WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      446,663
COMMITMENTS
 103,512  100,700  178,843  136,280  125,741  418,634  405,284   28,029   41,380

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -11,429)
  -4,958   -2,316   -5,030   -2,478   -4,022  -12,466  -11,367    1,037      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     22.5     40.0     30.5     28.2     93.7     90.7      6.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     101      114      127       88      101      261      280                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED 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:       15,828
COMMITMENTS
   7,821    2,100      677    6,617   12,756   15,115   15,532      714      296

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        206)
     476       -6      -73     -200      284      203      205        4        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.4     13.3      4.3     41.8     80.6     95.5     98.1      4.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        3       11       13       16       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      320,059
COMMITMENTS
  74,996   92,698   99,283  116,065  109,158  290,344  301,139   29,715   18,920

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      4,182)
     908   -1,036    1,338    1,980    3,827    4,227    4,129      -44       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     29.0     31.0     36.3     34.1     90.7     94.1      9.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     101       58       71      106       89      238      191                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    2,012,801
COMMITMENTS
 276,396  386,798  558,089  835,707  853,941  1670191  1798828  342,610  213,974

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -57,837)
  -3,236   -9,551  -29,125  -24,491  -19,778  -56,852  -58,454     -984      618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     19.2     27.7     41.5     42.4     83.0     89.4     17.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      911)
     207      170      233      446      398      781      685                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        5,713
COMMITMENTS
   2,269      287      114    1,585    4,526    3,968    4,928    1,744      785

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         43)
     -15       88      -15      150       22      120       95      -77      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.7      5.0      2.0     27.7     79.2     69.5     86.3     30.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        4        3        8        9       20       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      805,480
COMMITMENTS
 133,784  142,117  236,028  370,971  357,864  740,783  736,009   64,697   69,471

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     11,970)
     338   -7,240    4,046    5,815   14,909   10,199   11,715    1,772      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     17.6     29.3     46.1     44.4     92.0     91.4      8.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     168      134      201      208      206      479      451                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      526,593
COMMITMENTS
 117,106   67,751  154,358  217,943  276,106  489,407  498,214   37,185   28,378

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -819)
  -1,673     -995    4,769   -2,881   -6,453      215   -2,678   -1,033    1,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     12.9     29.3     41.4     52.4     92.9     94.6      7.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     118       71      142       90       83      288      254                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,187,163
COMMITMENTS
 116,975  179,758  139,557  747,678  710,389  1004210  1029704  182,952  157,458

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:   -123,551)
   6,950   11,341  -73,933  -57,504  -68,099 -124,487 -130,691      935    7,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     15.1     11.8     63.0     59.8     84.6     86.7     15.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      42       31       49       92       91      153      152                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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:    1,138,620
COMMITMENTS
 126,336  398,941   13,365  824,295  650,217  963,996  1062523  174,624   76,097

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -28,872)
   8,234  -13,143   -4,133  -23,845   -1,974  -19,744  -19,250   -9,127   -9,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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:      136)
      23       17       17       78       71      106      100                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      465,286
COMMITMENTS
  72,707  100,927  119,431  220,396  215,953  412,534  436,310   52,752   28,976

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -9,641)
   5,905      536   -5,605  -11,438   -2,594  -11,138   -7,663    1,497   -1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     21.7     25.7     47.4     46.4     88.7     93.8     11.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      77       72       97      123       93      259      220                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       11,688
COMMITMENTS
   2,817    1,788    1,449    5,566    7,283    9,832   10,520    1,856    1,168

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        896)
   1,037      275      -95      -64      417      879      597       17      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     15.3     12.4     47.6     62.3     84.1     90.0     15.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16       16       13       13       18       39       38                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    3,705,484
COMMITMENTS
 1076507  1208154   83,914  2348848  2309598  3509269  3601666  196,214  103,818

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     67,271)
  46,062    4,864  -59,079   77,050  114,460   64,033   60,244    3,238    7,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1     32.6      2.3     63.4     62.3     94.7     97.2      5.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      84       52       58      176      138      287      221                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    4,323,837
COMMITMENTS
 567,163  818,943  576,689  2713313  2529938  3857165  3925570  466,672  398,267

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:   -271,611)
  40,391  -41,382 -178,351 -151,606  -30,543 -289,566 -250,277   17,955  -21,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     18.9     13.3     62.8     58.5     89.2     90.8     10.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
      79       68       82      202      187      322      296                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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:      4,990)
  -3,652     -806   -1,191   11,179   10,809    6,336    8,812   -1,346   -3,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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
OPTION AND FUTURES COMBINED 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:    4,439,808
COMMITMENTS
 712,157  775,945  269,075  3138214  3068005  4119447  4113025  320,361  326,783

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:   -195,233)
  22,277  -49,700  -82,184 -158,760  -68,549 -218,667 -200,433   23,434    5,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     17.5      6.1     70.7     69.1     92.8     92.6      7.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      61       49       59      157      157      243      240                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    2,093,570
COMMITMENTS
 464,254  264,636  400,006  1187143  1363330  2051403  2027972   42,167   65,598

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -59,871)
 -47,566  -54,188   15,797  -29,295  -44,116  -61,063  -82,506    1,192   22,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     12.6     19.1     56.7     65.1     98.0     96.9      2.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      42       39       54       65       75      134      143                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       50,446
COMMITMENTS
  26,949    3,816      854   15,553   37,560   43,356   42,229    7,090    8,217

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -9,876)
   1,680      464     -109  -10,080   -9,419   -8,509   -9,064   -1,367     -812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.4      7.6      1.7     30.8     74.5     85.9     83.7     14.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      30       16        5       24       33       55       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      100,892
COMMITMENTS
  53,898    7,631    1,708   31,106   75,119   86,712   84,458   14,180   16,434

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -19,752)
   3,361      928     -218  -20,161  -18,839  -17,018  -18,129   -2,734   -1,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.4      7.6      1.7     30.8     74.5     85.9     83.7     14.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      30       16        5       24       33       55       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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