WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      524,777
COMMITMENTS
 119,201   88,638  197,204  176,223  190,460  492,628  476,303   32,149   48,474

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      8,471)
   6,226   -4,176   -4,139    5,063   13,646    7,150    5,331    1,321    3,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7     16.9     37.6     33.6     36.3     93.9     90.8      6.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     130      100      124       79      126      274      297                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       18,628
COMMITMENTS
   6,318        0      628   11,619   17,614   18,565   18,241       63      387

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:         92)
     187        0      -94       -6       43       87      -51        5      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9      0.0      3.4     62.4     94.6     99.7     97.9      0.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        0        3       12       23       18       26                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      289,139
COMMITMENTS
  64,149   57,776   93,744  102,518  118,696  260,411  270,216   28,729   18,924

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     -7,774)
  -4,467   -9,141   -3,349      320    4,721   -7,497   -7,770     -278       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     20.0     32.4     35.5     41.1     90.1     93.5      9.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
     108       50       88       95       88      244      194                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,756,379
COMMITMENTS
 251,385  278,983  479,942  721,170  806,632  1452497  1565557  303,882  190,822

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -31,154)
   8,683      538  -28,962   -7,281   -5,907  -27,559  -34,331   -3,595    3,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     15.9     27.3     41.1     45.9     82.7     89.1     17.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      795)
     169      136      184      399      384      666      618                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      848,230
COMMITMENTS
 121,225  100,078  243,303  416,662  432,351  781,190  775,732   67,040   72,497

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -83,567)
   3,777  -23,164  -40,994  -38,980  -18,968  -76,196  -83,126   -7,370     -441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     11.8     28.7     49.1     51.0     92.1     91.5      7.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     156      136      205      197      228      470      470                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      540,191
COMMITMENTS
 162,610   29,208  124,853  218,601  363,975  506,064  518,036   34,128   22,156

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -21,324)
  -3,837    3,513   -9,610   -7,020  -12,516  -20,467  -18,613     -857   -2,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1      5.4     23.1     40.5     67.4     93.7     95.9      6.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     132       55      112       93       88      282      219                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,172,897
COMMITMENTS
 106,685  195,617   96,684  796,349  743,462  999,718  1035764  173,179  137,134

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -69,027)
 -11,710   -3,741  -40,625  -14,371  -25,429  -66,706  -69,795   -2,321      768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     16.7      8.2     67.9     63.4     85.2     88.3     14.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      38       22       40       99       97      150      146                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,245,420
COMMITMENTS
  80,838  501,275    7,114  1005042  651,907  1092994  1160296  152,426   85,124

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      2,157)
  -5,243    5,680      816    9,325   -4,640    4,899    1,857   -2,741      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5     40.2      0.6     80.7     52.3     87.8     93.2     12.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      19       17       14       86       75      112       99                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      454,476
COMMITMENTS
  79,093   84,419   86,324  243,931  257,112  409,348  427,855   45,128   26,620

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -28,263)
   1,983    1,037  -15,245  -11,190  -12,259  -24,452  -26,467   -3,812   -1,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     18.6     19.0     53.7     56.6     90.1     94.1      9.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      86       68       90      114       93      253      218                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,002
COMMITMENTS
   4,781    1,854      267    3,546    7,373    8,594    9,494    2,407    1,508

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     -1,329)
     576       48     -685   -1,320     -913   -1,429   -1,549      100      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.5     16.8      2.4     32.2     67.0     78.1     86.3     21.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      25       10        6       14       14       44       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,610,706
COMMITMENTS
 795,388  1120903   59,543  2584213  2321379  3439144  3501824  171,561  108,882

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -80,896)
 -20,171   25,683  -34,043  -21,571  -71,024  -75,785  -79,384   -5,110   -1,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     31.0      1.6     71.6     64.3     95.2     97.0      4.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
      72       45       37      196      142      285      207                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,175,966
COMMITMENTS
 527,430  767,985  450,230  2798579  2531404  3776239  3749619  399,727  426,347

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:   -324,667)
 -53,500  -24,514 -113,988 -157,865 -215,053 -325,354 -353,555      686   28,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     18.4     10.8     67.0     60.6     90.4     89.8      9.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
      65       74       80      217      207      325      318                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      923,376
COMMITMENTS
 121,015  124,590    5,554  686,520  605,948  813,089  736,092  110,287  187,284

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     13,654)
  -2,617    5,592     -266   12,129    7,398    9,246   12,724    4,408      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     13.5      0.6     74.3     65.6     88.1     79.7     11.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      10       17        9       60       70       76       90                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,486,187
COMMITMENTS
 418,445  730,137  218,019  3556987  3226157  4193450  4174313  292,737  311,874

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -65,772)
  28,975  -10,207  -43,246  -46,641   -7,238  -60,912  -60,691   -4,860   -5,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     16.3      4.9     79.3     71.9     93.5     93.0      6.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      59       51       51      160      162      243      240                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,911,802
COMMITMENTS
 483,986  147,875  345,308  1033429  1380399  1862723  1873582   49,079   38,220

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     16,272)
   4,463   12,340  -12,444   17,315   12,427    9,334   12,323    6,938    3,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3      7.7     18.1     54.1     72.2     97.4     98.0      2.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      48       18       41       66       65      130      111                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       53,811
COMMITMENTS
  23,784   10,630      799   20,902   34,190   45,485   45,620    8,326    8,191

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      2,110)
   1,510    1,293      219      157    1,702    1,886    3,214      224   -1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2     19.8      1.5     38.8     63.5     84.5     84.8     15.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      37       18        8       26       30       67       52                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,622
COMMITMENTS
  47,567   21,260    1,599   41,804   68,381   90,970   91,240   16,652   16,383

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      4,221)
   3,019    2,585      438      315    3,405    3,772    6,428      449   -2,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2     19.8      1.5     38.8     63.5     84.5     84.8     15.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      37       18        8       26       30       67       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       38,696
COMMITMENTS
   2,719      862        0   34,911   36,798   37,630   37,660    1,066    1,036

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      4,691)
     855      398        0    4,792    3,617    5,647    4,015     -956      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      2.2      0.0     90.2     95.1     97.2     97.3      2.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       13       11       16       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,326
COMMITMENTS
   7,952   13,886      536    6,451      892   14,939   15,314      387       12

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        611)
     520      755     -143       82        0      459      612      152       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.9     90.6      3.5     42.1      5.8     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      19       12        2        5        2       25       15                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       68,075
COMMITMENTS
  21,568    6,059   25,362   21,099   33,019   68,029   64,440       46    3,635

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      6,426)
    -162      307    1,107    5,481    4,630    6,426    6,044        0      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7      8.9     37.3     31.0     48.5     99.9     94.7      0.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        2        7       15       13       20                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,503
COMMITMENTS
   9,284    1,247    5,586    1,633    7,849   16,503   14,682        0    1,821

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      2,283)
   1,928     -352      355        0    2,274    2,283    2,277        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.3      7.6     33.8      9.9     47.6    100.0     89.0      0.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        2        1       12        8       16                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       47,643
COMMITMENTS
  15,309   15,241   32,324        0        0   47,633   47,565       10       78

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        431)
       0       70      431        0        0      431      501        0      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.1     32.0     67.8      0.0      0.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5       18        5        0        0        8       21                  



Updated January 06, 2020