WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY 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:      402,973
COMMITMENTS
  99,514  100,019  141,443  135,327  122,904  376,284  364,366   26,689   38,607

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     14,346)
  -2,552   -5,446    6,829   11,056   14,659   15,333   16,042     -987   -1,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     24.8     35.1     33.6     30.5     93.4     90.4      6.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      96      117      126       82      102      254      284                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY 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:       11,424
COMMITMENTS
   7,670    1,720      700    2,486    8,559   10,856   10,979      568      445

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        125)
     750     -280        0     -714      155       36     -125       89      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     15.1      6.1     21.8     74.9     95.0     96.1      5.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        1        9       13       13       17                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY 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:      319,437
COMMITMENTS
  88,811   89,916   84,578  118,564  126,623  291,953  301,117   27,484   18,320

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      5,988)
   3,963   -6,663      854    3,322   12,129    8,139    6,320   -2,151     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     28.1     26.5     37.1     39.6     91.4     94.3      8.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      97       54       75       93       81      226      184                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,570,763
COMMITMENTS
 312,556  316,803  298,885  697,476  773,286  1308917  1388974  261,846  181,789

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:    -50,424)
 -33,506  -33,521    5,432  -12,929  -20,043  -41,003  -48,132   -9,421   -2,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     20.2     19.0     44.4     49.2     83.3     88.4     16.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      819)
     162      155      164      368      352      633      582                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:        5,914
COMMITMENTS
   2,648      155       29    1,458    4,790    4,135    4,974    1,779      940

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        147)
     283     -139       24     -136      102      171      -13      -24      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8      2.6      0.5     24.7     81.0     69.9     84.1     30.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12        3        1        8        9       21       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      752,145
COMMITMENTS
 175,764   98,416  150,205  361,876  436,657  687,845  685,278   64,300   66,867

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     40,827)
  12,035  -23,892    9,785   18,185   52,360   40,005   38,253      822    2,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     13.1     20.0     48.1     58.1     91.5     91.1      8.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      559)
     165      104      176      179      220      436      435                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY 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:      492,622
COMMITMENTS
 109,745   45,595  124,134  223,123  296,749  457,002  466,478   35,620   26,144

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     13,506)
  10,658   -8,197   -5,367    9,623   28,509   14,914   14,945   -1,408   -1,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      9.3     25.2     45.3     60.2     92.8     94.7      7.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     110       67      130       89       77      280      230                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      974,337
COMMITMENTS
 133,124  189,738   14,885  658,082  639,602  806,091  844,225  168,246  130,112

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      6,240)
  11,546   -8,539      814   -2,521   11,938    9,839    4,213   -3,599    2,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     19.5      1.5     67.5     65.6     82.7     86.6     17.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      41       29       20       76       82      125      123                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY 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:    1,149,704
COMMITMENTS
 113,099  394,007    9,325  843,704  656,573  966,128  1059905  183,576   89,799

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     12,481)
  -1,726      858    1,473    6,705    3,501    6,452    5,832    6,029    6,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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)
      22       17       13       76       66      104       90                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY 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:      423,455
COMMITMENTS
  78,371   77,963  101,339  198,209  214,640  377,919  393,942   45,536   29,513

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      8,196)
  -1,300   -8,079    6,462   10,547   10,085   15,709    8,468   -7,513     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     18.4     23.9     46.8     50.7     89.2     93.0     10.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      87       58       94      105       80      239      199                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:        9,430
COMMITMENTS
   2,309    1,716       78    5,110    6,495    7,497    8,289    1,933    1,141

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        -63)
    -166       -8        9      156     -125       -1     -124      -62       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     18.2      0.8     54.2     68.9     79.5     87.9     20.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      16        9        5       12       14       31       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:    3,894,832
COMMITMENTS
 971,331  1207776  118,489  2606372  2465565  3696192  3791830  198,640  103,002

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     96,714)
  17,157   -9,254   68,847   17,878   27,463  103,882   87,056   -7,168    9,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     31.0      3.0     66.9     63.3     94.9     97.4      5.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      85       43       38      189      134      296      193                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    3,610,864
COMMITMENTS
 661,339  761,031  158,037  2351975  2311986  3171351  3231054  439,513  379,810

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:    -29,988)
  56,551   33,683  -28,244  -50,831  -22,459  -22,524  -17,020   -7,464  -12,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     21.1      4.4     65.1     64.0     87.8     89.5     12.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
      72       70       49      184      168      279      264                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:    4,338,519
COMMITMENTS
 609,647  822,012   77,335  3306858  3159055  3993840  4058402  344,679  280,117

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     56,117)
 -18,506   40,884   25,549   35,409   14,781   42,452   81,214   13,665  -25,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     18.9      1.8     76.2     72.8     92.1     93.5      7.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      56       54       42      153      158      224      239                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:    2,180,547
COMMITMENTS
 509,111  315,216  453,894  1175958  1365403  2138963  2134513   41,584   46,034

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:    201,856)
  72,134   15,267   80,208   49,591  104,300  201,933  199,775      -77    2,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     14.5     20.8     53.9     62.6     98.1     97.9      1.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      39       41       54       71       76      141      141                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       52,347
COMMITMENTS
  23,204    3,946    1,064   20,179   39,353   44,447   44,363    7,901    7,985

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,269)
   1,428    1,082      139    1,589    1,702    3,156    2,923      114      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3      7.5      2.0     38.5     75.2     84.9     84.7     15.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      32       15        5       28       32       61       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:      104,694
COMMITMENTS
  46,407    7,891    2,128   40,358   78,706   88,893   88,725   15,801   15,969

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      6,538)
   2,855    2,163      278    3,178    3,404    6,311    5,845      227      693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3      7.5      2.0     38.5     75.2     84.9     84.7     15.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      32       15        5       28       32       61       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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 24, 2019