WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      513,996
COMMITMENTS
 120,750   89,451  201,404  161,659  175,914  483,814  466,769   30,182   47,226

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     47,772)
  14,517      225   24,416    8,232   18,708   47,165   43,349      607    4,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     17.4     39.2     31.5     34.2     94.1     90.8      5.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     117      107      138       86      126      283      305                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       18,398
COMMITMENTS
   5,983        0      890   11,476   17,074   18,349   17,964       49      434

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      2,462)
    -195        0      132    2,520    2,491    2,457    2,623        5     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5      0.0      4.8     62.4     92.8     99.7     97.6      0.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        0        3       10       22       16       25                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      304,352
COMMITMENTS
  80,626   76,232   95,978   98,640  113,451  275,244  285,661   29,107   18,690

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     11,971)
   5,006  -10,910    7,179     -476   15,565   11,709   11,835      262      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     25.0     31.5     32.4     37.3     90.4     93.9      9.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      95       53       78       95       89      228      191                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,800,803
COMMITMENTS
 250,696  307,080  516,797  726,492  792,754  1493986  1616632  306,817  184,171

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     44,366)
  14,859   -4,674    8,430   13,276   40,290   36,565   44,046    7,802      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     17.1     28.7     40.3     44.0     83.0     89.8     17.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      820)
     174      144      197      408      386      689      633                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,701
COMMITMENTS
   2,742      170        0    1,215    4,546    3,957    4,716    1,744      985

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -210)
    -195      -80        0        2     -111     -193     -191      -17      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.1      3.0      0.0     21.3     79.7     69.4     82.7     30.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        1        0        8        9       18       10                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      969,569
COMMITMENTS
 121,901  166,021  285,459  485,245  447,953  892,605  899,433   76,964   70,136

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -35,586)
  10,028  -26,029  -12,052  -34,696    3,370  -36,720  -34,711    1,134     -875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     17.1     29.4     50.0     46.2     92.1     92.8      7.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      605)
     180      128      209      221      230      511      481                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      561,425
COMMITMENTS
 157,208   30,199  137,086  230,214  369,873  524,508  537,158   36,916   24,266

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     11,024)
  18,944  -11,533    4,274  -11,988   16,773   11,230    9,515     -206    1,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0      5.4     24.4     41.0     65.9     93.4     95.7      6.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     128       53      120       97       89      290      222                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,227,199
COMMITMENTS
 128,715  202,449  125,879  790,185  760,852  1044779  1089180  182,420  138,019

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     52,593)
  12,573   10,085   -1,176   40,252   47,634   51,648   56,544      944   -3,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     16.5     10.3     64.4     62.0     85.1     88.8     14.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      38       28       44       94       96      151      149                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,224,325
COMMITMENTS
  78,272  483,360    6,384  980,826  651,676  1065482  1141419  158,843   82,906

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     12,631)
 -12,535    7,791   -1,539   23,752    4,569    9,678   10,822    2,952    1,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     39.5      0.5     80.1     53.2     87.0     93.2     13.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      19       16       14       86       74      111       98                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      489,233
COMMITMENTS
  76,844   90,278  107,275  253,314  264,002  437,433  461,554   51,800   27,679

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     12,176)
   4,016    3,343    3,473    5,801    9,272   13,290   16,088   -1,114   -3,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     18.5     21.9     51.8     54.0     89.4     94.3     10.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      75       71       93      119       89      248      214                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,509
COMMITMENTS
   2,954    1,725      773    5,324    7,703    9,051   10,202    2,458    1,308

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        769)
     478      133      -29      -46      445      403      549      366      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     15.0      6.7     46.3     66.9     78.6     88.6     21.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      22       11        9       13       16       41       30                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,670,196
COMMITMENTS
 765,912  1116528   98,538  2626937  2350222  3491387  3565287  178,809  104,909

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     86,478)
  60,397   46,993   -3,157   40,754   46,147   97,995   89,984  -11,517   -3,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     30.4      2.7     71.6     64.0     95.1     97.1      4.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      71       43       42      198      146      289      211                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,354,851
COMMITMENTS
 600,267  808,037  446,570  2899672  2681704  3946509  3936311  408,342  418,540

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -98,212)
 -55,318    4,215  -63,388   -5,878  -37,944 -124,584  -97,117   26,372   -1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     18.6     10.3     66.6     61.6     90.6     90.4      9.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
      79       74       92      228      209      350      332                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      919,069
COMMITMENTS
 126,682  119,694    4,728  687,172  614,136  818,582  738,558  100,487  180,511

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      7,536)
 -19,535    7,384       49   31,691   -7,195   12,205      238   -4,669    7,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     13.0      0.5     74.8     66.8     89.1     80.4     10.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      13       17        8       61       71       78       92                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,577,216
COMMITMENTS
 386,612  805,565  300,999  3585917  3153350  4273528  4259914  303,688  317,303

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     76,303)
 -19,681   69,147   24,908   82,796   -9,547   88,023   84,509  -11,720   -8,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     17.6      6.6     78.3     68.9     93.4     93.1      6.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      57       57       62      165      158      256      243                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,871,018
COMMITMENTS
 469,986  136,923  365,968  990,818  1333677  1826772  1836568   44,246   34,450

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     20,242)
   3,062  -60,879   48,334  -31,952   36,876   19,444   24,331      798   -4,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1      7.3     19.6     53.0     71.3     97.6     98.2      2.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      44       24       46       68       65      135      116                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       61,304
COMMITMENTS
  21,787   10,779      847   29,827   40,199   52,462   51,825    8,843    9,479

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      6,933)
     932      320     -131    5,538    5,614    6,339    5,803      595    1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.5     17.6      1.4     48.7     65.6     85.6     84.5     14.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      37       14       11       37       34       78       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      122,609
COMMITMENTS
  43,574   21,557    1,695   59,655   80,399  104,924  103,651   17,685   18,958

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     13,867)
   1,864      641     -263   11,076   11,228   12,677   11,607    1,190    2,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.5     17.6      1.4     48.7     65.6     85.6     84.5     14.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      37       14       11       37       34       78       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       47,336
COMMITMENTS
   2,107      448        0   43,721   45,494   45,828   45,942    1,508    1,394

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     19,518)
     556     -312        0   19,402   19,655   19,958   19,343     -440      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.9      0.0     92.4     96.1     96.8     97.1      3.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        0       18       13       21       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,480
COMMITMENTS
  11,698   16,627    2,145    6,245    1,152   20,088   19,924      392      556

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        186)
     419      148     -720      360      260       59     -312      127      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.1     81.2     10.5     30.5      5.6     98.1     97.3      1.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      23       13        4        5        3       31       17                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       66,231
COMMITMENTS
  20,742    5,027   29,779   15,678   28,710   66,199   63,516       32    2,715

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -34,207)
 -29,895   -1,314   -6,697    2,389  -25,851  -34,203  -33,862       -4     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3      7.6     45.0     23.7     43.3    100.0     95.9      0.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        4        2        6       14       12       19                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       13,040
COMMITMENTS
   7,099    2,039    3,908    2,033    5,528   13,040   11,475        0    1,565

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -49,258)
 -20,179    1,116  -28,193     -880  -22,206  -49,252  -49,283       -6       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.4     15.6     30.0     15.6     42.4    100.0     88.0      0.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        2        1       12        7       17                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       49,133
COMMITMENTS
  15,309   15,174   33,824        0        0   49,133   48,998        0      135

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -4,113)
  -4,885   -4,903      772        0        0   -4,113   -4,131        0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     30.9     68.8      0.0      0.0    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       17        5        0        0        8       20                  



Updated December 20, 2019