WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      630,775
COMMITMENTS
 156,896  109,783  260,593  178,188  205,816  595,677  576,192   35,098   54,583

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -14,697)
   4,097    2,903   -9,706   -9,096   -7,100  -14,706  -13,903        9     -794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     17.4     41.3     28.2     32.6     94.4     91.3      5.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     138      121      147       92      135      314      330                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,649
COMMITMENTS
   7,757        0      865   12,472   20,531   21,093   21,396      556      253

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,225)
     226        0      -86    1,088    1,451    1,228    1,365       -3     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8      0.0      4.0     57.6     94.8     97.4     98.8      2.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        0        3       13       23       20       26                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      329,663
COMMITMENTS
  69,158   59,835  114,126  117,666  135,236  300,950  309,197   28,713   20,466

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      9,214)
   1,857    4,721    6,126    1,062   -1,352    9,045    9,495      169     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     18.2     34.6     35.7     41.0     91.3     93.8      8.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      98       60       96      108       99      251      220                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,823,044
COMMITMENTS
 274,919  251,899  507,773  744,907  853,369  1527600  1613041  295,444  210,003

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -28,572)
   3,859  -36,076  -16,033   -6,354   20,456  -18,527  -31,653  -10,045    3,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     13.8     27.9     40.9     46.8     83.8     88.5     16.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      800)
     173      140      196      393      380      665      627                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,673
COMMITMENTS
   2,702      119      111    1,482    4,458    4,295    4,688    1,378      985

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        587)
     367        9      111      304      483      782      603     -195      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.6      2.1      2.0     26.1     78.6     75.7     82.6     24.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        3        2        8       13       22       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      955,012
COMMITMENTS
 107,053  137,047  289,988  492,825  453,018  889,866  880,053   65,146   74,959

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     40,872)
  -2,473   34,229   14,385   31,415   -4,830   43,327   43,784   -2,455   -2,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     14.4     30.4     51.6     47.4     93.2     92.2      6.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      603)
     181      127      214      218      226      499      488                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      592,545
COMMITMENTS
 139,948   33,457  171,313  246,576  359,415  557,837  564,185   34,709   28,361

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      3,036)
  -6,428   -1,521      793   11,546    1,544    5,911      815   -2,874    2,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      5.6     28.9     41.6     60.7     94.1     95.2      5.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     111       75      129      106       93      291      245                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,323,840
COMMITMENTS
 147,899  181,988  150,950  837,508  844,670  1136357  1177608  187,483  146,232

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     80,228)
  16,111  -17,772   38,722   11,051   58,405   65,883   79,355   14,345      873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     13.7     11.4     63.3     63.8     85.8     89.0     14.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      45       26       47      105       99      169      153                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,222,318
COMMITMENTS
  55,634  493,638    8,519  992,132  616,249  1056285  1118406  166,033  103,912

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -24,587)
   3,844  -12,000   -2,024  -32,050  -30,033  -30,230  -44,058    5,643   19,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     40.4      0.7     81.2     50.4     86.4     91.5     13.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      15       22       14       88       74      109      104                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      512,178
COMMITMENTS
  80,427   98,773  112,763  266,997  266,292  460,187  477,828   51,992   34,351

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     11,904)
  -2,651      379    5,110    6,357    4,252    8,817    9,741    3,087    2,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     19.3     22.0     52.1     52.0     89.8     93.3     10.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      71       89       93      125       99      263      231                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,757
COMMITMENTS
   5,541    2,144    1,177    4,549    8,782   11,267   12,102    2,490    1,655

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,246)
     204       69      382      810      764    1,396    1,216     -150       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.3     15.6      8.6     33.1     63.8     81.9     88.0     18.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      25       11       12       17       17       50       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,739,988
COMMITMENTS
 888,864  1071193   84,638  2569749  2486001  3543251  3641832  196,737   98,156

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     55,537)
  74,525  -72,801    5,088  -30,899  130,790   48,714   63,077    6,823   -7,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     28.6      2.3     68.7     66.5     94.7     97.4      5.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
      77       49       46      198      137      300      207                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,739,920
COMMITMENTS
 571,491  775,390  612,253  3090479  2875441  4274222  4263083  465,698  476,837

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    189,738)
  87,788   48,544   27,398   54,729   84,389  169,915  160,330   19,823   29,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     16.4     12.9     65.2     60.7     90.2     89.9      9.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
      81       73       86      220      200      344      316                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      922,599
COMMITMENTS
  87,128  143,183   10,698  705,173  587,160  802,999  741,041  119,600  181,558

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -11,611)
 -10,563    5,106      867   -3,451  -20,579  -13,147  -14,606    1,536    2,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     15.5      1.2     76.4     63.6     87.0     80.3     13.0     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      11       18        9       62       64       78       86                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,786,007
COMMITMENTS
 528,386  673,749  290,073  3618803  3502893  4437262  4466715  348,745  319,292

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    154,795)
  82,336  -35,125    4,070   53,604  174,680  140,010  143,625   14,786   11,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     14.1      6.1     75.6     73.2     92.7     93.3      7.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      62       45       54      169      159      260      229                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,993,162
COMMITMENTS
 534,653  169,291  392,478  1021673  1390733  1948804  1952503   44,358   40,659

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    119,289)
  22,539   13,639   17,855   77,523   82,069  117,916  113,563    1,373    5,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8      8.5     19.7     51.3     69.8     97.8     98.0      2.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      42       29       46       70       63      133      118                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       52,685
COMMITMENTS
  23,751    4,540    2,503   17,496   37,202   43,750   44,245    8,935    8,439

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        520)
     712   -2,356    1,045     -884    2,589      873    1,279     -352     -759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.1      8.6      4.8     33.2     70.6     83.0     84.0     17.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      35       14       10       26       32       65       52                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      105,370
COMMITMENTS
  47,502    9,081    5,006   34,991   74,404   87,499   88,491   17,870   16,879

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,040)
   1,423   -4,711    2,090   -1,768    5,179    1,745    2,557     -705   -1,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.1      8.6      4.8     33.2     70.6     83.0     84.0     17.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      35       14       10       26       32       65       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       38,864
COMMITMENTS
   2,575      726        0   34,074   36,941   36,649   37,667    2,215    1,197

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,321)
    -193      262        0    2,418    2,174    2,225    2,436       96     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      1.9      0.0     87.7     95.1     94.3     96.9      5.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        0       12       10       16       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,237
COMMITMENTS
   8,328   15,183      576    7,015      399   15,919   16,158      318       79

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -542)
    -652     -587      -10       75        0     -587     -597       45       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.3     93.5      3.5     43.2      2.5     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      23       13        3        5        2       30       16                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       89,420
COMMITMENTS
  29,268    7,774   33,848   26,260   45,462   89,376   87,084       44    2,336

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,963)
   1,877      318      590     -512    1,112    1,955    2,020        8      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.7      8.7     37.9     29.4     50.8    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        6        2        5       16       11       23                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,041
COMMITMENTS
  14,210    1,766   11,809        7   10,909   26,026   24,484       15    1,557

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        841)
    -151      349      971        7     -472      827      848       14       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.6      6.8     45.3      0.0     41.9     99.9     94.0      0.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        2        1       12        7       18                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       44,674
COMMITMENTS
  15,536   15,471   29,113        0        0   44,649   44,584       25       90

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -2,003)
      57       57   -2,060        0        0   -2,003   -2,003        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8     34.6     65.2      0.0      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7       14        5        0        0       10       17                  



Updated January 31, 2020