WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      500,240
COMMITMENTS
 145,012  187,973  138,309  173,081  128,550  456,402  454,832   43,838   45,408

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     -3,706)
    -999   -1,688   -3,961    2,530    1,977   -2,430   -3,672   -1,276      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     37.6     27.6     34.6     25.7     91.2     90.9      8.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     143      123      132       99       97      309      296                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       14,746
COMMITMENTS
   4,939      500    1,070    8,397   13,016   14,406   14,586      340      160

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:      1,081)
     291   -1,100       50      661    2,071    1,002    1,021       79       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      3.4      7.3     56.9     88.3     97.7     98.9      2.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        2        5       15       12       24       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      323,818
COMMITMENTS
  86,536  115,930   72,925  132,555  114,014  292,016  302,869   31,802   20,949

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     12,526)
    -860      -88    7,118    6,428    4,095   12,686   11,125     -160    1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     35.8     22.5     40.9     35.2     90.2     93.5      9.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      84       59       72       97       79      212      186                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,810,048
COMMITMENTS
 433,114  533,809  410,507  747,849  691,315  1591470  1635631  218,578  174,417

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     52,573)
  -1,344   -2,966   21,970   22,545   32,203   43,171   51,207    9,402    1,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     29.5     22.7     41.3     38.2     87.9     90.4     12.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      832)
     199      161      194      322      330      631      611                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,693
COMMITMENTS
   1,535      665      157    1,781    2,813    3,473    3,635    1,220    1,058

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:        426)
     -50      -37      -56      684      489      578      396     -152       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     14.2      3.3     38.0     59.9     74.0     77.5     26.0     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        2        2        9        9       18       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      689,476
COMMITMENTS
 127,547  168,027  144,683  368,026  291,821  640,256  604,531   49,220   84,945

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     -5,097)
   2,784  -22,703     -196   -8,119   18,955   -5,531   -3,944      434   -1,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     24.4     21.0     53.4     42.3     92.9     87.7      7.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     140      156      167      159      226      400      476                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      482,002
COMMITMENTS
 117,531   89,886  129,609  202,831  233,510  449,971  453,005   32,031   28,997

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:      7,045)
  -6,794   12,542    3,165   11,797   -9,403    8,168    6,304   -1,123      741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     18.6     26.9     42.1     48.4     93.4     94.0      6.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     103       99      126       79       78      264      252                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      954,431
COMMITMENTS
 148,440  178,658   19,556  612,570  608,438  780,566  806,652  173,865  147,779

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:    -12,811)
       9    7,627   -4,771   -4,684  -18,756   -9,446  -15,900   -3,365    3,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     18.7      2.0     64.2     63.7     81.8     84.5     18.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      46       29       20       73       87      123      132                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,117,572
COMMITMENTS
 117,351  394,393   19,907  820,239  607,409  957,497  1021709  160,075   95,863

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     -2,955)
  -3,907   -8,388   -3,044    2,784    6,625   -4,167   -4,807    1,212    1,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     35.3      1.8     73.4     54.4     85.7     91.4     14.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      23       17       20       74       66      105       95                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      455,438
COMMITMENTS
  91,898   90,608   88,065  228,827  241,426  408,790  420,099   46,648   35,339

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     -1,097)
     357  -16,724    3,037   -6,304   14,760   -2,910    1,073    1,813   -2,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     19.9     19.3     50.2     53.0     89.8     92.2     10.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      77       71       77      105       90      230      201                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,732
COMMITMENTS
     682    4,120       58    5,596    2,447    6,336    6,625    1,396    1,107

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:         78)
     -33      -93      -30      157      169       94       46      -16       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     53.3      0.8     72.4     31.6     81.9     85.7     18.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       17        5       14        8       29       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,042,838
COMMITMENTS
 750,346  876,565   48,743  2035304  1982194  2834393  2907502  208,445  135,336

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     64,884)
  11,969    4,797   -8,534   33,587   63,426   37,022   59,689   27,862    5,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     28.8      1.6     66.9     65.1     93.1     95.6      6.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      67       50       37      156      123      245      188                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,862,855
COMMITMENTS
 704,564  868,538  229,379  2481467  2380440  3415410  3478357  447,445  384,498

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     28,359)
  68,105   55,645   -4,851  -32,611   -8,909   30,643   41,885   -2,284  -13,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     22.5      5.9     64.2     61.6     88.4     90.0     11.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
      88       72       43      180      169      286      266                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      677,231
COMMITMENTS
  76,743  111,580   11,923  464,889  399,066  553,555  522,569  123,676  154,662

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:      8,575)
   8,475      736     -909  -10,605    9,308   -3,039    9,135   11,614     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     16.5      1.8     68.6     58.9     81.7     77.2     18.3     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      15       14       11       54       56       75       75                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,230,113
COMMITMENTS
 775,249  994,922   96,465  2953473  2785956  3825187  3877343  404,926  352,770

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:    -23,824)
      12   16,677  -14,245  -18,872  -34,707  -33,105  -32,275    9,281    8,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     23.5      2.3     69.8     65.9     90.4     91.7      9.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      59       63       39      142      159      221      241                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,736,387
COMMITMENTS
 216,554  336,934  425,804  1061765  916,966  1704123  1679704   32,264   56,683

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     21,788)
 -48,375   10,831   29,281   41,097  -17,525   22,003   22,587     -215     -799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     19.4     24.5     61.1     52.8     98.1     96.7      1.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      31       41       46       59       75      113      144                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,831
COMMITMENTS
  19,936   10,349    1,769   11,541   20,431   33,245   32,548    6,587    7,283

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     -8,782)
   1,375    3,135     -302   -8,187  -11,059   -7,114   -8,226   -1,668     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     26.0      4.4     29.0     51.3     83.5     81.7     16.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      31       24       11       23       23       61       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       79,662
COMMITMENTS
  39,871   20,698    3,537   23,081   40,861   66,489   65,096   13,173   14,566

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:    -17,563)
   2,750    6,269     -604  -16,374  -22,117  -14,228  -16,452   -3,335   -1,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     26.0      4.4     29.0     51.3     83.5     81.7     16.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      31       24       11       23       23       61       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       22,202
COMMITMENTS
   3,204      452        0   17,671   21,072   20,875   21,524    1,327      678

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:    -14,430)
     693     -224        0  -14,032  -13,175  -13,339  -13,399   -1,091   -1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      2.0      0.0     79.6     94.9     94.0     96.9      6.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       13        9       16       10                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       29,336
COMMITMENTS
  16,656   26,825      789   11,682    1,663   29,127   29,277      209       59

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     -5,269)
  -1,643   -1,653      179      160      160   -1,304   -1,314   -3,965   -3,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8     91.4      2.7     39.8      5.7     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19       18        4        4        2       26       21                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,668
COMMITMENTS
  15,856    7,625       83    7,670   12,485   23,609   20,193       59    3,475

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     -4,068)
    -957     -166      -80   -3,042   -3,939   -4,079   -4,185       11      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     32.2      0.4     32.4     52.8     99.8     85.3      0.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       10        1        5       15       13       25                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       13,492
COMMITMENTS
  10,651    5,506        9    2,821    5,475   13,481   10,990       11    2,502

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:     -2,970)
  -2,282     -360      -77     -611   -2,668   -2,970   -3,105        0      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.9     40.8      0.1     20.9     40.6     99.9     81.5      0.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        8        1        3        9       10       17                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 03/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       74,159
COMMITMENTS
  20,143   20,120   54,010        0        0   74,153   74,130        6       29

CHANGES FROM 03/12/19 (CHANGE IN OPEN INTEREST:       -373)
    -339     -334      -39        0        0     -378     -373        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     27.1     72.8      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4       15        4        0        0        7       17                  



Updated March 22, 2019