WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      394,378
COMMITMENTS
  99,285   84,784  142,512  126,723  124,574  368,520  351,870   25,858   42,508

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -40,021)
 -26,413   -8,879   -9,880   -1,402  -18,651  -37,695  -37,410   -2,326   -2,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     21.5     36.1     32.1     31.6     93.4     89.2      6.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     102       92      123       78      110      249      272                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,395
COMMITMENTS
   6,168      100      850   12,895   19,020   19,913   19,970      482      425

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        775)
    -100        0      400      375      745      675    1,145      100     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      0.5      4.2     63.2     93.3     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        1       11       18       17       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      256,823
COMMITMENTS
  54,229   66,119   64,229  115,936  104,509  234,394  234,857   22,429   21,966

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -12,442)
  -9,516  -10,534   -5,625    3,883    2,557  -11,258  -13,602   -1,184    1,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     25.7     25.0     45.1     40.7     91.3     91.4      8.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      70       59       70       76       82      185      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,440,256
COMMITMENTS
 286,929  305,239  285,066  665,144  678,278  1237139  1268583  203,117  171,673

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -29,787)
 -27,863    5,299  -29,199   47,102   -3,813   -9,960  -27,713  -19,827   -2,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     21.2     19.8     46.2     47.1     85.9     88.1     14.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      709)
     123      142      153      305      321      525      537                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,374
COMMITMENTS
   1,532      320       13    1,784    3,058    3,329    3,391    1,045      983

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:       -241)
      22        3        4       88     -229      114     -222     -355      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0      7.3      0.3     40.8     69.9     76.1     77.5     23.9     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        1       11       10       16       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      790,660
COMMITMENTS
 150,165  116,549  162,445  418,609  451,190  731,219  730,184   59,441   60,476

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -20,090)
  -5,107   -7,255  -18,352    6,100    4,985  -17,359  -20,622   -2,731      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     14.7     20.5     52.9     57.1     92.5     92.4      7.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
     138      112      167      171      193      397      409                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      461,462
COMMITMENTS
  67,676   54,206  100,605  260,195  278,458  428,476  433,269   32,986   28,193

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      4,310)
 -16,238   -2,457    2,354   15,797   10,417    1,913   10,314    2,397   -6,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     11.7     21.8     56.4     60.3     92.9     93.9      7.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      68       70      104      107       78      247      211                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,174,479
COMMITMENTS
 108,736  186,809   14,560  891,848  850,595  1015144  1051964  159,335  122,515

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -53,970)
 -29,147  -13,704   -5,903  -19,822  -19,285  -54,872  -38,892      902  -15,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     15.9      1.2     75.9     72.4     86.4     89.6     13.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      21       43       25       91       96      126      150                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,120,122
COMMITMENTS
  72,830  362,758    4,083  897,125  660,036  974,038  1026877  146,084   93,245

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -19,642)
  14,925  -21,164   -2,530  -19,055   -6,152   -6,660  -29,846  -12,982   10,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     32.4      0.4     80.1     58.9     87.0     91.7     13.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      16       17       11       84       78      106      100                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      424,437
COMMITMENTS
  83,270   43,549   66,676  234,692  287,324  384,638  397,549   39,799   26,888

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -27,343)
  -1,287  -17,167  -20,251   -6,657    9,000  -28,195  -28,418      852    1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     10.3     15.7     55.3     67.7     90.6     93.7      9.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      78       53       89      105       86      241      189                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,998
COMMITMENTS
   3,579    2,163      712    5,127    6,874    9,418    9,749    1,580    1,249

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:       -825)
  -1,147      -65      169      111     -420     -867     -316       42     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     19.7      6.5     46.6     62.5     85.6     88.6     14.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20        9        8       12       14       37       28                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,222,998
COMMITMENTS
 754,244  804,223   40,039  2239107  2275531  3033390  3119793  189,608  103,205

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:   -109,336)
 -23,777   -9,863  -15,391  -63,384  -98,293 -102,552 -123,547   -6,784   14,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     25.0      1.2     69.5     70.6     94.1     96.8      5.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
      74       47       26      191      150      280      208                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,659,033
COMMITMENTS
 527,245  778,358   77,559  2642517  2475780  3247321  3331697  411,712  327,336

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:   -106,060)
-134,093  -97,563   -2,840   46,021   53,512  -90,912  -46,891  -15,148  -59,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     21.3      2.1     72.2     67.7     88.7     91.1     11.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
      62       78       43      198      174      282      273                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      862,146
COMMITMENTS
  53,222  154,774    7,244  691,113  527,328  751,579  689,346  110,567  172,800

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -25,369)
   6,106    2,560       42   -6,521  -24,744     -373  -22,142  -24,996   -3,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     18.0      0.8     80.2     61.2     87.2     80.0     12.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      10       12        9       59       68       73       85                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,355,811
COMMITMENTS
 614,944  656,084   58,928  3362890  3250376  4036762  3965388  319,049  390,423

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -86,148)
 -90,817    2,286  -28,465   53,390 -169,176  -65,892 -195,355  -20,256  109,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     15.1      1.4     77.2     74.6     92.7     91.0      7.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      56       47       29      151      170      222      231                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,804,726
COMMITMENTS
 415,463  103,358  336,554  1007628  1320046  1759645  1759958   45,081   44,768

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:   -112,224)
-116,630  -84,367   -2,674     -322  -16,157 -119,626 -103,198    7,402   -9,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      5.7     18.6     55.8     73.1     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      24       25       39       65       71      110      117                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       41,341
COMMITMENTS
   7,466    2,907      654   26,268   31,329   34,388   34,889    6,953    6,452

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     -1,402)
  -4,110     -698     -972    3,878     -344   -1,204   -2,013     -198      611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      7.0      1.6     63.5     75.8     83.2     84.4     16.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       11       11       39       37       63       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,681
COMMITMENTS
  14,931    5,813    1,308   52,536   62,657   68,775   69,778   13,906   12,903

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     -2,804)
  -8,219   -1,395   -1,944    7,755     -687   -2,408   -4,026     -396    1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      7.0      1.6     63.5     75.8     83.2     84.4     16.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       11       11       39       37       63       57                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       46,774
COMMITMENTS
   2,826    3,370      434   41,615   40,462   44,875   44,266    1,899    2,508

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      6,563)
    -379      519      434    7,023    4,223    7,078    5,176     -515    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      7.2      0.9     89.0     86.5     95.9     94.6      4.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        1       15       10       18       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,584
COMMITMENTS
  12,958   16,646      125    5,105    1,184   18,188   17,955    1,396    1,629

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:       -185)
   2,419    1,238   -2,357   -1,382     -609   -1,320   -1,728    1,135    1,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.2     85.0      0.6     26.1      6.0     92.9     91.7      7.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      20       12        2        4        4       26       16                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       66,561
COMMITMENTS
   6,695   14,159   32,197   27,629   19,305   66,521   65,661       40      900

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -44,784)
 -13,807    6,989  -27,588   -3,424  -24,160  -44,819  -44,759       35      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     21.3     48.4     41.5     29.0     99.9     98.6      0.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        1        4       12       10       18                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       44,588
COMMITMENTS
  15,416   15,399   29,172        0        0   44,588   44,571        0       17

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     -3,037)
       0        8   -3,037        0        0   -3,037   -3,029        0       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     34.5     65.4      0.0      0.0    100.0    100.0      0.0      0.0

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



Updated March 20, 2020