WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      458,093
COMMITMENTS
 108,470  103,016  183,872  138,758  129,763  431,100  416,651   26,993   41,442

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -6,916)
  -2,247   -4,159   -4,825      690    2,729   -6,381   -6,255     -535     -661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     22.5     40.1     30.3     28.3     94.1     91.0      5.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
      94      129      127       92      106      268      287                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       15,622
COMMITMENTS
   7,344    2,106      750    6,817   12,471   14,912   15,327      710      295

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:       -607)
     755      109       46   -1,421     -717     -620     -562       13      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.0     13.5      4.8     43.6     79.8     95.5     98.1      4.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        2       11       14       16       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      315,876
COMMITMENTS
  74,088   93,734   97,945  114,084  105,331  286,117  297,010   29,759   18,866

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -2,703)
     242   -4,000    1,813   -4,469     -856   -2,414   -3,044     -289      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     29.7     31.0     36.1     33.3     90.6     94.0      9.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      96       59       74      110       89      238      194                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,070,638
COMMITMENTS
 279,632  396,349  587,214  860,198  873,719  1727044  1857282  343,595  213,356

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -5,154)
 -18,073   26,684   19,517  -18,043  -44,560  -16,599    1,641   11,445   -6,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     19.1     28.4     41.5     42.2     83.4     89.7     16.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      936)
     219      176      241      452      403      798      704                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,669
COMMITMENTS
   2,284      199      129    1,435    4,505    3,848    4,833    1,821      836

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        717)
     209     -176        5      293      878      508      707      210       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.3      3.5      2.3     25.3     79.5     67.9     85.3     32.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12        2        3        8        9       21       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      793,509
COMMITMENTS
 133,446  149,357  231,982  365,156  342,955  730,584  724,294   62,925   69,216

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     12,269)
  11,325  -31,744    7,896   -6,799   38,879   12,421   15,030     -153   -2,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     18.8     29.2     46.0     43.2     92.1     91.3      7.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      569)
     178      125      194      203      209      469      452                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      527,411
COMMITMENTS
 118,779   68,745  149,589  220,824  282,559  489,192  500,893   38,219   26,518

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        863)
   3,743  -33,646    4,653   -7,499   30,887      897    1,894      -34   -1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     13.0     28.4     41.9     53.6     92.8     95.0      7.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     120       71      135       89       85      291      243                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,310,714
COMMITMENTS
 110,025  168,417  213,490  805,182  778,488  1128697  1160395  182,017  150,319

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     66,072)
 -19,237  -10,253   41,856   51,509   37,801   74,127   69,404   -8,055   -3,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     12.8     16.3     61.4     59.4     86.1     88.5     13.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      41       37       53       96       92      163      156                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,167,492
COMMITMENTS
 118,102  412,084   17,498  848,140  652,191  983,740  1081774  183,752   85,718

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -7,116)
   3,674   -3,803       62  -11,509      993   -7,773   -2,748      657   -4,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     35.3      1.5     72.6     55.9     84.3     92.7     15.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      22       17       16       82       72      112       97                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      474,927
COMMITMENTS
  66,803  100,391  125,036  231,834  218,547  423,672  443,973   51,255   30,954

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -1,822)
  -3,992    2,270      587    2,237   -3,432   -1,168     -576     -654   -1,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     21.1     26.3     48.8     46.0     89.2     93.5     10.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      75       80      105      126       88      265      227                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,792
COMMITMENTS
   1,779    1,513    1,544    5,630    6,866    8,953    9,923    1,839      869

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,603)
   1,122      -85      132       39    1,496    1,293    1,544      310       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     14.0     14.3     52.2     63.6     83.0     91.9     17.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      16       15       12       13       17       36       38                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,638,213
COMMITMENTS
 1030445  1203290  142,993  2271798  2195138  3445236  3541421  192,976   96,791

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     85,369)
  46,063   75,713    6,652   82,612   28,108  135,327  110,473  -49,957  -25,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3     33.1      3.9     62.4     60.3     94.7     97.3      5.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
      82       60       62      177      142      290      233                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,595,448
COMMITMENTS
 526,772  860,325  755,040  2864919  2560482  4146731  4175846  448,717  419,602

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    157,689)
 -58,304  -35,065  124,258  121,412   75,377  187,366  164,570  -29,677   -6,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     18.7     16.4     62.3     55.7     90.2     90.9      9.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
      84       75       93      219      192      348      315                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      818,327
COMMITMENTS
 146,899  160,769   13,410  536,371  477,991  696,680  652,170  121,647  166,157

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:       -768)
  12,510    2,951      855  -16,892  -11,620   -3,527   -7,814    2,759    7,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     19.6      1.6     65.5     58.4     85.1     79.7     14.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      16       15       13       53       58       75       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,635,040
COMMITMENTS
 689,880  825,645  351,259  3296974  3136553  4338114  4313458  296,927  321,583

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     19,833)
 -36,426    5,388   28,369   38,986   -8,393   30,930   25,364  -11,097   -5,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     17.8      7.6     71.1     67.7     93.6     93.1      6.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      57       58       64      159      158      246      250                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,153,441
COMMITMENTS
 511,819  318,824  384,209  1216438  1407446  2112466  2110479   40,975   42,963

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    136,582)
 121,993   44,870  -28,985   38,984  119,628  131,993  135,513    4,590    1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     14.8     17.8     56.5     65.4     98.1     98.0      1.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      54       31       52       73       77      147      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       60,322
COMMITMENTS
  25,269    3,351      963   25,633   46,979   51,865   51,294    8,457    9,028

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     15,371)
   1,407     -554      478   12,768   15,388   14,653   15,312      718       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.9      5.6      1.6     42.5     77.9     86.0     85.0     14.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       15       10       34       38       71       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      120,644
COMMITMENTS
  50,537    6,703    1,926   51,267   93,958  103,730  102,587   16,914   18,057

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     30,741)
   2,815   -1,107      956   25,535   30,775   29,306   30,624    1,436      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.9      5.6      1.6     42.5     77.9     86.0     85.0     14.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       15       10       34       38       71       59                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       63,366
COMMITMENTS
   3,107    1,473        0   58,308   60,407   61,415   61,880    1,951    1,486

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     24,656)
     268       69        0   24,315   24,263   24,583   24,332       73      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      2.3      0.0     92.0     95.3     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        0       16       13       20       16                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,703
COMMITMENTS
  12,866   17,184    1,181    6,418    2,048   20,465   20,413      238      290

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -2,413)
  -1,450   -1,623   -1,044       30        0   -2,464   -2,667       51      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.1     83.0      5.7     31.0      9.9     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19       16        6        5        2       28       20                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       56,275
COMMITMENTS
  35,384    4,683   15,699    5,145   34,038   56,228   54,420       47    1,855

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      6,000)
  10,726     -377    5,426  -10,180    1,172    5,972    6,221       28     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.9      8.3     27.9      9.1     60.5     99.9     96.7      0.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        6        2        3       15       10       22                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       10,860
COMMITMENTS
   7,709    2,920      634    2,503    5,090   10,846    8,644       14    2,216

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -1,950)
   4,123     -417   -1,648   -4,425        6   -1,950   -2,059        0      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.0     26.9      5.8     23.0     46.9     99.9     79.6      0.1     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        1        2        8        7       15                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       52,281
COMMITMENTS
  24,090   24,051   28,189        0        0   52,279   52,240        2       41

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:       -327)
   4,695    4,664   -5,024        0        0     -329     -360        2       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.1     46.0     53.9      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        9       18                  



Updated September 20, 2019