WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      413,615
COMMITMENTS
 128,035  103,712  104,952  149,920  166,552  382,907  375,216   30,708   38,399

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:     -6,398)
  -8,980   -5,263   -2,014    3,740      -60   -7,254   -7,337      856      939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     25.1     25.4     36.2     40.3     92.6     90.7      7.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     116       87       99       80      119      247      259                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,103
COMMITMENTS
  11,735      514    1,875    5,434   17,393   19,044   19,782    1,059      321

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:        401)
  -1,345     -374      111    1,255      776       21      513      380     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.4      2.6      9.3     27.0     86.5     94.7     98.4      5.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        5       14       19       24       24                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      226,501
COMMITMENTS
  77,466   42,257   38,257   92,953  124,770  208,676  205,284   17,825   21,217

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:      2,829)
   2,756    3,253   -1,966    3,198    1,131    3,988    2,418   -1,159      411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     18.7     16.9     41.0     55.1     92.1     90.6      7.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      75       42       54       73       80      171      162                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,717,273
COMMITMENTS
 580,957   80,101  189,977  796,096  1260781  1567030  1530859  150,243  186,414

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:     46,849)
 -28,413    6,877    4,940   62,804   33,328   39,331   45,145    7,518    1,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      4.7     11.1     46.4     73.4     91.3     89.1      8.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      853)
     243       91      137      297      412      595      598                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,139
COMMITMENTS
   1,923      150       89    1,288    4,261    3,300    4,500    1,839      639

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:        211)
      57       40       35       44      166      136      241       75      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      2.9      1.7     25.1     82.9     64.2     87.6     35.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        1        2        8        9       21       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      809,326
COMMITMENTS
 299,477   53,569   96,687  350,262  592,352  746,426  742,608   62,900   66,718

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:      2,434)
  -2,987   -1,308   -8,864   12,196   13,615      345    3,443    2,089   -1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      6.6     11.9     43.3     73.2     92.2     91.8      7.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      600)
     221       70      117      183      256      451      413                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,189
COMMITMENTS
  13,711    1,231      969       95    7,814   14,775   10,014    9,414   14,175

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:      1,738)
   1,268      438      152       -2      436    1,418    1,026      320      712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7      5.1      4.0      0.4     32.3     61.1     41.4     38.9     58.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        5        3        4       15       10       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      493,530
COMMITMENTS
 121,443   39,745   95,578  235,210  334,062  452,231  469,385   41,299   24,145

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:      7,795)
  -2,052   -1,143   11,748   -1,330   -3,789    8,366    6,816     -571      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      8.1     19.4     47.7     67.7     91.6     95.1      8.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     112       41       77      104       96      260      188                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,189,283
COMMITMENTS
  92,406  189,031   27,039  919,032  756,141  1038477  972,211  150,806  217,072

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:     -1,615)
   8,762  -26,399      479   -9,159   12,763       82  -13,157   -1,697   11,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     15.9      2.3     77.3     63.6     87.3     81.7     12.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      23       40       25       96      103      132      155                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,136,567
COMMITMENTS
  62,957  287,367    9,408  928,849  665,096  1001214  961,871  135,353  174,696

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:        546)
   2,486  -24,621    3,270   -3,605   12,454    2,151   -8,897   -1,605    9,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     25.3      0.8     81.7     58.5     88.1     84.6     11.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      14       22       12       94       92      114      120                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      428,316
COMMITMENTS
 118,961    9,583   60,022  197,838  337,431  376,821  407,036   51,495   21,280

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:     23,568)
  12,696   -5,579    4,605    1,850   26,451   19,151   25,477    4,417   -1,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      2.2     14.0     46.2     78.8     88.0     95.0     12.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
     104       22       62      110       90      242      162                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,431
COMMITMENTS
   2,993    1,470      214    4,801    8,030    8,008    9,714    2,423      717

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:        752)
     602      -29       36     -192      646      446      653      306       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     14.1      2.1     46.0     77.0     76.8     93.1     23.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        8        5       14       16       32       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,296,220
COMMITMENTS
 442,362  627,911   34,160  1664634  1521902  2141156  2183973  155,064  112,247

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:    -66,170)
  19,842  -58,065    4,995  -96,288  -12,086  -71,451  -65,156    5,281   -1,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     27.3      1.5     72.5     66.3     93.2     95.1      6.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      58       42       25      156      146      225      202                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,294,776
COMMITMENTS
 875,713  874,496  124,386  2962010  2712791  3962109  3711673  332,667  583,103

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:     35,026)
  56,864   48,402   10,740  -28,615  -38,623   38,989   20,519   -3,963   14,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     20.4      2.9     69.0     63.2     92.3     86.4      7.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      427)
      49       98       49      187      216      267      332                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,571,953
COMMITMENTS
 318,770  190,096   12,283  1124869  1098177  1455922  1300556  116,031  271,397

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:     40,150)
  17,155   16,103    5,722   20,921   15,437   43,798   37,262   -3,648    2,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     12.1      0.8     71.6     69.9     92.6     82.7      7.4     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      19       20       17       89       98      115      128                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,446,935
COMMITMENTS
 335,583  548,327  106,409  2706993  2395933  3148985  3050669  297,950  396,266

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:     56,717)
  -6,785   96,340    6,808   47,985  -60,712   48,008   42,436    8,709   14,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     15.9      3.1     78.5     69.5     91.4     88.5      8.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      43       63       34      145      167      205      247                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,045,336
COMMITMENTS
  34,706  311,336  184,871  799,011  515,487  1018588  1011694   26,748   33,642

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:     56,438)
   4,423   -7,499   11,703   32,958   47,447   49,084   51,651    7,354    4,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     29.8     17.7     76.4     49.3     97.4     96.8      2.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
       9       20       22       58       58       82       86                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,322
COMMITMENTS
  15,486   19,158    1,469   22,983   22,421   39,937   43,047    9,385    6,275

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:      3,330)
   1,525    2,549      244    1,797      753    3,565    3,545     -235     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     38.8      3.0     46.6     45.5     81.0     87.3     19.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      37       16       10       40       33       79       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,643
COMMITMENTS
  30,972   38,315    2,937   45,965   44,841   79,874   86,093   18,769   12,550

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:      6,660)
   3,049    5,098      487    3,593    1,505    7,129    7,090     -469     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     38.8      3.0     46.6     45.5     81.0     87.3     19.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      37       16       10       40       33       79       57                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       31,729
COMMITMENTS
   7,420    1,532        0   18,513   29,601   25,933   31,133    5,796      596

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:      3,649)
     512      422        0      350    3,137      862    3,559    2,787       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      4.8      0.0     58.3     93.3     81.7     98.1     18.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        0       16       10       22       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       34,313
COMMITMENTS
  20,085   30,073       31   13,807    4,040   33,923   34,144      390      169

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:      1,541)
   1,528    1,457      -17        0        0    1,511    1,440       30      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.5     87.6      0.1     40.2     11.8     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      41       10        2        4        1       46       12                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 05/11/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      180,997
COMMITMENTS
  41,813   25,466   97,744   41,430   57,656  180,987  180,866       10      131

CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST:      1,419)
   2,376    3,197   -1,453      496     -327    1,419    1,417        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     14.1     54.0     22.9     31.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        9        1        3       11       10       20                  



Updated May 14, 2021