WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      411,197
COMMITMENTS
 127,253   93,202  120,934  132,689  151,895  380,876  366,031   30,321   45,166

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     11,118)
   3,786   -2,189      268    5,800   10,477    9,854    8,556    1,264    2,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     22.7     29.4     32.3     36.9     92.6     89.0      7.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     132       87      112       67      119      253      276                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       15,209
COMMITMENTS
   4,834      100      220   10,092   14,502   15,146   14,822       63      387

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        -50)
      50     -100        0     -105      -93      -55     -193        5      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8      0.7      1.4     66.4     95.4     99.6     97.5      0.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        1       10       21       14       23                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      264,957
COMMITMENTS
  68,232   59,784   72,479   98,209  114,657  238,920  246,920   26,037   18,037

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     -6,328)
  -5,858   -9,038   -1,577    1,284    4,389   -6,151   -6,226     -177     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     22.6     27.4     37.1     43.3     90.2     93.2      9.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
     101       52       79       78       83      221      183                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,472,855
COMMITMENTS
 315,107  278,858  287,309  623,103  746,248  1225519  1312415  247,336  160,440

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      7,054)
  10,577      962   -2,903    2,447    5,133   10,121    3,192   -3,067    3,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     18.9     19.5     42.3     50.7     83.2     89.1     16.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      759)
     159      125      141      323      347      562      548                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      713,516
COMMITMENTS
 132,134  102,555  146,272  379,619  399,870  658,025  648,697   55,491   64,819

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -48,894)
  -9,559  -19,897  -14,036  -19,192  -14,419  -42,787  -48,352   -6,107     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     14.4     20.5     53.2     56.0     92.2     90.9      7.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      545)
     154      116      163      155      215      395      428                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      500,613
COMMITMENTS
 163,450   30,464   98,954  205,154  350,333  467,558  479,751   33,055   20,862

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -14,687)
  -4,088    1,601   -3,009   -7,339  -11,388  -14,436  -12,796     -251   -1,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      6.1     19.8     41.0     70.0     93.4     95.8      6.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     126       50      101       82       77      259      201                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,005,197
COMMITMENTS
 106,872  203,958   13,236  721,035  661,666  841,143  878,860  164,054  126,337

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -31,812)
 -12,979  -26,016   -3,430  -13,446   -2,691  -29,855  -32,137   -1,957      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     20.3      1.3     71.7     65.8     83.7     87.4     16.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      28       25       15       82       85      113      122                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,245,241
COMMITMENTS
  80,850  501,364    7,000  1004981  651,762  1092831  1160126  152,410   85,115

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      2,367)
  -5,321    5,691      903    9,328   -4,784    4,910    1,810   -2,543      557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     40.3      0.6     80.7     52.3     87.8     93.2     12.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      20       16       12       86       73      111       96                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      429,144
COMMITMENTS
  88,110   83,864   67,555  231,407  251,881  387,072  403,300   42,072   25,844

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -20,434)
  -1,153      812   -8,367   -7,558  -11,101  -17,078  -18,656   -3,356   -1,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     19.5     15.7     53.9     58.7     90.2     94.0      9.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      86       61       73      109       79      243      186                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,766
COMMITMENTS
   4,845    1,868      138    3,494    7,373    8,477    9,379    2,289    1,387

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        -73)
     526      -21       27     -837     -276     -284     -270      211      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     17.4      1.3     32.5     68.5     78.7     87.1     21.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      25        8        3       13       14       41       23                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,580,082
COMMITMENTS
 802,173  1121500   33,798  2573490  2316308  3409461  3471606  170,621  108,476

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -59,066)
 -23,023   24,090  -14,196  -16,789  -68,318  -54,008  -58,424   -5,058     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     31.3      0.9     71.9     64.7     95.2     97.0      4.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      71       44       26      193      137      277      194                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,624,029
COMMITMENTS
 575,008  809,758  116,962  2551907  2298819  3243877  3225539  380,152  398,490

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -29,720)
  15,061  -18,875   -7,429  -40,334  -27,232  -32,702  -53,536    2,982   23,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     22.3      3.2     70.4     63.4     89.5     89.0     10.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
      62       68       42      186      181      271      268                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      923,376
COMMITMENTS
 121,015  124,590    5,554  686,520  605,948  813,089  736,092  110,287  187,284

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     13,654)
  -2,617    5,592     -266   12,129    7,398    9,246   12,724    4,408      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     13.5      0.6     74.3     65.6     88.1     79.7     11.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      10       17        8       60       70       75       90                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,278,094
COMMITMENTS
 440,292  738,182   87,040  3461738  3145151  3989070  3970373  289,024  307,721

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     27,041)
  17,016  -11,076    6,494    8,402   36,066   31,912   31,484   -4,871   -4,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     17.3      2.0     80.9     73.5     93.2     92.8      6.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      58       48       30      146      157      219      220                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,911,620
COMMITMENTS
 483,979  147,905  345,182  1033380  1380371  1862541  1873458   49,079   38,162

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     16,436)
   4,574   12,374  -12,389   17,290   12,426    9,475   12,411    6,961    4,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      7.7     18.1     54.1     72.2     97.4     98.0      2.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      48       18       41       66       65      130      111                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       53,616
COMMITMENTS
  23,784   10,692      707   20,864   34,162   45,354   45,560    8,262    8,056

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      2,098)
   1,510    1,293      215      156    1,701    1,881    3,209      218   -1,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     19.9      1.3     38.9     63.7     84.6     85.0     15.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      37       18        8       24       29       65       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,231
COMMITMENTS
  47,567   21,383    1,413   41,727   68,323   90,707   91,119   16,524   16,112

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      4,196)
   3,019    2,586      430      312    3,402    3,761    6,418      435   -2,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     19.9      1.3     38.9     63.7     84.6     85.0     15.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      37       18        8       24       29       65       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       38,696
COMMITMENTS
   2,719      862        0   34,911   36,798   37,630   37,660    1,066    1,036

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      4,691)
     855      398        0    4,792    3,617    5,647    4,015     -956      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      2.2      0.0     90.2     95.1     97.2     97.3      2.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       13       11       16       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,326
COMMITMENTS
   7,952   13,886      536    6,451      892   14,939   15,314      387       12

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        611)
     520      755     -143       82        0      459      612      152       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     90.6      3.5     42.1      5.8     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      19       12        2        5        2       25       15                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       68,075
COMMITMENTS
  21,568    6,059   25,362   21,099   33,019   68,029   64,440       46    3,635

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      6,426)
    -162      307    1,107    5,481    4,630    6,426    6,044        0      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      8.9     37.3     31.0     48.5     99.9     94.7      0.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        2        7       15       13       20                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,503
COMMITMENTS
   9,284    1,247    5,586    1,633    7,849   16,503   14,682        0    1,821

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      2,283)
   1,928     -352      355        0    2,274    2,283    2,277        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3      7.6     33.8      9.9     47.6    100.0     89.0      0.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        2        1       12        8       16                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       47,643
COMMITMENTS
  15,309   15,241   32,324        0        0   47,633   47,565       10       78

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        431)
       0       70      431        0        0      431      501        0      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     32.0     67.8      0.0      0.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5       18        5        0        0        8       21                  



Updated January 06, 2020