WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      519,290
COMMITMENTS
  85,358   81,992  237,012  168,281  154,566  490,651  473,570   28,640   45,721

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -27,313)
 -29,050  -11,019    4,273     -455  -17,963  -25,232  -24,708   -2,081   -2,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     15.8     45.6     32.4     29.8     94.5     91.2      5.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     102      106      147       93      118      283      299                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED 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:       20,926
COMMITMENTS
   6,355      100      872   13,218   19,530   20,444   20,501      482      425

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        671)
     -37      100      296      312      645      571    1,041      100     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4      0.5      4.2     63.2     93.3     97.7     98.0      2.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        2       11       18       17       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      281,467
COMMITMENTS
  50,492   66,111   84,898  122,030  107,258  257,419  258,267   24,047   23,200

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     -9,617)
  -9,783  -10,475   -3,248    4,631    2,832   -8,399  -10,891   -1,218    1,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     23.5     30.2     43.4     38.1     91.5     91.8      8.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      67       64       77       86       82      200      186                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,781,773
COMMITMENTS
 237,710  298,879  514,597  783,012  751,807  1535319  1565282  246,454  216,491

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     28,668)
 -46,316   -4,712   24,956   71,391    2,464   50,031   22,708  -21,363    5,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     16.8     28.9     43.9     42.2     86.2     87.8     13.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      741)
     135      149      188      365      347      610      589                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        4,696
COMMITMENTS
   1,370      330      205    2,065    3,166    3,640    3,701    1,056      995

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:       -218)
     -33       -5       42      133     -236      143     -199     -361      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2      7.0      4.4     44.0     67.4     77.5     78.8     22.5     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        2       11       12       16       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      985,804
COMMITMENTS
 107,209  109,235  322,661  487,039  484,649  916,909  916,545   68,895   69,259

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     29,048)
 -17,447  -11,489   28,289   21,228   10,526   32,070   27,325   -3,022    1,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     11.1     32.7     49.4     49.2     93.0     93.0      7.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      557)
     174      114      205      205      203      469      449                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      520,002
COMMITMENTS
  62,507   51,748  143,558  278,676  295,933  484,741  491,240   35,261   28,763

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     15,266)
 -16,467   -4,163   11,603   17,651   13,807   12,788   21,247    2,478   -5,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0     10.0     27.6     53.6     56.9     93.2     94.5      6.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      69       72      115      114       92      260      231                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,633,693
COMMITMENTS
  96,566  148,092  307,226  1055154  1038194  1458946  1493512  174,747  140,181

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -98,303)
 -32,103  -23,880  -34,722  -28,257  -23,448  -95,082  -82,050   -3,221  -16,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      9.1     18.8     64.6     63.5     89.3     91.4     10.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      30       37       51      106      107      165      166                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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:    1,120,338
COMMITMENTS
  72,830  362,790    4,091  897,164  660,036  974,086  1026917  146,253   93,421

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -19,517)
  14,924  -21,110   -2,558  -19,029   -6,152   -6,663  -29,820  -12,854   10,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5     32.4      0.4     80.1     58.9     86.9     91.7     13.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      16       19       12       84       78      107      102                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      462,122
COMMITMENTS
  75,361   43,668   94,120  250,318  296,561  419,799  434,349   42,323   27,773

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -23,049)
  -2,633  -17,912  -16,374   -4,931   10,059  -23,938  -24,227      889    1,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      9.4     20.4     54.2     64.2     90.8     94.0      9.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      78       55      102      115       99      257      211                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       12,429
COMMITMENTS
   3,386    2,131    1,593    5,824    7,420   10,804   11,144    1,626    1,285

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:       -790)
    -700     -147       78     -226     -109     -848     -178       58     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     17.1     12.8     46.9     59.7     86.9     89.7     13.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22        9       13       14       14       40       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    3,308,468
COMMITMENTS
 737,860  796,882  120,083  2259931  2287523  3117874  3204489  190,594  103,979

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:   -131,031)
 -26,952  -12,756  -24,729  -70,063 -105,881 -121,743 -143,366   -9,288   12,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     24.1      3.6     68.3     69.1     94.2     96.9      5.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      72       51       45      196      157      291      230                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    5,439,304
COMMITMENTS
 510,526  567,653  1143882  3348433  3358902  5002841  5070437  436,463  368,867

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:   -297,248)
-133,527  -97,646 -152,897   13,455   19,546 -272,969 -230,997  -24,279  -66,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     10.4     21.0     61.6     61.8     92.0     93.2      8.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
      82       63       98      234      217      358      336                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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:      862,156
COMMITMENTS
  53,217  154,779    7,249  691,123  527,328  751,589  689,356  110,567  172,800

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -25,609)
   6,283    2,496     -135   -6,761  -24,744     -613  -22,382  -24,996   -3,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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       11       59       68       74       86                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    5,293,452
COMMITMENTS
 553,015  647,462  687,441  3729745  3559894  4970200  4894797  323,252  398,655

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:   -287,268)
-115,111   44,719 -263,159  110,814 -177,991 -267,456 -396,431  -19,812  109,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4     12.2     13.0     70.5     67.3     93.9     92.5      6.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      60       46       57      165      178      247      259                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,809,358
COMMITMENTS
 413,862  103,191  338,610  1011798  1322782  1764270  1764583   45,088   44,775

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:   -111,968)
-118,260  -86,011     -909     -186  -16,029 -119,355 -102,949    7,387   -9,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9      5.7     18.7     55.9     73.1     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      24       26       39       65       71      110      118                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       42,034
COMMITMENTS
   7,339    2,907      942   26,672   31,649   34,953   35,497    7,082    6,537

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     -1,274)
  -4,137     -694     -904    4,017     -252   -1,024   -1,850     -251      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5      6.9      2.2     63.5     75.3     83.2     84.4     16.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       11       12       41       37       65       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       84,069
COMMITMENTS
  14,677    5,813    1,884   53,344   63,298   69,905   70,994   14,164   13,075

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     -2,548)
  -8,273   -1,388   -1,808    8,034     -504   -2,047   -3,700     -501    1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5      6.9      2.2     63.5     75.3     83.2     84.4     16.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       11       12       41       37       65       58                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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