WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      388,983
COMMITMENTS
 106,729   93,350  116,100  138,100  134,522  360,929  343,972   28,054   45,011

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:    -24,146)
   3,425    1,425  -21,715   -5,228   -6,112  -23,518  -26,402     -628    2,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     24.0     29.8     35.5     34.6     92.8     88.4      7.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     112      108      129       88      108      280      283                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       14,177
COMMITMENTS
   5,887      300      300    7,795   13,367   13,982   13,967      195      210

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        516)
    -480   -1,400      200      896    1,716      616      516     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5      2.1      2.1     55.0     94.3     98.6     98.5      1.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        1        9       18       13       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      286,418
COMMITMENTS
  80,107   86,896   70,233  107,753  109,137  258,093  266,266   28,325   20,152

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:    -15,980)
  -5,178     -865   -6,350   -5,061   -8,768  -16,589  -15,983      609        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     30.3     24.5     37.6     38.1     90.1     93.0      9.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      89       61       77       85       84      213      190                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,641,549
COMMITMENTS
 319,265  345,759  326,677  731,533  786,689  1377475  1459125  264,074  182,424

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     31,042)
  14,982    9,490    2,820   15,050   20,654   32,852   32,964   -1,810   -1,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     21.1     19.9     44.6     47.9     83.9     88.9     16.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      803)
     144      156      176      369      345      629      586                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,090
COMMITMENTS
   2,934      354       64    2,165    5,213    5,163    5,631    1,927    1,459

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        107)
      96       86      -36      187       75      247      125     -140      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4      5.0      0.9     30.5     73.5     72.8     79.4     27.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        5        2       11       10       22       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      765,303
COMMITMENTS
 162,418  102,504  163,843  380,687  435,970  706,948  702,317   58,355   62,986

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     22,214)
  -4,530    3,890   11,394   14,239    8,572   21,103   23,856    1,111   -1,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     13.4     21.4     49.7     57.0     92.4     91.8      7.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      559)
     160      104      159      186      217      422      428                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      518,565
COMMITMENTS
 138,567   45,774  128,232  213,197  318,862  479,996  492,868   38,569   25,697

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:    -29,325)
 -10,135   -7,342   -6,725  -12,936  -15,591  -29,796  -29,658      471      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      8.8     24.7     41.1     61.5     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     106       64      123       87       79      268      226                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,050,687
COMMITMENTS
 136,341  184,073   69,722  679,060  654,958  885,123  908,753  165,564  141,934

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     25,690)
  -5,938   -3,603   35,924   -1,516   -5,753   28,470   26,568   -2,780     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     17.5      6.6     64.6     62.3     84.2     86.5     15.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      42       22       33       85       80      139      123                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,217,654
COMMITMENTS
 108,225  448,367   19,917  927,287  652,599  1055429  1120883  162,225   96,771

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     29,434)
  -1,579   12,086    5,401   23,768   11,263   27,590   28,750    1,844      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     36.8      1.6     76.2     53.6     86.7     92.1     13.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      21       17       17       90       76      122       99                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      424,802
COMMITMENTS
  75,085   66,509   81,210  219,074  247,642  375,369  395,361   49,433   29,441

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:       -828)
  -2,091   -7,493   -6,904   10,132   15,272    1,137      875   -1,965   -1,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     15.7     19.1     51.6     58.3     88.4     93.1     11.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      78       62       86      117       90      243      205                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,973
COMMITMENTS
   1,785    2,183       78    5,576    5,611    7,439    7,872    1,534    1,101

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        116)
     -72      289       -1      182     -210      109       78        7       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     24.3      0.9     62.1     62.5     82.9     87.7     17.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      13       10        3       19       15       33       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,014,548
COMMITMENTS
 820,274  1083335  254,390  2745657  2565618  3820321  3903343  194,227  111,205

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:   -109,273)
-127,369  -14,083   -1,065   18,322  -86,622 -110,112 -101,770      839   -7,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     27.0      6.3     68.4     63.9     95.2     97.2      4.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      79       49       51      198      137      308      206                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,005,264
COMMITMENTS
 677,709  861,233  221,881  2701225  2518587  3600815  3601701  404,449  403,563

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     80,728)
  25,397   60,127  -11,855   45,401   50,813   58,943   99,085   21,785  -18,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     21.5      5.5     67.4     62.9     89.9     89.9     10.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
      75       69       53      198      190      299      287                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      888,339
COMMITMENTS
 118,429  117,501    5,594  660,046  602,839  784,069  725,934  104,270  162,405

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     20,366)
 -22,781    4,278   -2,635   42,469   11,572   17,053   13,215    3,313    7,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     13.2      0.6     74.3     67.9     88.3     81.7     11.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      11       14        8       71       77       85       96                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,571,928
COMMITMENTS
 580,272  831,133  168,603  3492586  3243276  4241461  4243012  330,467  328,916

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:   -109,512)
   1,421  -44,060  -24,559  -98,590  -42,723 -121,728 -111,342   12,216    1,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     18.2      3.7     76.4     70.9     92.8     92.8      7.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      58       47       53      154      161      236      237                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,035,402
COMMITMENTS
 528,519  235,062  407,270  1056124  1350396  1991913  1992728   43,489   42,674

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     84,809)
  53,496   18,358     -646   37,516   69,080   90,366   86,792   -5,557   -1,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     11.5     20.0     51.9     66.3     97.9     97.9      2.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      44       31       53       73       73      143      131                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       55,084
COMMITMENTS
  21,778    6,213    1,735   22,908   38,052   46,420   46,000    8,664    9,084

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -1,792)
  -1,971    1,365     -837      592   -2,351   -2,216   -1,823      424       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     11.3      3.1     41.6     69.1     84.3     83.5     15.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      37       22        7       29       33       69       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      110,167
COMMITMENTS
  43,555   12,426    3,469   45,816   76,104   92,840   91,999   17,327   18,168

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -3,584)
  -3,942    2,729   -1,673    1,184   -4,702   -4,431   -3,646      847       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     11.3      3.1     41.6     69.1     84.3     83.5     15.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      37       22        7       29       33       69       59                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,798
COMMITMENTS
   1,810    1,169        0   25,788   26,986   27,598   28,155    2,200    1,643

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -4,111)
     510      721        0   -4,258   -4,684   -3,748   -3,963     -363     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      3.9      0.0     86.5     90.6     92.6     94.5      7.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       15       12       17       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       17,481
COMMITMENTS
  11,432   15,545      721    5,081    1,166   17,234   17,432      247       49

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -1,118)
  -1,189   -1,138       12       86        0   -1,091   -1,126      -27        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.4     88.9      4.1     29.1      6.7     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      20       14        4        5        2       28       17                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       84,411
COMMITMENTS
  48,991    6,406   32,181    3,179   43,404   84,351   81,991       60    2,420

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      4,014)
   2,893    2,004      920      175      896    3,988    3,820       26      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0      7.6     38.1      3.8     51.4     99.9     97.1      0.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        8        3        2       15       10       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       55,430
COMMITMENTS
  26,465    1,447   26,239    2,716   26,051   55,420   53,737       10    1,693

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,870)
     518      147    2,097      248      264    2,863    2,508        7      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7      2.6     47.3      4.9     47.0    100.0     96.9      0.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        5        2        2       10       10       16                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       50,735
COMMITMENTS
  21,580   21,530   29,141        0        0   50,721   50,671       14       64

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        359)
      27      -14      343        0        0      370      329      -11       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     42.4     57.4      0.0      0.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7       17        5        0        0       10       20                  



Updated November 22, 2019