WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      553,359
COMMITMENTS
 127,401   97,176  216,648  178,259  191,635  522,308  505,459   31,050   47,899

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     28,582)
   8,200    8,538   19,444    2,036    1,174   29,680   29,157   -1,098     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     17.6     39.2     32.2     34.6     94.4     91.3      5.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     131      116      139       88      127      299      318                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       16,829
COMMITMENTS
   6,558        0      689    9,524   15,898   16,771   16,587       58      242

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -1,800)
     240        0       61   -2,096   -1,716   -1,795   -1,655       -5     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0      0.0      4.1     56.6     94.5     99.7     98.6      0.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        0        3       12       21       18       24                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      293,158
COMMITMENTS
  62,285   55,523   95,911  105,422  122,069  263,619  273,503   29,539   19,655

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      4,019)
  -1,864   -2,253    2,167    2,905    3,373    3,208    3,287      810      731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2     18.9     32.7     36.0     41.6     89.9     93.3     10.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     110       54       96       94       87      249      202                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,783,463
COMMITMENTS
 247,857  272,230  501,998  724,497  811,731  1474353  1585959  309,110  197,504

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     27,084)
  -3,528   -6,753   22,057    3,327    5,099   21,856   20,402    5,228    6,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     15.3     28.1     40.6     45.5     82.7     88.9     17.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      792)
     183      123      188      396      381      665      615                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,721
COMMITMENTS
   1,904      217        0    1,299    3,742    3,203    3,959    1,518      762

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.3      4.6      0.0     27.5     79.3     67.8     83.9     32.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        0        8        8       14       10                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      859,039
COMMITMENTS
 117,555   96,557  255,540  419,537  434,740  792,632  786,837   66,407   72,201

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     10,809)
  -3,670   -3,521   12,237    2,875    2,388   11,442   11,105     -633     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     11.2     29.7     48.8     50.6     92.3     91.6      7.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      582)
     168      127      214      203      229      481      478                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      558,935
COMMITMENTS
 162,325   32,354  130,872  225,944  365,302  519,140  528,527   39,795   30,408

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     18,744)
    -285    3,146    6,019    7,342    1,327   13,076   10,492    5,668    8,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0      5.8     23.4     40.4     65.4     92.9     94.6      7.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     132       65      119       99       89      297      227                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,180,992
COMMITMENTS
 112,936  199,916  104,741  787,179  750,467  1004856  1055124  176,136  125,867

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      8,095)
   6,251    4,299    8,057   -9,170    7,005    5,138   19,361    2,957  -11,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     16.9      8.9     66.7     63.5     85.1     89.3     14.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      36       25       41      100       99      154      147                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,236,770
COMMITMENTS
  60,531  497,971    9,055  1010026  641,693  1079612  1148719  157,157   88,051

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -8,650)
 -20,307   -3,304    1,941    4,984  -10,214  -13,381  -11,577    4,731    2,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     40.3      0.7     81.7     51.9     87.3     92.9     12.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      18       16       13       89       78      113      101                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      469,191
COMMITMENTS
  82,425   92,315   87,932  250,904  259,943  421,262  440,190   47,929   29,001

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     14,715)
   3,332    7,895    1,608    6,974    2,831   11,914   12,335    2,801    2,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     19.7     18.7     53.5     55.4     89.8     93.8     10.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      83       82       90      119       91      255      222                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,326
COMMITMENTS
   5,271    1,867      389    3,577    7,511    9,236    9,767    2,089    1,559

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:        324)
     490       13      122       30      138      642      273     -318       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.5     16.5      3.4     31.6     66.3     81.6     86.2     18.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      27       10        8       14       15       46       28                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,569,629
COMMITMENTS
 784,046  1115640   67,932  2530110  2276026  3382089  3459598  187,541  110,031

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    -41,077)
 -11,342   -5,263    8,389  -54,103  -45,353  -57,056  -42,226   15,979    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     31.3      1.9     70.9     63.8     94.7     96.9      5.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      66       48       41      192      144      282      209                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,516,669
COMMITMENTS
 658,502  787,452  573,624  2865467  2719993  4097593  4081068  419,076  435,600

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    340,702)
 131,072   19,467  123,394   66,888  188,589  321,354  331,449   19,348    9,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     17.4     12.7     63.4     60.2     90.7     90.4      9.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      423)
      71       87       90      226      204      346      332                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      916,731
COMMITMENTS
 105,750  128,351    7,073  686,717  604,037  799,540  739,461  117,191  177,270

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -6,645)
 -15,265    3,761    1,519      197   -1,911  -13,549    3,369    6,904  -10,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     14.0      0.8     74.9     65.9     87.2     80.7     12.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
       9       18        9       60       67       76       87                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,508,782
COMMITMENTS
 400,830  716,073  229,488  3548278  3254081  4178596  4199642  330,185  309,140

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     22,595)
 -17,614  -14,064   11,469   -8,708   27,924  -14,853   25,329   37,448   -2,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     15.9      5.1     78.7     72.2     92.7     93.1      7.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      51       57       50      157      156      237      234                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,782,522
COMMITMENTS
 513,315  147,677  360,112  866,582  1241443  1740009  1749233   42,513   33,289

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:   -129,280)
  29,329     -198   14,805 -166,847 -138,956 -122,714 -124,350   -6,566   -4,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8      8.3     20.2     48.6     69.6     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      39       26       40       65       62      126      107                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       49,298
COMMITMENTS
  20,314    8,728      956   19,319   31,233   40,589   40,917    8,709    8,381

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -4,513)
  -3,470   -1,902      157   -1,583   -2,957   -4,896   -4,703      383      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.2     17.7      1.9     39.2     63.4     82.3     83.0     17.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      32       13        9       25       29       59       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,595
COMMITMENTS
  40,628   17,456    1,912   38,638   62,466   81,178   81,834   17,417   16,761

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -9,027)
  -6,939   -3,804      313   -3,166   -5,915   -9,792   -9,405      765      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.2     17.7      1.9     39.2     63.4     82.3     83.0     17.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      32       13        9       25       29       59       49                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       39,516
COMMITMENTS
   2,890      786        0   34,972   37,638   37,862   38,424    1,654    1,092

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:        820)
     171      -76        0       61      840      232      764      588       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      2.0      0.0     88.5     95.2     95.8     97.2      4.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       13       11       16       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       17,156
COMMITMENTS
   9,613   16,012      622    6,661      490   16,896   17,124      260       32

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      1,830)
   1,661    2,126       86      210     -402    1,957    1,810     -127       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.0     93.3      3.6     38.8      2.9     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      22       12        3        5        2       29       15                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       71,812
COMMITMENTS
  18,597    6,066   30,384   22,794   33,265   71,775   69,715       37    2,097

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      3,737)
  -2,971        7    5,022    1,695      246    3,746    5,275       -9   -1,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      8.4     42.3     31.7     46.3     99.9     97.1      0.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        2        6       15       12       20                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,621
COMMITMENTS
  10,475    2,160    6,514    1,632    8,452   18,621   17,126        0    1,495

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      2,118)
   1,191      913      928       -1      603    2,118    2,444        0     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.3     11.6     35.0      8.8     45.4    100.0     92.0      0.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        6        2        1       12        6       19                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       46,677
COMMITMENTS
  15,309   15,234   31,368        0        0   46,677   46,602        0       75

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -966)
       0       -7     -956        0        0     -956     -963      -10       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8     32.6     67.2      0.0      0.0    100.0     99.8      0.0      0.2

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



Updated January 10, 2020