WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      434,399
COMMITMENTS
 125,698   93,663  152,392  128,125  143,225  406,215  389,280   28,184   45,119

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      8,042)
   5,135     -161    4,965   -1,197    5,789    8,903   10,593     -861   -2,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     21.6     35.1     29.5     33.0     93.5     89.6      6.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     111       97      122       80      113      263      276                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       19,620
COMMITMENTS
   6,268      100      450   12,520   18,275   19,238   18,825      382      795

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -4,686)
  -2,304       10     -280   -2,034   -4,756   -4,618   -5,026      -68      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      0.5      2.3     63.8     93.1     98.1     95.9      1.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        1        1       10       16       15       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      269,265
COMMITMENTS
  63,745   76,653   69,854  112,053  101,952  245,652  248,459   23,613   20,806

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     18,622)
  -4,239    7,097   15,836    6,502   -4,827   18,099   18,106      523      516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     28.5     25.9     41.6     37.9     91.2     92.3      8.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      79       56       70       80       85      197      180                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,470,043
COMMITMENTS
 314,792  299,940  314,265  618,042  682,091  1247099  1296296  222,944  173,747

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    -30,972)
 -11,078  -20,365   -1,305  -11,251   -9,573  -23,634  -31,243   -7,338      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     20.4     21.4     42.0     46.4     84.8     88.2     15.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      724)
     137      148      166      296      319      534      550                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,615
COMMITMENTS
   1,510      317        9    1,696    3,287    3,215    3,613    1,400    1,002

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:       -138)
    -158     -121        2      158      -36        2     -155     -140       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      6.9      0.2     36.7     71.2     69.7     78.3     30.3     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        1       11       10       17       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      810,750
COMMITMENTS
 155,272  123,804  180,797  412,509  446,205  748,578  750,806   62,172   59,944

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     23,727)
   6,190  -13,900   11,926    6,850   24,128   24,966   22,154   -1,239    1,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     15.3     22.3     50.9     55.0     92.3     92.6      7.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
     158      123      173      168      185      419      414                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      457,152
COMMITMENTS
  83,914   56,663   98,251  244,398  268,041  426,563  422,955   30,589   34,197

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:       -950)
  -3,637    5,740   -6,215   12,198     -149    2,346     -624   -3,296     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     12.4     21.5     53.5     58.6     93.3     92.5      6.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      77       72       95      104       74      240      204                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,228,449
COMMITMENTS
 137,883  200,513   20,463  911,670  869,880  1070016  1090856  158,433  137,593

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -2,505)
 -11,989    8,044  -16,280   35,663    4,304    7,394   -3,932   -9,899    1,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     16.3      1.7     74.2     70.8     87.1     88.8     12.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      28       39       25       93       97      132      151                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,139,764
COMMITMENTS
  57,905  383,922    6,613  916,180  666,188  980,698  1056723  159,066   83,041

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    -35,750)
  -4,840  -75,976  -16,776   -7,754   66,258  -29,370  -26,494   -6,380   -9,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     33.7      0.6     80.4     58.4     86.0     92.7     14.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      16       20       13       84       78      107      104                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      451,780
COMMITMENTS
  84,557   60,716   86,927  241,349  278,324  412,833  425,967   38,947   25,813

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      2,228)
    -580  -15,022    9,251      160   12,585    8,831    6,814   -6,603   -4,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     13.4     19.2     53.4     61.6     91.4     94.3      8.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      79       66       98      108       89      257      207                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,823
COMMITMENTS
   4,726    2,228      543    5,016    7,294   10,285   10,065    1,538    1,758

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -1,712)
  -1,625        9       59      227   -1,457   -1,339   -1,389     -373     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     18.8      4.6     42.4     61.7     87.0     85.1     13.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      22        8        7       11       15       34       29                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,332,334
COMMITMENTS
 778,021  814,086   55,430  2302491  2373824  3135942  3243340  196,392   88,994

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     43,328)
 -49,504  -55,240   -6,002  102,163  120,293   46,657   59,051   -3,329  -15,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     24.4      1.7     69.1     71.2     94.1     97.3      5.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      72       48       27      187      147      273      208                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,765,093
COMMITMENTS
 661,338  875,921   80,399  2596496  2422268  3338233  3378588  426,860  386,505

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:   -148,015)
 -91,158  -33,259 -112,474   79,091   15,836 -124,541 -129,897  -23,474  -18,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     23.3      2.1     69.0     64.3     88.7     89.7     11.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
      69       80       47      210      187      304      289                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      887,515
COMMITMENTS
  47,116  152,214    7,202  697,634  552,072  751,952  711,488  135,563  176,027

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -9,099)
  -3,252    4,550   -4,012   -6,313   -4,933  -13,577   -4,395    4,478   -4,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     17.2      0.8     78.6     62.2     84.7     80.2     15.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
       8       12        9       60       70       73       86                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,441,959
COMMITMENTS
 705,761  653,798   87,393  3309500  3419552  4102654  4160743  339,305  281,216

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:   -199,328)
 -35,045 -218,798   -5,732 -156,104   46,642 -196,881 -177,888   -2,447  -21,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     14.7      2.0     74.5     77.0     92.4     93.7      7.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      61       42       30      153      163      227      222                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,916,950
COMMITMENTS
 532,093  187,725  339,228  1007950  1336203  1879271  1863156   37,679   53,794

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    185,242)
   7,919  -46,515   90,522   85,314  139,035  183,755  183,042    1,487    2,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      9.8     17.7     52.6     69.7     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      26       26       37       65       71      113      114                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       42,743
COMMITMENTS
  11,575    3,604    1,626   22,391   31,672   35,592   36,902    7,151    5,841

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -2,106)
    -964   -1,751     -410     -435      213   -1,808   -1,948     -298     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      8.4      3.8     52.4     74.1     83.3     86.3     16.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       10        8       31       28       59       44                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,485
COMMITMENTS
  23,150    7,208    3,252   44,781   63,344   71,183   73,804   14,302   11,681

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -4,211)
  -1,927   -3,502     -819     -870      426   -3,616   -3,895     -595     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      8.4      3.8     52.4     74.1     83.3     86.3     16.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       10        8       31       28       59       44                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       40,211
COMMITMENTS
   3,205    2,851        0   34,592   36,239   37,797   39,090    2,414    1,121

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -1,389)
    -108        0        0     -902   -1,239   -1,010   -1,239     -379     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      7.1      0.0     86.0     90.1     94.0     97.2      6.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       14       10       17       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,769
COMMITMENTS
  10,539   15,408    2,482    6,487    1,793   19,508   19,683      261       86

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:        188)
  -1,376   -2,876    1,694     -147    1,417      171      235       17      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     77.9     12.6     32.8      9.1     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      23       13        4        4        3       30       17                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      111,345
COMMITMENTS
  20,502    7,170   59,785   31,053   43,465  111,340  110,420        5      925

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      8,024)
  -8,845   -1,439   10,776    6,095     -766    8,026    8,571       -2     -547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      6.4     53.7     27.9     39.0    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        5        4        5       13       14       20                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       47,625
COMMITMENTS
  15,416   15,391   32,209        0        0   47,625   47,600        0       25

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:        723)
     190     -312    1,038        0        0    1,228      726     -505       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     32.3     67.6      0.0      0.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7       12        5        0        0       10       15                  



Updated March 13, 2020