BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       15,796
COMMITMENTS
   1,566    1,064    2,563   11,086   11,677   15,215   15,304      581      492

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        353)
     154      -48       20      121      475      294      447       59      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      6.7     16.2     70.2     73.9     96.3     96.9      3.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        6        8       31       27       40       36                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       56,240
COMMITMENTS
  12,217    5,087   19,815   20,320   22,354   52,353   47,256    3,887    8,984

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      2,037)
     194     -671    1,449      312    1,241    1,955    2,018       82       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7      9.0     35.2     36.1     39.7     93.1     84.0      6.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      18       25       33       43       43       77       85                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       22,242
COMMITMENTS
   1,587      114    6,236   13,662   15,209   21,484   21,559      758      683

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:         57)
     249     -111     -158      -30      155       60     -114       -3      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      0.5     28.0     61.4     68.4     96.6     96.9      3.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        4        7       42       30       51       38                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,102
COMMITMENTS
     100    5,051    4,414    7,873    2,795   12,386   12,260      716      842

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        566)
    -159      135      126      475      269      441      529      125       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     38.6     33.7     60.1     21.3     94.5     93.6      5.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        7        9       26       23       35       34                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      299,799
COMMITMENTS
  68,861   42,239  113,119   96,036  116,700  278,015  272,058   21,784   27,742

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      6,222)
   1,729    4,395    4,017      431   -2,845    6,177    5,567       45      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     14.1     37.7     32.0     38.9     92.7     90.7      7.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
     107       77      110       80       77      240      222                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      323,398
COMMITMENTS
  68,324   28,894   94,544  122,962  159,382  285,830  282,819   37,569   40,579

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     -3,105)
  -1,568   -1,645    1,804   -3,051   -1,206   -2,815   -1,047     -290   -2,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      8.9     29.2     38.0     49.3     88.4     87.5     11.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      96       80      118      123      132      282      281                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,813
COMMITMENTS
     363      573      284    1,335    1,207    1,982    2,064      831      749

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        -11)
      71       -2      -39       -1      -50       31      -91      -42       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     20.4     10.1     47.5     42.9     70.5     73.4     29.5     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       11        8       13       10       24       25                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,367
COMMITMENTS
   8,004    5,869   11,921   10,866    8,800   30,791   26,591    7,576   11,777

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:       -642)
    -504        0     -465      314      220     -654     -245       12     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     15.3     31.1     28.3     22.9     80.3     69.3     19.7     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      36       40       51       53       57      124      121                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       37,904
COMMITMENTS
     942   11,581    5,740   30,621   18,512   37,302   35,832      602    2,072

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        603)
     100      -89      264      236      258      600      433        3      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     30.6     15.1     80.8     48.8     98.4     94.5      1.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       8       13       14       36       38       51       58                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       23,711
COMMITMENTS
   9,079    3,569        3   13,262   18,540   22,344   22,112    1,367    1,599

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:       -169)
    -998      -50        1      227      -70     -770     -119      601      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3     15.1      0.0     55.9     78.2     94.2     93.3      5.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11       12        1        7        6       19       18                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      148,374
COMMITMENTS
  22,390   58,083    8,810   88,287   50,794  119,487  117,688   28,886   30,685

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     10,503)
   5,938    8,921     -545    2,676    3,218    8,069   11,594    2,434   -1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     39.1      5.9     59.5     34.2     80.5     79.3     19.5     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      20       31       14       41       41       70       77                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,936
COMMITMENTS
  13,678    5,070      522   15,311   21,362   29,511   26,954   11,425   13,981

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     -1,313)
   1,054     -974      123   -2,144   -1,642     -968   -2,494     -345    1,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4     12.4      1.3     37.4     52.2     72.1     65.8     27.9     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        8        2       17       14       24       23                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      104,745
COMMITMENTS
  23,995   30,296    1,850   73,667   66,369   99,512   98,516    5,233    6,229

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      2,386)
   1,813    2,766     -176      230   -1,100    1,867    1,490      519      896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     28.9      1.8     70.3     63.4     95.0     94.1      5.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      33       48       10       22       38       61       90                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      210,421
COMMITMENTS
  38,751   52,910   22,152  130,334  102,182  191,237  177,245   19,184   33,177

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     13,991)
   4,313    8,303      168    8,112    4,311   12,593   12,783    1,398    1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     25.1     10.5     61.9     48.6     90.9     84.2      9.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      20       31       16       37       50       65       89                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      171,654
COMMITMENTS
  51,049   24,852   14,959   79,931  106,359  145,940  146,170   25,715   25,484

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     -4,356)
  -4,394   -2,963      303     -507   -3,281   -4,598   -5,941      242    1,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     14.5      8.7     46.6     62.0     85.0     85.2     15.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      27       32       16       38       37       76       74                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      601,044
COMMITMENTS
 166,719   93,745   39,030  314,535  417,282  520,284  550,057   80,760   50,986

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      2,432)
  -3,425    1,257    1,641    1,490   -1,928     -294      970    2,726    1,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     15.6      6.5     52.3     69.4     86.6     91.5     13.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      74       56       45      111       84      203      167                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       24,772
COMMITMENTS
   7,456   17,861      109   15,464    3,156   23,029   21,126    1,742    3,645

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      3,644)
   3,054    3,717       -4      510     -193    3,560    3,520       84      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1     72.1      0.4     62.4     12.7     93.0     85.3      7.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       20        2        7        9       19       31                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,444
COMMITMENTS
  10,738   26,618    1,176   30,219   10,479   42,133   38,273    2,311    6,171

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     -1,222)
  -1,208   -1,214       83     -267     -191   -1,392   -1,322      170      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     59.9      2.6     68.0     23.6     94.8     86.1      5.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       31       11       17       19       44       57                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       17,185
COMMITMENTS
   7,290    5,941        0    9,431    9,496   16,721   15,437      464    1,748

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:       -422)
    -403      246        0     -139     -562     -542     -316      120     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.4     34.6      0.0     54.9     55.3     97.3     89.8      2.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        8        0        5        5       12       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   26,653,118
COMMITMENTS
 1096594  1416411 15522576  9325023  8927653 25944194 25866641  708,924  786,477

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,243,902)
  59,464 -290,458 -979,804 -305,673   43,300 -1226013 -1226963  -17,889  -16,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      5.3     58.2     35.0     33.5     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      69       59      103      127      126      249      240                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       11,802
COMMITMENTS
   7,341    9,943    1,494       34        0    8,869   11,437    2,933      365

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      1,571)
     735      998      578        3        0    1,316    1,575      255       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.2     84.3     12.7      0.3      0.0     75.2     96.9     24.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      43       31       15        1        0       57       33                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      173,568
COMMITMENTS
  35,356   26,895   31,513  106,479  110,204  173,348  168,613      220    4,955

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      4,867)
    -614     -894    1,540    3,903    3,117    4,829    3,763       38    1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     15.5     18.2     61.3     63.5     99.9     97.1      0.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      18       11       18       16       23       41       47                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      278,523
COMMITMENTS
  33,100   84,649   19,820  225,527  170,626  278,447  275,095       76    3,428

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     15,694)
  -7,127    8,134    5,912   16,923    1,579   15,708   15,625      -14       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     30.4      7.1     81.0     61.3    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      18       26       29       20       41       53       82                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      956,328
COMMITMENTS
  60,903  102,119  169,703  573,321  512,912  803,927  784,734  152,401  171,594

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:    -35,336)
    -838    2,676  -15,610  -17,220  -16,495  -33,668  -29,429   -1,669   -5,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     10.7     17.7     60.0     53.6     84.1     82.1     15.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      652)
     107      135      135      297      323      480      517                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      129,507
COMMITMENTS
  18,146    3,507   11,571   85,425   25,461  115,143   40,539   14,364   88,968

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     -2,062)
     207      288     -805   -2,886   -1,607   -3,484   -2,125    1,422       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      2.7      8.9     66.0     19.7     88.9     31.3     11.1     68.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        6       11       17       10       28       22                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| 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:       11,497
COMMITMENTS
     796      600       16    8,755    9,166    9,567    9,782    1,930    1,715

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        266)
     -36        0        2      557     -494      523     -492     -257      758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      5.2      0.1     76.2     79.7     83.2     85.1     16.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       14        9       16       11                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,134,104
COMMITMENTS
 311,676  590,956  692,765  2439481  2437254  3443922  3720976  690,182  413,129

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:   -166,370)
  -9,139    8,029  -70,110  -71,668  -74,441 -150,917 -136,522  -15,453  -29,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     14.3     16.8     59.0     59.0     83.3     90.0     16.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      650)
     107      133      133      295      321      476      513                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| 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:       13,733
COMMITMENTS
   2,644      446        5    5,024   12,901    7,673   13,352    6,060      381

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:        873)
     -19      -24        2      780      915      763      893      110      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      3.2      0.0     36.6     93.9     55.9     97.2     44.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        2       10        9       14       11                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       70,161
COMMITMENTS
   6,776    5,419      816   54,865   59,479   62,457   65,714    7,704    4,447

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:       -281)
     774     -445     -686       13    1,175      101       44     -382     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      7.7      1.2     78.2     84.8     89.0     93.7     11.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       7        6        3       47       38       55       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       46,103
COMMITMENTS
  12,104   12,907    5,828   21,582   20,964   39,515   39,699    6,588    6,404

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:       -315)
    -885    1,630     -359      959   -1,304     -284      -32      -31     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     28.0     12.6     46.8     45.5     85.7     86.1     14.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      57       52       28      104      102      179      165                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      230,513
COMMITMENTS
  60,520   64,535   29,142  107,912  104,818  197,573  198,495   32,940   32,018

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     -1,575)
  -4,424    8,150   -1,793    4,797   -6,520   -1,420     -162     -155   -1,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     28.0     12.6     46.8     45.5     85.7     86.1     14.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      57       52       28      104      102      179      165                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      155,165
COMMITMENTS
  25,633   63,172   11,933   99,597   50,560  137,162  125,664   18,003   29,501

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      5,163)
   1,781    4,703      893    1,731    1,838    4,404    7,433      759   -2,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     40.7      7.7     64.2     32.6     88.4     81.0     11.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      12       30       14       30       39       54       71                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      561,724
COMMITMENTS
  86,099   79,777   16,833  440,677  441,868  543,609  538,479   18,115   23,246

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:     24,627)
  23,843     -762      605   -1,269   24,628   23,179   24,471    1,448      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     14.2      3.0     78.5     78.7     96.8     95.9      3.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      55       53       26      144      142      211      209                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       40,276
COMMITMENTS
   7,026    4,737      454   26,865   18,763   34,345   23,954    5,931   16,322

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      3,093)
  -1,113    1,032       19    2,805   -1,245    1,711     -194    1,382    3,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     11.8      1.1     66.7     46.6     85.3     59.5     14.7     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      12       11        5       25       28       39       42                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20          |
--------------------------------------------------------------| 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:      146,422
COMMITMENTS
  59,453       65    1,619   85,108  144,698  146,180  146,382      242       40

CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST:      1,398)
     448       10      123      854    1,266    1,425    1,399      -27       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.6      0.0      1.1     58.1     98.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24        1        4       33       27       57       32                  



Updated May 22, 2020