WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      518,097
COMMITMENTS
  93,454   79,061  221,267  172,894  174,286  487,615  474,614   30,482   43,483

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:    -23,114)
  -7,513   -2,510  -17,511    3,311   -2,085  -21,713  -22,106   -1,402   -1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     15.3     42.7     33.4     33.6     94.1     91.6      5.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     115      118      151       98      113      301      310                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       13,865
COMMITMENTS
   7,579    1,700      453    5,609   11,412   13,641   13,565      224      300

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        231)
    -421       85     -251    1,198      443      526      277     -295      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.7     12.3      3.3     40.5     82.3     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        3        3       11       16       17       22                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      337,837
COMMITMENTS
  74,688   88,894  112,356  119,825  117,115  306,869  318,365   30,968   19,472

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:     12,323)
  -1,435    3,766    8,311    3,892      -32   10,768   12,045    1,555      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     26.3     33.3     35.5     34.7     90.8     94.2      9.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      95       56       82      106       84      237      192                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,006,474
COMMITMENTS
 228,032  294,424  591,452  850,866  896,636  1670350  1782511  336,124  223,963

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:    -67,477)
  -9,878   -1,614  -40,060  -14,695  -23,561  -64,634  -65,236   -2,843   -2,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     14.7     29.5     42.4     44.7     83.2     88.8     16.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      860)
     191      159      233      432      390      750      669                  
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,825
COMMITMENTS
   1,872      987    3,448    4,994    5,373   10,314    9,808    1,511    2,017

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:       -516)
     571     -217     -413     -218     -231      -60     -861     -456      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      8.3     29.2     42.2     45.4     87.2     82.9     12.8     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        4       10       10       14       16                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,875
COMMITMENTS
   2,770      105      395    1,837    5,084    5,002    5,584    1,873    1,291

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        391)
      18       56      118      338      226      473      400      -82       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.3      1.5      5.7     26.7     74.0     72.8     81.2     27.2     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      14        3        5       10        9       26       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      819,092
COMMITMENTS
 174,372   77,905  212,226  359,724  458,230  746,322  748,361   72,771   70,731

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:   -142,561)
   7,842   -5,518  -77,785  -69,269  -55,825 -139,212 -139,127   -3,349   -3,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3      9.5     25.9     43.9     55.9     91.1     91.4      8.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     181      118      217      214      239      503      493                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      549,304
COMMITMENTS
 134,001   33,619  148,447  228,220  340,090  510,668  522,156   38,636   27,148

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:     16,294)
  10,606   -2,068    6,412      364   12,865   17,381   17,209   -1,087     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4      6.1     27.0     41.5     61.9     93.0     95.1      7.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     126       61      141       97       90      303      252                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,195,038
COMMITMENTS
 129,803  176,112  125,252  761,499  753,506  1016554  1054870  178,484  140,169

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:    -35,104)
  10,649    1,029  -31,021  -11,389      276  -31,761  -29,716   -3,343   -5,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     14.7     10.5     63.7     63.1     85.1     88.3     14.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      42       27       47       90       91      151      146                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,148,258
COMMITMENTS
 114,197  397,470   12,357  852,800  648,710  979,355  1058538  168,904   89,721

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:     -7,454)
  -2,820    5,354    4,320    6,316  -22,885    7,816  -13,211  -15,270    5,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     34.6      1.1     74.3     56.5     85.3     92.2     14.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      22       15       18       80       66      111       90                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      451,719
COMMITMENTS
  67,071   79,688  113,980  217,658  226,686  398,710  420,354   53,009   31,365

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      1,250)
  -4,660    3,434   -5,566    7,483    2,956   -2,744      823    3,994      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     17.6     25.2     48.2     50.2     88.3     93.1     11.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      75       72      104      115       93      252      225                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,860
COMMITMENTS
   1,232    2,041      358    6,389    6,044    7,979    8,443    1,881    1,417

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:     -1,160)
    -197      257   -1,151      237     -550   -1,110   -1,445      -50      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     20.7      3.6     64.8     61.3     80.9     85.6     19.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       10        5       19       15       31       28                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,993,644
COMMITMENTS
 934,385  1145712  211,555  2649962  2522988  3795903  3880256  197,741  113,388

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:    -30,066)
 -18,463  -57,371   34,578  -42,117  -13,800  -26,003  -36,593   -4,063    6,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     28.7      5.3     66.4     63.2     95.0     97.2      5.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
      91       42       53      192      140      307      211                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,474,869
COMMITMENTS
 689,992  812,907  521,469  2833974  2693333  4045435  4027708  429,435  447,161

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:    -41,895)
  81,487   80,789  -78,184  -33,518  -62,569  -30,214  -59,963  -11,681   18,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     18.2     11.7     63.3     60.2     90.4     90.0      9.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
      83       71       91      208      187      333      307                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      836,246
COMMITMENTS
 136,364   91,783    8,119  583,504  578,578  727,987  678,480  108,259  157,766

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      3,414)
     422     -789      531    6,528    9,022    7,481    8,764   -4,067   -5,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     11.0      1.0     69.8     69.2     87.1     81.1     12.9     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      13       16        8       60       62       78       81                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,818,506
COMMITMENTS
 654,773  811,115  280,480  3558500  3416339  4493752  4507933  324,754  310,572

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:     39,382)
  64,888   29,449  -33,522   43,679   23,887   75,045   19,814  -35,664   19,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     16.8      5.8     73.9     70.9     93.3     93.6      6.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      68       44       64      164      163      258      245                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,284,235
COMMITMENTS
 531,217  339,306  450,832  1261544  1446426  2243593  2236564   40,642   47,670

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      5,410)
 -22,626    6,152    4,210   19,025  -12,131      610   -1,770    4,800    7,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.3     14.9     19.7     55.2     63.3     98.2     97.9      1.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      49       34       60       74       79      151      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       57,631
COMMITMENTS
  25,207    5,029    1,738   22,568   42,947   49,512   49,714    8,119    7,917

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      4,110)
   1,067      781      564    2,191    2,238    3,822    3,582      288      528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.7      8.7      3.0     39.2     74.5     85.9     86.3     14.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      36       17        6       32       33       71       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      115,261
COMMITMENTS
  50,413   10,058    3,475   45,136   85,894   99,024   99,428   16,237   15,834

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      8,220)
   2,134    1,562    1,127    4,382    4,475    7,643    7,164      577    1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.7      8.7      3.0     39.2     74.5     85.9     86.3     14.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      36       17        6       32       33       71       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       40,409
COMMITMENTS
   1,422      448      398   36,128   37,932   37,948   38,778    2,461    1,631

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        128)
  -1,426     -212      253    1,023       39     -150       80      278       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      1.1      1.0     89.4     93.9     93.9     96.0      6.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       14       11       17       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       18,572
COMMITMENTS
  12,477   16,701      726    5,123    1,113   18,326   18,540      246       32

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:     -2,056)
  -2,120   -2,067       38        0      -27   -2,082   -2,056       26        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.2     89.9      3.9     27.6      6.0     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      18       15        4        4        2       25       18                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       75,274
COMMITMENTS
  45,069    6,247   26,457    3,685   40,568   75,211   73,272       63    2,002

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      2,257)
    -527     -256    1,869      945      724    2,287    2,337      -30      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.9      8.3     35.1      4.9     53.9     99.9     97.3      0.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        8        3        4       15       12       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       44,196
COMMITMENTS
  24,767    3,051   16,664    2,743   22,587   44,174   42,302       22    1,894

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      3,877)
   1,657      143    2,223        0    1,658    3,880    4,024       -3     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.0      6.9     37.7      6.2     51.1    100.0     95.7      0.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        2        2        9        9       15                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       50,928
COMMITMENTS
  22,198   22,132   28,730        0        0   50,928   50,862        0       66

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:       -147)
      65       94     -212        0        0     -147     -118        0      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6     43.5     56.4      0.0      0.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7       13        5        0        0       10       16                  



Updated November 01, 2019