WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      645,472
COMMITMENTS
 152,799  106,880  270,300  187,285  212,916  610,383  590,096   35,089   55,377

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     41,152)
  14,821    3,594   21,309    3,434   12,107   39,565   37,010    1,587    4,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     16.6     41.9     29.0     33.0     94.6     91.4      5.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     148      120      155       93      137      326      341                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED 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:       20,424
COMMITMENTS
   7,531        0      951   11,383   19,080   19,865   20,031      559      393

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      2,208)
     416        0       99    1,192    1,983    1,707    2,082      501      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.9      0.0      4.7     55.7     93.4     97.3     98.1      2.7      1.9

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 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:      320,448
COMMITMENTS
  67,301   55,113  108,000  116,604  136,588  291,905  299,701   28,544   20,747

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      5,393)
   1,877       54      559    3,354    5,139    5,790    5,752     -397     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     17.2     33.7     36.4     42.6     91.1     93.5      8.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      98       63       99      101       96      249      215                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,851,616
COMMITMENTS
 271,060  287,975  523,806  751,261  832,913  1546127  1644694  305,489  206,922

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:    -21,791)
    -764  -11,420   -9,671   -4,702      743  -15,137  -20,349   -6,653   -1,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     15.6     28.3     40.6     45.0     83.5     88.8     16.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      805)
     178      133      193      404      385      674      630                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        5,086
COMMITMENTS
   2,335      110        0    1,178    3,975    3,513    4,085    1,573    1,001

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        148)
     174      -17       -1      -77       60       96       42       52      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.9      2.2      0.0     23.2     78.2     69.1     80.3     30.9     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10        1        0        9       10       19       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      914,140
COMMITMENTS
 109,526  102,819  275,603  461,410  457,847  846,539  836,269   67,601   77,871

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     26,731)
 -13,558    8,522    8,865   32,535    7,241   27,842   24,628   -1,111    2,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0     11.2     30.1     50.5     50.1     92.6     91.5      7.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      600)
     187      127      215      215      226      501      485                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      589,509
COMMITMENTS
 146,376   34,978  170,520  235,030  357,871  551,926  563,369   37,583   26,140

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      7,077)
 -16,730    3,596   13,028   10,683  -10,521    6,981    6,103       96      973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8      5.9     28.9     39.9     60.7     93.6     95.6      6.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     115       68      121      103       99      288      244                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,243,612
COMMITMENTS
 131,788  199,760  112,228  826,458  786,265  1070474  1098253  173,138  145,359

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     39,946)
  14,867   18,139   14,021   14,483    4,141   43,371   36,301   -3,425    3,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6     16.1      9.0     66.5     63.2     86.1     88.3     13.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      39       30       41      103      104      161      156                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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:    1,246,905
COMMITMENTS
  51,790  505,638   10,543  1024182  646,282  1086516  1162464  160,390   84,442

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     -7,663)
  -5,168    4,403    2,305   -4,246   -5,022   -7,110    1,686     -553   -9,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     40.6      0.8     82.1     51.8     87.1     93.2     12.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      15       19       14       86       77      107      104                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      500,274
COMMITMENTS
  83,077   98,394  107,653  260,640  262,040  451,370  468,087   48,904   32,187

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     10,403)
     328    1,431    9,440    1,896   -1,863   11,664    9,009   -1,262    1,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     19.7     21.5     52.1     52.4     90.2     93.6      9.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      82       83       92      126       95      266      226                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       12,511
COMMITMENTS
   5,337    2,074      795    3,739    8,017    9,871   10,886    2,640    1,625

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        458)
     105       67      164      -27      111      242      342      216      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.7     16.6      6.4     29.9     64.1     78.9     87.0     21.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      24       10        9       15       16       46       30                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    3,684,452
COMMITMENTS
 814,339  1143994   79,551  2600648  2355210  3494538  3578755  189,914  105,697

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     58,328)
 -12,838   28,127    7,366   66,934   32,058   61,462   67,552   -3,134   -9,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     31.0      2.2     70.6     63.9     94.8     97.1      5.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      74       51       48      199      141      300      213                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    4,550,182
COMMITMENTS
 483,703  726,846  584,855  3035750  2791052  4104307  4102753  445,875  447,429

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:    133,822)
 -82,404  -21,364   91,006  109,847   48,086  118,449  117,728   15,373   16,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6     16.0     12.9     66.7     61.3     90.2     90.2      9.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
      78       74       91      223      203      345      324                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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 TRADER 
    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        9       64       66       80       87                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    4,631,211
COMMITMENTS
 446,050  708,874  286,003  3565199  3328213  4297252  4323090  333,959  308,122

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:    110,142)
  31,381   -7,842   50,819   19,650   71,386  101,851  114,364    8,291   -4,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     15.3      6.2     77.0     71.9     92.8     93.3      7.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      57       56       56      172      160      260      241                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,873,873
COMMITMENTS
 512,114  155,652  374,623  944,150  1308664  1830888  1838939   42,985   34,933

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:     19,328)
 -44,631   -4,038    2,518   68,175   19,819   26,062   18,300   -6,734    1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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)
      42       24       45       71       63      133      114                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       52,165
COMMITMENTS
  23,040    6,896    1,458   18,379   34,612   42,877   42,967    9,287    9,198

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        935)
     316   -2,396    1,238   -1,318    1,492      236      333      699      601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2     13.2      2.8     35.2     66.4     82.2     82.4     17.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      33       15        6       27       30       64       47                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      104,329
COMMITMENTS
  46,079   13,792    2,917   36,759   69,225   85,754   85,933   18,575   18,396

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      1,869)
     632   -4,793    2,475   -2,636    2,984      471      667    1,398    1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2     13.2      2.8     35.2     66.4     82.2     82.4     17.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      33       15        6       27       30       64       47                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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