WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      433,889
COMMITMENTS
  97,915   79,800  162,007  144,905  147,830  404,827  389,637   29,062   44,252

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:    -65,500)
   2,719  -10,491  -32,741  -34,731  -19,307  -64,753  -62,538     -747   -2,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     18.4     37.3     33.4     34.1     93.3     89.8      6.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     105      109      141       88      117      280      296                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       16,342
COMMITMENTS
   6,829        0      297    8,762   15,635   15,888   15,932      454      410

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,073)
     720     -300       -3       97    1,176      814      873      259      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8      0.0      1.8     53.6     95.7     97.2     97.5      2.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        0        2        9       19       15       21                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      278,314
COMMITMENTS
  74,865   79,034   74,825  101,636  104,707  251,327  258,567   26,987   19,747

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:    -33,120)
   2,379   -6,492  -18,715  -12,804   -6,849  -29,140  -32,056   -3,980   -1,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     28.4     26.9     36.5     37.6     90.3     92.9      9.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      89       52       79       92       80      218      181                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,748,799
COMMITMENTS
 233,766  310,027  457,920  757,675  781,705  1449361  1549652  299,438  199,148

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:   -324,697)
   7,881  -11,184 -180,536 -129,646 -105,635 -302,301 -297,354  -22,396  -27,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     17.7     26.2     43.3     44.7     82.9     88.6     17.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      782)
     163      140      184      399      371      658      609                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,448
COMMITMENTS
   3,427      164      136    2,117    5,573    5,680    5,873    1,768    1,575

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:          6)
     486       -6     -160      -58      151      268      -15     -263       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.0      2.2      1.8     28.4     74.8     76.3     78.9     23.7     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      14        3        2       10       10       25       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      930,712
COMMITMENTS
 118,251  137,767  281,481  460,777  440,429  860,508  859,676   70,204   71,036

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     47,372)
 -20,492   40,373   25,739   38,668  -20,388   43,915   45,724    3,456    1,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     14.8     30.2     49.5     47.3     92.5     92.4      7.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
     175      129      206      226      229      505      483                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      552,038
COMMITMENTS
 135,139   45,217  141,578  237,628  339,066  514,345  525,861   37,693   26,178

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     -2,251)
  -3,393    7,313  -12,115   15,443    3,683      -65   -1,118   -2,187   -1,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5      8.2     25.6     43.0     61.4     93.2     95.3      6.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     111       67      135       94       83      285      244                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,235,027
COMMITMENTS
 137,105  186,111  131,952  771,372  756,593  1040428  1074656  194,599  160,371

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:    -46,501)
  11,329   12,898  -70,128   -2,634    4,023  -61,433  -53,207   14,932    6,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     15.1     10.7     62.5     61.3     84.2     87.0     15.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      40       30       53       89       86      155      147                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,243,792
COMMITMENTS
 117,769  464,864   15,755  938,949  670,107  1072473  1150726  171,319   93,066

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     25,934)
   9,658   16,497   -4,287   11,657   17,502   17,029   29,712    8,905   -3,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     37.4      1.3     75.5     53.9     86.2     92.5     13.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      18       19       20       87       74      115      104                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      446,390
COMMITMENTS
  71,933   83,759   93,874  233,282  238,519  399,089  416,152   47,301   30,238

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     -8,235)
   4,057   17,425  -10,034    2,213  -15,839   -3,763   -8,448   -4,471      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     18.8     21.0     52.3     53.4     89.4     93.2     10.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      83       79       97      116       95      254      231                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,136
COMMITMENTS
   1,244    1,938    1,015    6,157    6,074    8,416    9,027    1,720    1,109

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        -14)
      18     -256       56     -157      250      -83       50       69      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     19.1     10.0     60.7     59.9     83.0     89.1     17.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       11       13       19       16       39       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,766,731
COMMITMENTS
 781,199  1071580  156,764  2612562  2317738  3550526  3546082  216,206  220,649

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:   -299,200)
 -20,330  -14,541 -136,958 -161,956 -256,407 -319,244 -407,906   20,043  108,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     28.4      4.2     69.4     61.5     94.3     94.1      5.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
      82       39       54      196      146      303      216                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,556,549
COMMITMENTS
 706,990  830,088  457,313  2874216  2767991  4038519  4055393  518,030  501,156

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:   -296,656)
  51,365   -5,536 -187,761 -247,451 -175,986 -383,847 -369,283   87,192   72,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     18.2     10.0     63.1     60.7     88.6     89.0     11.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
      76       63       89      223      202      340      313                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      911,269
COMMITMENTS
 118,952   99,616   23,582  651,459  618,683  793,993  741,881  117,276  169,388

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     22,930)
     523  -17,885   17,988   -8,587   15,844    9,924   15,947   13,006    6,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     10.9      2.6     71.5     67.9     87.1     81.4     12.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      13       14       12       64       67       82       88                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,886,726
COMMITMENTS
 540,566  781,911  314,962  3617419  3388227  4472947  4485099  413,779  401,627

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:    -78,175)
  -2,007  -25,632  -92,152  -60,018  -27,109 -154,176 -144,892   76,001   66,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     16.0      6.4     74.0     69.3     91.5     91.8      8.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      56       48       65      165      170      250      255                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,219,852
COMMITMENTS
 575,557  263,147  413,353  1186813  1504914  2175723  2181414   44,129   38,438

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:    183,332)
  47,258   28,274    4,950  130,547  154,344  182,755  187,568      577   -4,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     11.9     18.6     53.5     67.8     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      50       27       56       72       71      146      133                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       54,103
COMMITMENTS
  20,718    5,296    2,630   21,796   36,848   45,143   44,773    8,960    9,330

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     -1,390)
  -1,060     -871      740   -1,317   -1,386   -1,638   -1,517      248      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3      9.8      4.9     40.3     68.1     83.4     82.8     16.6     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      40       19       10       31       36       75       61                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      108,207
COMMITMENTS
  41,435   10,592    5,259   43,592   73,695   90,286   89,547   17,921   18,660

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     -2,779)
  -2,120   -1,743    1,479   -2,635   -2,771   -3,275   -3,035      496      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3      9.8      4.9     40.3     68.1     83.4     82.8     16.6     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      40       19       10       31       36       75       61                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       27,863
COMMITMENTS
   1,408      448        0   23,835   25,731   25,243   26,179    2,620    1,684

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     -1,935)
    -402     -721        0   -1,953   -1,255   -2,355   -1,976      420       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      1.6      0.0     85.5     92.3     90.6     94.0      9.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        0       14       11       16       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       17,459
COMMITMENTS
  11,227   15,531      721    5,225    1,166   17,173   17,418      286       41

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        -22)
    -205      -14        0      144        0      -61      -14       39       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.3     89.0      4.1     29.9      6.7     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      20       14        4        5        2       28       17                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       96,325
COMMITMENTS
  50,230    7,172   32,786   13,245   53,555   96,261   93,513       64    2,812

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:     11,914)
   1,239      766      605   10,066   10,151   11,910   11,522        4      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.1      7.4     34.0     13.8     55.6     99.9     97.1      0.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        8        3        4       15       13       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       58,301
COMMITMENTS
  26,225    1,532   29,160    2,913   25,902   58,298   56,594        3    1,707

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      2,871)
    -240       85    2,921      197     -149    2,878    2,857       -7       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0      2.6     50.0      5.0     44.4    100.0     97.1      0.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        6        2        2       10       10       17                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       51,196
COMMITMENTS
  21,553   21,465   29,631        0        0   51,184   51,096       12      100

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        461)
     -27      -65      490        0        0      463      425       -2       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.1     41.9     57.9      0.0      0.0    100.0     99.8      0.0      0.2

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



Updated December 02, 2019