WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      363,718
COMMITMENTS
 121,056  111,727  109,074  107,772  102,893  337,902  323,694   25,816   40,024

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:      9,755)
   6,487   -2,906    8,280   -4,068    4,892   10,699   10,266     -944     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     30.7     30.0     29.6     28.3     92.9     89.0      7.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     101      115      118       80       92      252      262                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       15,360
COMMITMENTS
   6,250    1,900      650    7,786   12,470   14,686   15,020      674      340

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:     -3,366)
     194      -36      -94   -3,327   -2,726   -3,227   -2,856     -139     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     12.4      4.2     50.7     81.2     95.6     97.8      4.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        1        9       12       13       17                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      295,271
COMMITMENTS
  80,158   97,404   75,138  112,494  104,654  267,790  277,196   27,481   18,075

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:      9,419)
   2,579   -2,303   11,232   -6,493      469    7,318    9,398    2,101       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     33.0     25.4     38.1     35.4     90.7     93.9      9.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      90       64       66       95       81      217      184                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,625,371
COMMITMENTS
 378,327  385,805  256,235  726,002  808,155  1360564  1450195  264,807  175,176

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:     54,036)
  14,294   42,784   24,564   17,158  -11,470   56,016   55,878   -1,980   -1,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     23.7     15.8     44.7     49.7     83.7     89.2     16.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      855)
     187      147      165      376      348      659      581                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,723
COMMITMENTS
   2,082      442        0    1,074    3,522    3,156    3,964    1,567      759

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:        194)
     -18       38       -3       21      184        0      219      194      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1      9.4      0.0     22.7     74.6     66.8     83.9     33.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        3        0        7        9       16       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      669,501
COMMITMENTS
 135,730  182,357  143,694  335,135  279,972  614,559  606,023   54,942   63,478

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:     27,369)
 -11,248   10,395   12,809   22,158    4,198   23,719   27,402    3,650      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     27.2     21.5     50.1     41.8     91.8     90.5      8.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
     126      131      141      167      183      382      388                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      503,386
COMMITMENTS
 119,430  102,277  129,834  217,249  244,822  466,513  476,933   36,873   26,453

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:     17,562)
   2,024    9,626   12,555     -601   -5,782   13,978   16,399    3,584    1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     20.3     25.8     43.2     48.6     92.7     94.7      7.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     114       69      119       87       75      267      228                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      976,172
COMMITMENTS
 138,103  189,846   11,989  649,568  635,615  799,660  837,450  176,512  138,722

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:     13,080)
   5,080  -10,420   -3,168    7,277   31,594    9,189   18,006    3,891   -4,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     19.4      1.2     66.5     65.1     81.9     85.8     18.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      38       36       21       86       87      131      137                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,174,273
COMMITMENTS
 114,611  415,887   17,221  859,649  651,198  991,481  1084306  182,792   89,967

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:      4,208)
   5,926    1,600   -8,349    1,319   14,084   -1,104    7,335    5,312   -3,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     35.4      1.5     73.2     55.5     84.4     92.3     15.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      21       15       12       80       68      105       91                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      448,017
COMMITMENTS
  79,947   96,962  102,819  216,448  217,257  399,214  417,038   48,803   30,979

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:      5,464)
     728    2,400    2,058    1,570    1,827    4,356    6,285    1,108     -821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     21.6     22.9     48.3     48.5     89.1     93.1     10.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      84       69       94      118       79      255      203                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,684
COMMITMENTS
   1,142    1,623      265    4,828    4,988    6,235    6,876    1,449      808

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:        -41)
    -125     -490      139     -260      481     -246      130      205     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     21.1      3.4     62.8     64.9     81.1     89.5     18.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       14        6       12       14       28       30                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,490,072
COMMITMENTS
 986,770  1130029   92,035  2170871  2147733  3249676  3369797  240,396  120,275

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:    -20,435)
  49,841   19,903  -26,114  -76,342   -5,909  -52,615  -12,120   32,180   -8,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     32.4      2.6     62.2     61.5     93.1     96.6      6.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
      82       47       39      169      133      270      200                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,604,449
COMMITMENTS
 623,170  923,603  175,552  2356798  2113714  3155520  3212869  448,929  391,580

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:    -52,295)
  35,357  -42,077  -24,861  -65,163   40,363  -54,667  -26,575    2,372  -25,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     25.6      4.9     65.4     58.6     87.5     89.1     12.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      73       73       50      189      159      290      254                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      819,095
COMMITMENTS
 134,389  157,818   12,555  553,263  489,611  700,207  659,984  118,888  159,111

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:    -12,261)
  22,218   -8,842   -3,946  -37,190   -2,281  -18,918  -15,069    6,657    2,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     19.3      1.5     67.5     59.8     85.5     80.6     14.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      17       16       12       56       62       79       84                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,157,752
COMMITMENTS
 734,459  832,345   79,104  3041037  2927271  3854600  3838720  303,152  319,032

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:     -4,909)
  -8,356  -42,914  -18,018   43,511   58,348   17,137   -2,584  -22,046   -2,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     20.0      1.9     73.1     70.4     92.7     92.3      7.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      54       56       41      145      152      220      228                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,016,675
COMMITMENTS
 389,903  273,954  413,093  1177294  1287794  1980290  1974841   36,385   41,834

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:     95,714)
 101,300  -31,259   12,502  -16,062  111,402   97,740   92,645   -2,026    3,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     13.6     20.5     58.4     63.9     98.2     97.9      1.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      50       36       49       70       71      144      134                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       44,467
COMMITMENTS
  23,866    3,905      334   12,622   31,364   36,822   35,602    7,646    8,865

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:      3,949)
   2,571    1,444      107    1,175    2,526    3,852    4,077       97     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.7      8.8      0.7     28.4     70.5     82.8     80.1     17.2     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      30       14        4       25       34       56       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,934
COMMITMENTS
  47,732    7,810      667   25,244   62,727   73,643   71,204   15,291   17,730

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:      7,897)
   5,141    2,888      214    2,349    5,052    7,704    8,154      193     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.7      8.8      0.7     28.4     70.5     82.8     80.1     17.2     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      30       14        4       25       34       56       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       38,710
COMMITMENTS
   2,839    1,404        0   33,993   36,144   36,832   37,548    1,878    1,162

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:        487)
    -267        0        0      943      525      676      525     -189      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      3.6      0.0     87.8     93.4     95.1     97.0      4.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        0       11       10       15       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       23,116
COMMITMENTS
  14,316   18,807    2,225    6,388    2,048   22,929   23,080      187       36

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:     -3,797)
  -3,665   -4,605      322     -429      466   -3,772   -3,817      -25       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.9     81.4      9.6     27.6      8.9     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18       20        4        4        2       26       22                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       50,275
COMMITMENTS
  24,658    5,060   10,273   15,325   32,866   50,256   48,199       19    2,076

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:     21,209)
     750      -60   10,203   10,260   11,463   21,213   21,606       -4     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0     10.1     20.4     30.5     65.4    100.0     95.9      0.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        6        3        3       15       11       23                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       12,810
COMMITMENTS
   3,586    3,337    2,282    6,928    5,084   12,796   10,703       14    2,107

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:      4,843)
   1,503      709    2,273    1,073    1,846    4,849    4,828       -6       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     26.0     17.8     54.1     39.7     99.9     83.6      0.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        8        2        3        9        8       18                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 09/10/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       52,608
COMMITMENTS
  19,395   19,387   33,213        0        0   52,608   52,600        0        8

CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST:        514)
    -485     -455      999        0        0      514      544        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     36.9     63.1      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       16        7        0        0       10       20                  



Updated September 13, 2019