WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      503,792
COMMITMENTS
 158,953  111,228  176,046  135,760  165,783  470,759  453,057   33,033   50,735

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     27,028)
  12,892    3,372   13,706   -1,162    6,380   25,436   23,458    1,592    3,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     22.1     34.9     26.9     32.9     93.4     89.9      6.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     147      102      139       78      127      300      313                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       16,560
COMMITMENTS
   6,274      300      220    9,507   15,647   16,001   16,167      559      393

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      1,771)
     420        0        0      850    1,645    1,270    1,645      501      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      1.8      1.3     57.4     94.5     96.6     97.6      3.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        1       11       22       15       24                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      287,184
COMMITMENTS
  70,313   56,933   80,574  109,911  130,001  260,798  267,508   26,386   19,676

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      3,792)
   1,458     -117     -454    2,880    4,396    3,884    3,825      -92      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     19.8     28.1     38.3     45.3     90.8     93.1      9.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      99       61       93       86       94      231      209                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,529,460
COMMITMENTS
 330,535  282,512  314,349  637,864  762,184  1282748  1359045  246,712  170,415

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:    -26,987)
  -1,186  -13,294  -12,617   -9,460      550  -23,263  -25,361   -3,724   -1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     18.5     20.6     41.7     49.8     83.9     88.9     16.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      767)
     159      124      148      333      351      573      558                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,076
COMMITMENTS
   2,335      110        0    1,175    3,971    3,510    4,081    1,566      995

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        142)
     174      -17       -1      -80       56       93       38       49      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0      2.2      0.0     23.1     78.2     69.1     80.4     30.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10        1        0        8       10       18       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      772,676
COMMITMENTS
 124,695  107,051  171,379  417,027  425,427  713,101  703,857   59,575   68,819

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     26,554)
  -6,111   10,906    6,083   25,344    7,867   25,316   24,856    1,238    1,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     13.9     22.2     54.0     55.1     92.3     91.1      7.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     161      118      170      170      212      413      438                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      547,805
COMMITMENTS
 152,073   36,322  140,346  218,787  345,785  511,206  522,453   36,599   25,352

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      6,105)
 -13,826    3,700   10,865    8,788  -10,028    5,827    4,537      278    1,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      6.6     25.6     39.9     63.1     93.3     95.4      6.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     112       62      111       92       82      266      222                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,061,745
COMMITMENTS
 143,030  203,442   21,941  738,982  704,948  903,953  930,331  157,792  131,414

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     24,228)
  14,692   17,927    7,701    8,703   -3,112   31,096   22,516   -6,868    1,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     19.2      2.1     69.6     66.4     85.1     87.6     14.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      36       27       28       91       93      138      137                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,246,676
COMMITMENTS
  51,774  505,733   10,436  1024173  646,248  1086383  1162417  160,293   84,259

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     -7,820)
  -5,187    4,462    2,242   -4,236   -5,056   -7,181    1,648     -639   -9,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     40.6      0.8     82.2     51.8     87.1     93.2     12.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      14       20       13       86       76      106      103                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      473,263
COMMITMENTS
  90,155   96,913   88,099  248,732  257,080  426,986  442,092   46,277   31,171

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     10,801)
     359    1,463    8,897    2,643     -832   11,899    9,528   -1,098    1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     20.5     18.6     52.6     54.3     90.2     93.4      9.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      83       76       80      121       80      254      202                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,714
COMMITMENTS
   5,346    2,184      420    3,480    7,728    9,246   10,332    2,468    1,382

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        201)
      86       48      137     -195       55       28      240      173      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     18.6      3.6     29.7     66.0     78.9     88.2     21.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      23       11        5       13       15       41       28                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,655,036
COMMITMENTS
 821,598  1142975   55,465  2589413  2351490  3466476  3549930  188,560  105,106

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     59,445)
 -13,574   26,111   10,734   65,912   31,732   63,072   68,577   -3,627   -9,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     31.3      1.5     70.8     64.3     94.8     97.1      5.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
      75       49       40      194      138      293      203                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,771,582
COMMITMENTS
 494,796  797,328  158,127  2699573  2397417  3352496  3352872  419,086  418,710

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     83,593)
 -46,700   32,259   42,629   76,644   -7,746   72,573   67,142   11,020   16,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     21.1      4.2     71.6     63.6     88.9     88.9     11.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
      69       75       55      189      179      290      278                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      934,210
COMMITMENTS
  97,691  138,077    9,831  708,624  607,739  816,146  755,647  118,064  178,563

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     10,618)
  -9,039    1,110    3,739   13,611     -826    8,311    4,023    2,307    6,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     14.8      1.1     75.9     65.1     87.4     80.9     12.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      10       18        8       64       66       79       87                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,296,398
COMMITMENTS
 456,239  722,671  101,204  3415192  3172303  3972635  3996178  323,763  300,220

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     35,231)
  29,965   -3,044    8,701   -7,241   34,880   31,425   40,537    3,806   -5,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     16.8      2.4     79.5     73.8     92.5     93.0      7.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      59       53       45      159      154      240      230                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,872,842
COMMITMENTS
 512,122  156,177  373,633  944,102  1308107  1829857  1837917   42,985   34,925

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     18,407)
 -44,628   -3,523    1,594   68,175   19,274   25,141   17,345   -6,734    1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      8.3     20.0     50.4     69.8     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      43       23       45       70       63      132      114                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       51,888
COMMITMENTS
  23,040    7,009    1,322   18,312   34,577   42,674   42,908    9,215    8,980

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        895)
     316   -2,342    1,203   -1,332    1,499      187      360      709      536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     13.5      2.5     35.3     66.6     82.2     82.7     17.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      33       15        4       25       29       60       46                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,776
COMMITMENTS
  46,079   14,018    2,644   36,624   69,154   85,347   85,816   18,429   17,960

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      1,790)
     632   -4,683    2,405   -2,664    2,997      373      719    1,417    1,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     13.5      2.5     35.3     66.6     82.2     82.7     17.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      33       15        4       25       29       60       46                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       36,543
COMMITMENTS
   2,768      464        0   31,656   34,767   34,424   35,231    2,119    1,312

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:       -536)
    -453        0        0     -144     -676     -597     -676       61      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      1.3      0.0     86.6     95.1     94.2     96.4      5.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        0       10       10       14       11                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,779
COMMITMENTS
   8,980   15,770      586    6,940      399   16,506   16,755      273       24

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:       -936)
    -697     -957      -19     -257       40     -973     -936       37        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.5     94.0      3.5     41.4      2.4     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      23       12        3        5        2       30       15                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       87,457
COMMITMENTS
  27,391    7,456   33,258   26,772   44,350   87,421   85,064       36    2,393

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      7,205)
   6,889      832      509     -172    5,156    7,226    6,497      -21      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      8.5     38.0     30.6     50.7    100.0     97.3      0.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        5        2        5       17       12       23                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,200
COMMITMENTS
  14,361    1,417   10,838        0   11,381   25,199   23,636        1    1,564

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      2,593)
   1,562       38    1,253     -223    1,065    2,592    2,356        1      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.0      5.6     43.0      0.0     45.2    100.0     93.8      0.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        2        0       12        6       18                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       46,677
COMMITMENTS
  15,479   15,414   31,173        0        0   46,652   46,587       25       90

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        129)
     170      185      -51        0        0      119      134       10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     33.0     66.8      0.0      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       16        5        0        0        9       19                  



Updated January 24, 2020