WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      448,721
COMMITMENTS
 105,542  110,788  175,808  138,535  119,683  419,884  406,278   28,837   42,443

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:      2,737)
  -5,245   13,665    6,035    1,306  -15,465    2,095    4,235      641   -1,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     24.7     39.2     30.9     26.7     93.6     90.5      6.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      93      132      125       92       99      265      282                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       19,415
COMMITMENTS
   6,056    1,974      830   11,716   15,760   18,602   18,565      813      850

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:       -226)
     148       26     -144     -215     -107     -211     -225      -15       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     10.2      4.3     60.3     81.2     95.8     95.6      4.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        6        3       10       15       16       21                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      309,780
COMMITMENTS
  69,890   99,735   85,972  125,791  105,494  281,653  291,201   28,127   18,579

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:      8,306)
    -676    7,384   11,708   -3,374  -10,064    7,658    9,027      648     -721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     32.2     27.8     40.6     34.1     90.9     94.0      9.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      95       67       68      109       90      232      198                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,989,742
COMMITMENTS
 296,006  330,847  513,270  850,972  922,287  1660248  1766404  329,494  223,338

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:    -42,958)
  -5,689   22,857   -5,104  -30,756  -52,933  -41,549  -35,180   -1,409   -7,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     16.6     25.8     42.8     46.4     83.4     88.8     16.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      936)
     230      155      230      453      418      795      700                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,744
COMMITMENTS
   2,089      364      113    1,133    3,417    3,335    3,893    1,409      850

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:         29)
      -3       24       -1      -16      -48      -19      -25       49       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.0      7.7      2.4     23.9     72.0     70.3     82.1     29.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        4        3        8        9       19       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      749,565
COMMITMENTS
 132,898  170,507  208,089  349,826  298,695  690,813  677,291   58,753   72,274

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:      1,010)
    -769   -4,988   -3,958    3,967    9,884     -760      937    1,770       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     22.7     27.8     46.7     39.8     92.2     90.4      7.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     163      144      197      194      201      467      446                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      507,823
COMMITMENTS
 114,474   92,807  130,591  228,098  257,919  473,163  481,318   34,660   26,505

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:     11,790)
   2,101   -1,097    9,892        4    2,568   11,997   11,363     -207      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     18.3     25.7     44.9     50.8     93.2     94.8      6.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     111       77      129       88       89      276      249                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,177,293
COMMITMENTS
 130,562  190,049  145,635  714,693  684,431  990,890  1020115  186,402  157,178

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:    -29,485)
   2,618   10,755  -12,807    4,302   -2,266   -5,887   -4,318  -23,598  -25,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     16.1     12.4     60.7     58.1     84.2     86.6     15.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      44       37       52      101       93      167      160                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,170,459
COMMITMENTS
 108,551  414,261   25,833  858,330  637,114  992,714  1077208  177,745   93,252

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:    -54,873)
   2,781    4,809  -19,696  -10,673  -14,145  -27,588  -29,032  -27,285  -25,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     35.4      2.2     73.3     54.4     84.8     92.0     15.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      18       19       17       81       68      107       96                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      469,818
COMMITMENTS
  69,969   95,441  121,415  228,127  219,873  419,510  436,729   50,308   33,089

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:     -4,478)
  -1,770    8,336    3,927   -8,233  -18,853   -6,076   -6,590    1,598    2,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     20.3     25.8     48.6     46.8     89.3     93.0     10.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      76       80       99      119       87      252      220                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,211
COMMITMENTS
     669    2,089    1,318    5,901    4,825    7,887    8,231    1,323      980

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:       -792)
       1     -793     -264     -520      232     -783     -826       -8       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     22.7     14.3     64.1     52.4     85.6     89.4     14.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8       21       13       16       14       33       39                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,548,266
COMMITMENTS
 937,704  1111347  139,770  2259329  2166983  3336803  3418099  211,463  130,167

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:   -183,853)
  87,066   -9,073  -79,513 -105,968   -6,252  -98,415  -94,838  -85,438  -89,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4     31.3      3.9     63.7     61.1     94.0     96.3      6.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      80       52       57      174      135      284      214                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,386,760
COMMITMENTS
 580,891  925,584  618,837  2716742  2399514  3916470  3943935  470,290  442,825

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:   -194,617)
  -1,307   34,287  -52,009  -59,681 -151,118 -112,997 -168,840  -81,620  -25,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     21.1     14.1     61.9     54.7     89.3     89.9     10.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
      79       72       93      205      190      328      311                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      831,356
COMMITMENTS
 112,171  166,660   16,501  590,453  491,892  719,125  675,053  112,231  156,303

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:    -51,112)
  -3,313   26,794  -26,721   -8,481  -29,850  -38,515  -29,777  -12,597  -21,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     20.0      2.0     71.0     59.2     86.5     81.2     13.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      14       19       13       58       64       80       88                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,475,863
COMMITMENTS
 736,057  835,673  290,080  3119562  3023030  4145700  4148783  330,164  327,080

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:   -377,081)
 -26,293      471 -161,298 -120,751  -88,896 -308,342 -249,723  -68,740 -127,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     18.7      6.5     69.7     67.5     92.6     92.7      7.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      56       52       62      159      157      244      242                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,921,091
COMMITMENTS
 288,543  305,213  400,686  1193451  1176427  1882680  1882326   38,411   38,765

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:   -305,681)
 -74,648 -103,569  -25,823 -196,109 -161,291 -296,581 -290,683   -9,100  -14,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     15.9     20.9     62.1     61.2     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      44       37       51       69       71      136      138                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,982
COMMITMENTS
  21,272    2,462      405   11,653   29,023   33,330   31,890    7,652    9,092

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:        338)
     828     -456      -76     -826      602      -73       70      411      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.9      6.0      1.0     28.4     70.8     81.3     77.8     18.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      29        9        7       26       33       56       48                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,964
COMMITMENTS
  42,543    4,924      811   23,306   58,046   66,660   63,780   15,304   18,184

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:        676)
   1,655     -912     -151   -1,651    1,204     -147      141      822      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.9      6.0      1.0     28.4     70.8     81.3     77.8     18.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      29        9        7       26       33       56       48                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       38,223
COMMITMENTS
   3,106    1,404        0   33,050   35,619   36,156   37,023    2,067    1,200

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:       -794)
       3     -335        0     -681     -338     -678     -673     -116     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      3.7      0.0     86.5     93.2     94.6     96.9      5.4      3.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       26,913
COMMITMENTS
  17,981   23,412    1,903    6,817    1,582   26,701   26,897      212       16

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:        208)
     181    1,844        0        0   -1,636      181      208       27        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.8     87.0      7.1     25.3      5.9     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      23       17        5        4        3       30       22                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,066
COMMITMENTS
  23,908    5,120       70    5,065   21,403   29,043   26,593       23    2,473

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:      1,580)
   1,644      168       13      -76    1,169    1,581    1,350       -1      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    82.3     17.6      0.2     17.4     73.6     99.9     91.5      0.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        6        2        2       16       10       23                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:        7,967
COMMITMENTS
   2,083    2,628        9    5,855    3,238    7,947    5,875       20    2,092

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:     -1,085)
  -1,079     -417        9        0     -540   -1,070     -948      -15     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     33.0      0.1     73.5     40.6     99.7     73.7      0.3     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        7        1        3        9        8       17                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       52,094
COMMITMENTS
  19,880   19,842   32,214        0        0   52,094   52,056        0       38

CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST:      3,354)
   2,104    2,104    1,250        0        0    3,354    3,354        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.2     38.1     61.8      0.0      0.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       15        5        0        0        8       19                  



Updated September 06, 2019