WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      516,692
COMMITMENTS
  96,262   95,034  224,878  166,962  153,163  488,103  473,075   28,589   43,617

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     24,691)
   3,009   -7,345   15,145    7,517   15,946   25,671   23,746     -980      945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     18.4     43.5     32.3     29.6     94.5     91.6      5.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      97      126      141       96      111      279      307                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       12,617
COMMITMENTS
   7,867    1,720      719    3,262    9,327   11,848   11,765      769      851

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        474)
     826     -280      -20     -581      118      224     -182      250      656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.4     13.6      5.7     25.9     73.9     93.9     93.3      6.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        2       10       13       15       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      345,040
COMMITMENTS
  83,229   88,941  107,716  122,348  129,453  313,293  326,110   31,746   18,930

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      6,881)
   5,423   -7,066    1,266    1,168   12,707    7,857    6,907     -976      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     25.8     31.2     35.5     37.5     90.8     94.5      9.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
     101       55       82      104       87      242      196                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,042,653
COMMITMENTS
 251,480  290,843  620,782  822,628  899,193  1694891  1810818  347,763  231,835

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:    -68,104)
 -32,342  -45,971    4,465  -26,969  -37,538  -54,846  -79,043  -13,257   10,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     14.2     30.4     40.3     44.0     83.0     88.7     17.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      890)
     208      162      243      442      406      777      693                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,192
COMMITMENTS
   2,648       45      184    1,521    4,932    4,353    5,161    1,838    1,030

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        190)
     283     -160       46     -128      131      201       16      -11      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.8      0.7      3.0     24.6     79.7     70.3     83.4     29.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      13        2        3        9        9       24       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      918,041
COMMITMENTS
 165,122   91,308  271,007  382,711  463,658  818,841  825,973   99,200   92,068

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     59,953)
  16,122  -27,600   25,344   -4,596   42,360   36,870   40,104   23,083   19,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0      9.9     29.5     41.7     50.5     89.2     90.0     10.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
     192      126      224      216      234      514      496                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      521,603
COMMITMENTS
 108,879   43,368  145,608  225,481  262,070  479,967  451,046   41,636   70,557

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     16,198)
  10,666  -10,235      291    1,941  -15,486   12,898  -25,430    3,299   41,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9      8.3     27.9     43.2     50.2     92.0     86.5      8.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     116       67      142       93       88      291      251                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,229,915
COMMITMENTS
 122,632  182,319  161,034  764,800  740,665  1048466  1084018  181,449  145,897

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     37,271)
  12,061    1,068    7,927   23,194   28,558   43,183   37,553   -5,912     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     14.8     13.1     62.2     60.2     85.2     88.1     14.8     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      34       40       47       91       92      154      150                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,149,950
COMMITMENTS
 112,977  394,019    9,466  843,704  656,573  966,147  1060058  183,803   89,892

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     12,414)
  -1,815      870    1,452    6,705    3,501    6,342    5,823    6,072    6,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     34.3      0.8     73.4     57.1     84.0     92.2     16.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      20       19       15       76       66      104       92                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      453,518
COMMITMENTS
  73,547   78,816  124,095  205,363  199,282  403,004  402,192   50,514   51,326

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      7,707)
   1,900   -8,545    7,391    4,404  -11,649   13,696  -12,802   -5,989   20,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     17.4     27.4     45.3     43.9     88.9     88.7     11.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      87       62      103      109       89      248      215                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,041
COMMITMENTS
   1,364    1,719    1,526    5,982    6,582    8,872    9,827    2,168    1,214

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -137)
    -229       11      -14       10     -249     -233     -252       96      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     15.6     13.8     54.2     59.6     80.4     89.0     19.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       17       12       15       16       34       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,955,888
COMMITMENTS
 958,232  1217590  160,170  2634570  2473919  3752972  3851678  202,916  104,210

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     82,956)
  10,085   -4,140   67,030   15,368   10,283   92,483   73,173   -9,527    9,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     30.8      4.0     66.6     62.5     94.9     97.4      5.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
      87       47       55      194      141      310      214                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,554,184
COMMITMENTS
 629,795  743,810  632,581  2824912  2760593  4087287  4136984  466,897  417,199

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     53,937)
  57,138   43,847    2,829   -2,335   14,854   57,633   61,529   -3,696   -7,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     16.3     13.9     62.0     60.6     89.7     90.8     10.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
      71       83       93      210      197      330      324                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      827,185
COMMITMENTS
 127,735   87,687    8,455  576,041  569,536  712,231  665,678  114,954  161,507

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        180)
  -2,217    7,297      690    3,176   -3,334    1,649    4,653   -1,469   -4,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     10.6      1.0     69.6     68.9     86.1     80.5     13.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      12       15       10       59       62       78       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,848,975
COMMITMENTS
 611,005  776,280  333,675  3552368  3451334  4497049  4561289  351,926  287,686

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     86,349)
 -16,668   26,855   29,123   59,631   54,529   72,086  110,507   14,263  -24,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     16.0      6.9     73.3     71.2     92.7     94.1      7.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      65       47       63      164      166      253      252                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,189,220
COMMITMENTS
 517,982  312,604  466,910  1162591  1363669  2147483  2143183   41,737   46,037

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:    201,184)
  83,134   15,400   82,444   35,681  101,259  201,259  199,103      -76    2,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     14.3     21.3     53.1     62.3     98.1     97.9      1.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      41       41       58       70       74      143      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       52,841
COMMITMENTS
  23,160    3,952    1,217   20,422   39,516   44,798   44,685    8,042    8,156

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,343)
   1,478    1,088      119    1,656    1,731    3,253    2,937       90      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.8      7.5      2.3     38.6     74.8     84.8     84.6     15.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      31       16        6       31       33       64       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      105,681
COMMITMENTS
  46,319    7,904    2,434   40,844   79,032   89,597   89,370   16,084   16,312

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      6,685)
   2,956    2,176      237    3,312    3,462    6,505    5,875      180      810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.8      7.5      2.3     38.6     74.8     84.8     84.6     15.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      31       16        6       31       33       64       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       41,395
COMMITMENTS
   3,311      448        0   35,509   39,018   38,820   39,466    2,575    1,929

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     -1,352)
    -385        0        0   -1,373   -1,119   -1,758   -1,119      406     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      1.1      0.0     85.8     94.3     93.8     95.3      6.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        0       12       12       15       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,699
COMMITMENTS
  13,720   17,832      687    5,071    1,140   19,478   19,659      221       40

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -275)
    -293      541      -40       30     -806     -303     -305       28       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.6     90.5      3.5     25.7      5.8     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      20       13        4        4        2       27       16                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       67,420
COMMITMENTS
  46,123    6,393   20,117    1,075   38,099   67,315   64,609      105    2,811

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,525)
   6,103       52    1,364   -3,960    2,149    3,507    3,565       18      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.4      9.5     29.8      1.6     56.5     99.8     95.8      0.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        8        3        3       15       10       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,966
COMMITMENTS
  19,606    3,171   12,449    2,893   17,363   34,948   32,983       18    1,983

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     10,665)
   7,919      -48    2,757        0    8,081   10,676   10,790      -11     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.1      9.1     35.6      8.3     49.7     99.9     94.3      0.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        1        2        9        8       16                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       50,822
COMMITMENTS
  22,266   22,210   28,556        0        0   50,822   50,766        0       56

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        -95)
    -560     -595      465        0        0      -95     -130        0       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.8     43.7     56.2      0.0      0.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6       14        5        0        0        9       17                  



Updated October 18, 2019