WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      546,604
COMMITMENTS
 114,409   93,010  232,739  168,736  172,529  515,883  498,278   30,721   48,325

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     13,309)
     925     -697   11,776    1,787    5,238   14,488   16,317   -1,179   -3,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     17.0     42.6     30.9     31.6     94.4     91.2      5.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     116      104      146       96      122      294      306                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,255
COMMITMENTS
   6,392        0      576   12,906   18,885   19,873   19,460      382      795

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -4,749)
  -2,336        0     -273   -2,073   -4,816   -4,681   -5,089      -68      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.6      0.0      2.8     63.7     93.2     98.1     96.1      1.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        0        3       10       16       16       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      291,084
COMMITMENTS
  60,275   76,586   88,145  117,399  104,426  265,819  269,158   25,265   21,926

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     20,408)
  -3,939    7,064   17,518    6,188   -4,879   19,767   19,703      641      705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     26.3     30.3     40.3     35.9     91.3     92.5      8.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      81       56       77       90       86      210      187                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,753,106
COMMITMENTS
 284,026  303,591  489,641  711,621  749,343  1485289  1542575  267,817  210,531

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    -11,420)
    -836  -21,461    7,471  -10,982      838   -4,347  -13,152   -7,073    1,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     17.3     27.9     40.6     42.7     84.7     88.0     15.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      756)
     150      163      196      350      351      614      606                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,914
COMMITMENTS
   1,403      335      163    1,932    3,403    3,498    3,900    1,417    1,014

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:       -144)
    -166     -148       18      140      -32       -8     -162     -135       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6      6.8      3.3     39.3     69.2     71.2     79.4     28.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        2       11       12       17       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      956,756
COMMITMENTS
 124,656  120,725  294,372  465,811  474,124  884,839  889,220   71,917   67,536

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     35,832)
  -4,670  -16,013   25,524   16,853   24,362   37,708   33,873   -1,876    1,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     12.6     30.8     48.7     49.6     92.5     92.9      7.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
     173      141      214      199      195      480      459                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      504,736
COMMITMENTS
  78,973   55,911  131,955  261,025  282,126  471,953  469,992   32,783   34,744

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      6,132)
  -2,416    4,657     -432   12,348    2,323    9,500    6,549   -3,368     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     11.1     26.1     51.7     55.9     93.5     93.1      6.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      80       76      107      109       89      255      226                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,731,997
COMMITMENTS
 128,668  171,972  341,949  1083411  1061642  1554028  1575562  177,968  156,434

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    132,272)
 -13,786    6,947   76,626   76,895   46,569  139,734  130,141   -7,462    2,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      9.9     19.7     62.6     61.3     89.7     91.0     10.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      37       37       52      110      109      173      172                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,139,855
COMMITMENTS
  57,906  383,900    6,649  916,194  666,188  980,749  1056737  159,106   83,118

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    -35,715)
  -4,840  -75,981  -16,759   -7,741   66,258  -29,341  -26,482   -6,374   -9,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     33.7      0.6     80.4     58.4     86.0     92.7     14.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      16       22       14       84       78      107      107                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      485,172
COMMITMENTS
  77,993   61,580  110,494  255,250  286,501  443,737  458,576   41,434   26,596

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      3,629)
    -781  -16,300   11,821     -339   13,029   10,702    8,551   -7,073   -4,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     12.7     22.8     52.6     59.1     91.5     94.5      8.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      80       69      110      117      100      271      228                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,219
COMMITMENTS
   4,086    2,278    1,515    6,050    7,529   11,652   11,323    1,567    1,896

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -1,276)
  -2,117      103      465      783   -1,558     -870     -990     -406     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9     17.2     11.5     45.8     57.0     88.1     85.7     11.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22        9       11       13       15       37       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,439,499
COMMITMENTS
 764,812  809,638  144,812  2329993  2393405  3239618  3347855  199,881   91,644

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     91,135)
 -55,506  -59,472   33,578  114,181  130,850   92,253  104,955   -1,118  -13,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     23.5      4.2     67.7     69.6     94.2     97.3      5.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
      76       48       48      193      157      287      235                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,736,552
COMMITMENTS
 644,053  665,299  1296779  3334978  3339356  5275810  5301434  460,742  435,118

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    318,502)
 -80,256  -35,288  226,170  194,113  143,701  340,026  334,583  -21,524  -16,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     11.6     22.6     58.1     58.2     92.0     92.4      8.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
      77       77      100      242      225      371      350                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      887,766
COMMITMENTS
  46,934  152,283    7,384  697,885  552,072  752,203  711,739  135,563  176,027

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -8,857)
  -3,430    4,614   -3,834   -6,071   -4,933  -13,335   -4,153    4,478   -4,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     17.2      0.8     78.6     62.2     84.7     80.2     15.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
       8       12       12       60       70       74       88                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,580,720
COMMITMENTS
 668,126  602,743  950,600  3618930  3737885  5237656  5291228  343,064  289,492

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    364,099)
 -58,795 -188,905  452,562  -26,994  119,792  366,773  383,449   -2,674  -19,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0     10.8     17.0     64.8     67.0     93.9     94.8      6.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      72       34       59      165      174      254      250                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,921,326
COMMITMENTS
 532,122  189,202  339,519  1011984  1338811  1883625  1867532   37,701   53,794

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    185,268)
   7,919  -46,489   90,522   85,340  139,035  183,781  183,068    1,487    2,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7      9.8     17.7     52.7     69.7     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      27       26       37       65       71      113      115                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       43,309
COMMITMENTS
  11,475    3,600    1,846   22,655   31,901   35,976   37,347    7,333    5,961

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -2,084)
    -964   -1,708     -450     -336      260   -1,750   -1,899     -334     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5      8.3      4.3     52.3     73.7     83.1     86.2     16.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       10        9       34       29       63       45                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       86,617
COMMITMENTS
  22,950    7,201    3,692   45,310   63,802   71,952   74,695   14,665   11,923

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -4,169)
  -1,928   -3,416     -900     -673      519   -3,501   -3,797     -668     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5      8.3      4.3     52.3     73.7     83.1     86.2     16.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       10        9       34       29       63       45                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       40,211
COMMITMENTS
   3,205    2,851        0   34,592   36,239   37,797   39,090    2,414    1,121

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -1,389)
    -108        0        0     -902   -1,239   -1,010   -1,239     -379     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      7.1      0.0     86.0     90.1     94.0     97.2      6.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       14       10       17       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,769
COMMITMENTS
  10,539   15,408    2,482    6,487    1,793   19,508   19,683      261       86

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:        188)
  -1,376   -2,876    1,694     -147    1,417      171      235       17      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.3     77.9     12.6     32.8      9.1     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      23       13        4        4        3       30       17                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      111,345
COMMITMENTS
  20,502    7,170   59,785   31,053   43,465  111,340  110,420        5      925

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      8,024)
  -8,845   -1,439   10,776    6,095     -766    8,026    8,571       -2     -547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      6.4     53.7     27.9     39.0    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        5        4        5       13       14       20                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       47,625
COMMITMENTS
  15,416   15,391   32,209        0        0   47,625   47,600        0       25

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:        723)
     190     -312    1,038        0        0    1,228      726     -505       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4     32.3     67.6      0.0      0.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7       12        5        0        0       10       15                  



Updated March 13, 2020