  144,755  144,983      269       41

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:        954)
     316        0       39      629      928      984      967      -30      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.7      0.0      1.0     58.1     98.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      22        1        4       32       25       54       30                  



Updated May 15, 2020