WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      355,668
COMMITMENTS
 111,965  103,154  111,629  105,801  101,625  329,395  316,408   26,273   39,260

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,743)
  -7,094   -2,902    8,092      734   -2,446    1,732    2,744    1,011       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     29.0     31.4     29.7     28.6     92.6     89.0      7.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     102      105      116       79       93      246      259                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       14,734
COMMITMENTS
   7,500    2,100      563    5,991   11,775   14,054   14,438      680      296

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         94)
     450        0      -87     -270      180       93       93        1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     14.3      3.8     40.7     79.9     95.4     98.0      4.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        4        2       11       11       15       17                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      299,357
COMMITMENTS
  81,341   93,018   80,171  110,778  107,687  272,290  280,876   27,067   18,481

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      6,983)
     955     -614    3,457    2,366    4,047    6,778    6,890      205       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     31.1     26.8     37.0     36.0     91.0     93.8      9.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      98       56       67       94       82      223      179                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,615,504
COMMITMENTS
 359,801  401,722  283,212  699,992  751,954  1343005  1436888  272,499  178,616

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -10,285)
 -13,417  -10,236   10,127   -6,442  -15,133   -9,732  -15,242     -553    4,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     24.9     17.5     43.3     46.5     83.1     88.9     16.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      833)
     174      148      159      374      344      649      566                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,509
COMMITMENTS
   2,271      352        0    1,528    4,436    3,799    4,788    1,710      721

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         66)
     -12       67        0      147       47      135      114      -69      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2      6.4      0.0     27.7     80.5     69.0     86.9     31.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        4        0        7        9       17       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      690,291
COMMITMENTS
 148,271  147,036  151,775  334,595  329,342  634,641  628,153   55,650   62,138

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     20,553)
   4,183   -6,848    9,227    4,621   17,401   18,031   19,780    2,522      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     21.3     22.0     48.5     47.7     91.9     91.0      8.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      524)
     138      122      148      176      186      401      390                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      504,289
COMMITMENTS
 116,639   68,506  141,392  210,100  267,009  468,131  476,907   36,158   27,382

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,758)
  -2,126   -3,710    8,105   -3,556   -4,696    2,423     -301     -665    2,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     13.6     28.0     41.7     52.9     92.8     94.6      7.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     111       72      133       87       72      280      236                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      980,337
COMMITMENTS
 125,700  184,014   19,378  667,025  635,884  812,103  839,276  168,234  141,061

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -7,791)
  -6,420    5,654       37   -1,139  -21,178   -7,522  -15,487     -269    7,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     18.8      2.0     68.0     64.9     82.8     85.6     17.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      34       34       18       77       81      120      124                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,138,278
COMMITMENTS
 126,400  398,941   13,195  824,295  650,217  963,890  1062353  174,388   75,925

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -28,689)
   8,041  -13,127   -4,006  -23,845   -1,974  -19,810  -19,107   -8,879   -9,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     35.0      1.2     72.4     57.1     84.7     93.3     15.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      23       16       15       78       71      106       97                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      440,713
COMMITMENTS
  81,407  100,414  100,218  209,045  211,929  390,670  412,561   50,043   28,152

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -5,240)
   4,941      948   -2,433   -9,596   -1,728   -7,088   -3,213    1,848   -2,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     22.8     22.7     47.4     48.1     88.6     93.6     11.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      83       64       89      120       87      255      206                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,214
COMMITMENTS
   3,142    1,844      374    4,919    6,846    8,435    9,064    1,779    1,150

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,236)
   1,121      160       59        6      709    1,186      928       50      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     18.1      3.7     48.2     67.0     82.6     88.7     17.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19       13        6       10       16       34       31                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,658,580
COMMITMENTS
 1080098  1207005   49,910  2337327  2298868  3467335  3555783  191,245  102,797

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    110,719)
  34,631    2,003  -22,035   95,842  123,459  108,438  103,427    2,281    7,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     33.0      1.4     63.9     62.8     94.8     97.2      5.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
      83       51       43      174      133      280      204                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,589,873
COMMITMENTS
 624,462  820,768  181,699  2351472  2223604  3157633  3226071  432,240  363,802

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     51,926)
     848  -32,809   -5,261   38,876  108,403   34,463   70,333   17,463  -18,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     22.9      5.1     65.5     61.9     88.0     89.9     12.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
      87       57       43      180      166      287      246                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      823,317
COMMITMENTS
 143,247  159,963   12,219  547,550  488,800  703,016  660,982  120,301  162,335

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      4,995)
  -3,652     -806   -1,191   11,179   10,809    6,336    8,812   -1,341   -3,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     19.4      1.5     66.5     59.4     85.4     80.3     14.6     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      15       16       11       53       65       75       85                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,111,505
COMMITMENTS
 727,916  800,884   64,297  3007850  2928757  3800063  3793938  311,442  317,567

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -4,345)
  36,497  -55,912   -4,551  -58,846   52,073  -26,900   -8,390   22,555    4,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     19.5      1.6     73.2     71.2     92.4     92.3      7.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      57       53       33      145      152      214      226                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,087,212
COMMITMENTS
 463,821  263,743  394,986  1186318  1362908  2045125  2021637   42,087   65,575

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -56,315)
 -50,704  -55,424   19,734  -26,592  -44,175  -57,562  -79,865    1,247   23,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     12.6     18.9     56.8     65.3     98.0     96.9      2.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      41       39       52       64       75      132      141                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       50,109
COMMITMENTS
  26,985    3,816      732   15,399   37,434   43,115   41,981    6,995    8,129

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -9,644)
   1,755      490      -90   -9,948   -9,274   -8,283   -8,873   -1,362     -771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9      7.6      1.5     30.7     74.7     86.0     83.8     14.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      30       16        4       22       32       53       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,218
COMMITMENTS
  53,969    7,631    1,463   30,797   74,867   86,229   83,961   13,989   16,257

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -19,288)
   3,509      980     -179  -19,895  -18,547  -16,565  -17,746   -2,723   -1,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9      7.6      1.5     30.7     74.7     86.0     83.8     14.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      30       16        4       22       32       53       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       41,173
COMMITMENTS
   4,529      788        0   35,084   39,552   39,613   40,340    1,560      833

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -22,193)
   1,422     -685        0  -23,224  -20,855  -21,802  -21,540     -391     -653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      1.9      0.0     85.2     96.1     96.2     98.0      3.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        0       12       11       16       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,037
COMMITMENTS
   6,244    9,259      688    4,924    2,048   11,856   11,995      181       42

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -8,666)
  -6,622   -7,925     -493   -1,494        0   -8,609   -8,418      -57     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     76.9      5.7     40.9     17.0     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      17       13        4        5        2       25       16                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       58,954
COMMITMENTS
  37,934    5,677   15,888    5,060   34,981   58,882   56,546       72    2,408

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,679)
   2,550      994      189      -85      943    2,654    2,126       25      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.3      9.6     26.9      8.6     59.3     99.9     95.9      0.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        7        2        3       16       10       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       12,988
COMMITMENTS
   8,721    3,821    1,695    2,403    5,142   12,819   10,658      169    2,330

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,128)
   1,012      901    1,061     -100       52    1,973    2,014      155      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     29.4     13.1     18.5     39.6     98.7     82.1      1.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        7        1        2        8        6       16                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       45,269
COMMITMENTS
  17,060   16,054   28,189        0        0   45,249   44,243       20    1,026

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -7,012)
  -7,030   -7,997        0        0        0   -7,030   -7,997       18      985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     35.5     62.3      0.0      0.0    100.0     97.7      0.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7       15        5        0        0       10       18                  



Updated September 27, 2019