WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      352,925
COMMITMENTS
 119,059  106,056  103,537  105,067  104,071  327,663  313,664   25,262   39,261

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -10,793)
  -1,997   -5,671   -5,537   -2,705    1,178  -10,239  -10,030     -554     -763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     30.1     29.3     29.8     29.5     92.8     88.9      7.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      98      113      112       80       96      246      261                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       14,640
COMMITMENTS
   7,050    2,100      650    6,261   11,595   13,961   14,345      679      295

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:       -720)
     800      200        0   -1,525     -875     -725     -675        5      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.2     14.3      4.4     42.8     79.2     95.4     98.0      4.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        1       11       12       15       17                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      292,374
COMMITMENTS
  80,386   93,632   76,714  108,412  103,640  265,512  273,986   26,862   18,388

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -2,897)
     228   -3,772    1,576   -4,082   -1,014   -2,278   -3,210     -619      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     32.0     26.2     37.1     35.4     90.8     93.7      9.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      95       56       67       98       82      222      180                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,625,789
COMMITMENTS
 373,218  411,958  273,085  706,434  767,087  1352737  1452130  273,052  173,659

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        418)
  -5,109   26,153   16,850  -19,568  -41,068   -7,827    1,935    8,245   -1,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     25.3     16.8     43.5     47.2     83.2     89.3     16.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      848)
     180      150      165      375      344      655      578                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,443
COMMITMENTS
   2,283      285        0    1,381    4,389    3,664    4,674    1,779      769

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        720)
     201     -157        0      307      867      508      710      212       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9      5.2      0.0     25.4     80.6     67.3     85.9     32.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        3        0        7        9       18       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      669,738
COMMITMENTS
 144,088  153,884  142,548  329,974  311,941  616,610  608,373   53,128   61,365

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        237)
   8,358  -28,473   -1,146   -5,161   31,969    2,051    2,350   -1,814   -2,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     23.0     21.3     49.3     46.6     92.1     90.8      7.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      519)
     143      115      133      175      188      390      382                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      502,531
COMMITMENTS
 118,765   72,216  133,287  213,656  271,705  465,708  477,208   36,823   25,323

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:       -855)
    -665  -30,061    3,453   -3,593   26,883     -805      275      -50   -1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     14.4     26.5     42.5     54.1     92.7     95.0      7.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     115       72      131       83       73      281      228                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      988,128
COMMITMENTS
 132,120  178,360   19,341  668,164  657,062  819,625  854,763  168,503  133,365

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     11,956)
  -5,983  -11,486    7,352   18,596   21,447   19,965   17,313   -8,009   -5,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     18.1      2.0     67.6     66.5     82.9     86.5     17.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      35       36       23       82       82      128      130                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,166,967
COMMITMENTS
 118,359  412,068   17,201  848,140  652,191  983,700  1081460  183,267   85,507

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -7,306)
   3,748   -3,819      -20  -11,509      993   -7,781   -2,846      475   -4,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     35.3      1.5     72.7     55.9     84.3     92.7     15.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      24       14       13       82       72      111       94                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      445,953
COMMITMENTS
  76,466   99,466  102,651  218,641  213,657  397,758  415,774   48,195   30,179

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -2,064)
  -3,481    2,504     -168    2,193   -3,600   -1,456   -1,264     -608     -800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     22.3     23.0     49.0     47.9     89.2     93.2     10.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      83       68       92      122       78      259      205                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,978
COMMITMENTS
   2,021    1,684      315    4,913    6,137    7,249    8,136    1,729      842

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,294)
     879       61       50       85    1,149    1,014    1,260      280       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     18.8      3.5     54.7     68.4     80.7     90.6     19.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17       14        5       10       15       31       31                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,547,861
COMMITMENTS
 1045467  1205002   71,945  2241485  2175409  3358897  3452356  188,964   95,505

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     57,789)
  58,697   74,973  -20,090   70,614   27,676  109,221   82,559  -51,432  -24,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     34.0      2.0     63.2     61.3     94.7     97.3      5.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
      86       53       44      172      136      280      211                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,537,947
COMMITMENTS
 623,614  853,577  186,960  2312596  2115201  3123170  3155738  414,777  382,209

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -66,502)
     444  -70,026   11,408  -44,202    1,487  -32,350  -57,131  -34,152   -9,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     24.1      5.3     65.4     59.8     88.3     89.2     11.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
      84       66       43      195      161      301      248                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      818,322
COMMITMENTS
 146,899  160,769   13,410  536,371  477,991  696,680  652,170  121,642  166,152

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:       -773)
  12,510    2,951      855  -16,892  -11,620   -3,527   -7,814    2,754    7,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     19.6      1.6     65.5     58.4     85.1     79.7     14.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      16       15       13       53       58       75       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,115,850
COMMITMENTS
 691,419  856,796   68,848  3066696  2876684  3826963  3802328  288,887  313,522

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -41,902)
 -43,040   24,451  -10,256   25,659  -50,587  -27,637  -36,392  -14,265   -5,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     20.8      1.7     74.5     69.9     93.0     92.4      7.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      51       64       41      145      152      217      236                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,143,527
COMMITMENTS
 514,525  319,167  375,252  1212910  1407083  2102687  2101502   40,840   42,025

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    126,852)
 124,622   45,213  -37,841   35,616  119,289  122,397  126,661    4,455      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     14.9     17.5     56.6     65.6     98.1     98.0      1.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      54       31       50       73       77      147      140                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       59,753
COMMITMENTS
  25,230    3,326      821   25,346   46,707   51,397   50,854    8,356    8,900

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     15,286)
   1,364     -580      488   12,724   15,344   14,576   15,252      711       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2      5.6      1.4     42.4     78.2     86.0     85.1     14.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      32       15       10       31       38       68       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      119,506
COMMITMENTS
  50,460    6,651    1,642   50,692   93,414  102,794  101,707   16,712   17,799

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     30,572)
   2,728   -1,159      975   25,448   30,687   29,151   30,503    1,421       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2      5.6      1.4     42.4     78.2     86.0     85.1     14.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      32       15       10       31       38       68       59                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       63,366
COMMITMENTS
   3,107    1,473        0   58,308   60,407   61,415   61,880    1,951    1,486

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     24,656)
     268       69        0   24,315   24,263   24,583   24,332       73      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      2.3      0.0     92.0     95.3     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        0       16       13       20       16                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,703
COMMITMENTS
  12,866   17,184    1,181    6,418    2,048   20,465   20,413      238      290

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -2,413)
  -1,450   -1,623   -1,044       30        0   -2,464   -2,667       51      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.1     83.0      5.7     31.0      9.9     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19       16        6        5        2       28       20                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       56,275
COMMITMENTS
  35,384    4,683   15,699    5,145   34,038   56,228   54,420       47    1,855

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      6,000)
  10,726     -377    5,426  -10,180    1,172    5,972    6,221       28     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.9      8.3     27.9      9.1     60.5     99.9     96.7      0.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        6        2        3       15       10       22                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       10,860
COMMITMENTS
   7,709    2,920      634    2,503    5,090   10,846    8,644       14    2,216

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -1,950)
   4,123     -417   -1,648   -4,425        6   -1,950   -2,059        0      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.0     26.9      5.8     23.0     46.9     99.9     79.6      0.1     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        1        2        8        7       15                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 09/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       52,281
COMMITMENTS
  24,090   24,051   28,189        0        0   52,279   52,240        2       41

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:       -327)
   4,695    4,664   -5,024        0        0     -329     -360        2       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1     46.0     53.9      0.0      0.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       15        5        0        0        9       18                  



Updated September 20, 2019