WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      492,001
COMMITMENTS
  93,253  102,380  209,733  159,445  137,217  462,432  449,329   29,569   42,672

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     23,379)
  -7,627      937   13,347   15,882    8,261   21,602   22,545    1,777      834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     20.8     42.6     32.4     27.9     94.0     91.3      6.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      97      120      131       97      110      276      291                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       12,143
COMMITMENTS
   7,042    2,000      739    3,843    9,209   11,624   11,948      519      195

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -3,930)
    -653     -146      -29   -3,010   -3,656   -3,692   -3,830     -239     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.0     16.5      6.1     31.6     75.8     95.7     98.4      4.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        2        9       13       14       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      338,159
COMMITMENTS
  77,807   96,006  106,450  121,180  116,747  305,436  319,203   32,723   18,956

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      6,340)
  -2,831    3,598      898    6,200    1,402    4,266    5,898    2,074      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     28.4     31.5     35.8     34.5     90.3     94.4      9.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      94       61       80      111       85      243      196                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,110,757
COMMITMENTS
 283,822  336,814  616,317  849,598  936,730  1749737  1889862  361,020  220,895

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     68,448)
  -6,953  -27,318   37,925   28,774   49,933   59,747   60,540    8,702    7,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     16.0     29.2     40.3     44.4     82.9     89.5     17.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      903)
     217      162      237      446      407      785      691                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,002
COMMITMENTS
   2,366      206      138    1,648    4,801    4,152    5,145    1,849      857

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        277)
     176     -185       11        5      358      191      185       86       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.4      3.4      2.3     27.5     80.0     69.2     85.7     30.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        4        4        8        9       20       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      858,088
COMMITMENTS
 149,000  118,909  245,663  387,307  421,298  781,971  785,870   76,117   72,219

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      7,229)
  -1,892   -4,667   -2,595    5,393   12,785      906    5,523    6,324    1,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     13.9     28.6     45.1     49.1     91.1     91.6      8.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      593)
     177      126      216      219      226      503      483                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      505,406
COMMITMENTS
  98,213   53,602  145,316  223,540  277,557  467,069  476,476   38,336   28,930

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -6,614)
 -10,207  -16,414   -5,553    9,552   14,648   -6,208   -7,319     -406      705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     10.6     28.8     44.2     54.9     92.4     94.3      7.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     103       76      137       92       85      275      250                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,192,644
COMMITMENTS
 110,570  181,251  153,107  741,606  712,107  1005283  1046464  187,361  146,180

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     14,297)
  -1,322   -7,186   18,887   -7,880   10,224    9,685   21,925    4,612   -7,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     15.2     12.8     62.2     59.7     84.3     87.7     15.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      42       30       49       91       95      153      154                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,137,536
COMMITMENTS
 114,792  393,149    8,014  836,999  653,072  959,805  1054235  177,731   83,301

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      3,055)
  -7,150   -1,099   -3,046   10,186   17,190      -10   13,045    3,065   -9,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     34.6      0.7     73.6     57.4     84.4     92.7     15.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      23       18       16       80       69      109       97                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      445,811
COMMITMENTS
  71,647   87,360  116,703  200,959  210,931  389,309  414,995   56,502   30,816

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -1,127)
  -6,652   -6,537    4,944   -1,687   -1,300   -3,394   -2,892    2,267    1,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     19.6     26.2     45.1     47.3     87.3     93.1     12.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      76       73      101      107       90      241      219                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,178
COMMITMENTS
   1,594    1,708    1,540    5,972    6,831    9,105   10,079    2,073    1,099

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:       -464)
    -902     -150      -38      298     -254     -642     -442      178      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     15.3     13.8     53.4     61.1     81.5     90.2     18.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       13       12       15       18       34       37                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,872,932
COMMITMENTS
 948,147  1221729   93,140  2619201  2463636  3660489  3778506  212,443   94,426

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:    106,943)
-222,502   12,391   14,054  315,607   71,509  107,159   97,954     -216    8,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     31.5      2.4     67.6     63.6     94.5     97.6      5.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
      93       44       53      187      147      304      220                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,500,246
COMMITMENTS
 572,656  699,964  629,752  2827246  2745739  4029654  4075455  470,592  424,792

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:    124,400)
 -12,522  -97,525   59,079   81,252  148,147  127,810  109,701   -3,410   14,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     15.6     14.0     62.8     61.0     89.5     90.6     10.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
      74       72       86      207      195      322      312                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      827,005
COMMITMENTS
 129,952   80,390    7,765  572,865  572,870  710,582  661,025  116,423  165,980

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      9,922)
  -9,527  -67,817   -3,028   19,406   75,346    6,851    4,501    3,071    5,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7      9.7      0.9     69.3     69.3     85.9     79.9     14.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      13       16       10       59       65       79       84                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,762,625
COMMITMENTS
 627,674  749,425  304,552  3492737  3396804  4424963  4450782  337,663  311,844

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:    227,786)
-135,284  -14,274   39,672  306,524  203,340  210,913  228,738   16,873     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     15.7      6.4     73.3     71.3     92.9     93.5      7.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      64       51       65      165      167      260      252                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,988,036
COMMITMENTS
 434,848  297,205  384,466  1126910  1262410  1946223  1944081   41,813   43,956

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     11,073)
 -34,797   20,239    4,222   38,524  -11,921    7,948   12,540    3,124   -1,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     14.9     19.3     56.7     63.5     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      39       32       45       68       75      127      132                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       49,498
COMMITMENTS
  21,682    2,864    1,098   18,766   37,785   41,546   41,747    7,952    7,751

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -2,611)
  -5,259   -1,198      -10    2,418     -467   -2,852   -1,675      241     -936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.8      5.8      2.2     37.9     76.3     83.9     84.3     16.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      31       10        7       29       34       61       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,996
COMMITMENTS
  43,363    5,728    2,197   37,532   75,570   83,092   83,495   15,904   15,501

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -5,223)
 -10,519   -2,395      -21    4,836     -935   -5,704   -3,351      481   -1,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.8      5.8      2.2     37.9     76.3     83.9     84.3     16.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      31       10        7       29       34       61       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       42,747
COMMITMENTS
   3,696      448        0   36,882   40,137   40,578   40,585    2,169    2,162

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        260)
    -260     -642        0      155      693     -105       51      365      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      1.0      0.0     86.3     93.9     94.9     94.9      5.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        0       12       13       15       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,974
COMMITMENTS
  14,013   17,291      727    5,041    1,946   19,781   19,964      193       10

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        927)
     948    1,139       41        0     -250      989      930      -62       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.2     86.6      3.6     25.2      9.7     99.0     99.9      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      20       15        4        4        2       27       18                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       63,895
COMMITMENTS
  40,020    6,341   18,753    5,035   35,950   63,808   61,044       87    2,851

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      1,459)
     294      528    1,136        0     -389    1,430    1,275       29      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.6      9.9     29.3      7.9     56.3     99.9     95.5      0.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        7        3        2       16       10       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,301
COMMITMENTS
  11,687    3,219    9,692    2,893    9,282   24,272   22,193       29    2,108

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      5,571)
     800      121    4,778        0      582    5,578    5,481       -7       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.1     13.2     39.9     11.9     38.2     99.9     91.3      0.1      8.7

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 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       50,917
COMMITMENTS
  22,826   22,805   28,091        0        0   50,917   50,896        0       21

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:       -503)
    -500     -504        0        0        0     -500     -504       -3        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.8     44.8     55.2      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       15        5        0        0        9       18                  



Updated October 11, 2019