WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      495,313
COMMITMENTS
 136,925  173,001  145,220  170,240  128,612  452,385  446,833   42,928   48,480

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     -4,927)
  -8,087  -14,972    6,911   -2,841       62   -4,017   -7,999     -910    3,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     34.9     29.3     34.4     26.0     91.3     90.2      8.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     132      121      136       96      102      307      300                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       15,603
COMMITMENTS
   5,563      500    1,050    8,687   13,779   15,300   15,329      303      274

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:        857)
     624        0      -20      290      763      894      743      -37      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7      3.2      6.7     55.7     88.3     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        2        4       16       12       25       17                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      331,020
COMMITMENTS
  86,562  113,564   78,437  132,374  118,675  297,373  310,676   33,647   20,344

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:      7,202)
      26   -2,366    5,512     -181    4,661    5,357    7,807    1,845     -605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     34.3     23.7     40.0     35.9     89.8     93.9     10.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      86       60       74       90       78      208      187                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,813,508
COMMITMENTS
 410,239  472,087  420,446  757,040  741,654  1587725  1634187  225,783  179,321

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:      3,460)
 -22,875  -61,722    9,939    9,191   50,339   -3,745   -1,444    7,205    4,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     26.0     23.2     41.7     40.9     87.5     90.1     12.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      822)
     198      150      195      319      335      627      608                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,978
COMMITMENTS
   1,494      861      235    1,910    2,923    3,639    4,019    1,339      959

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:        285)
     -41      196       78      129      110      166      384      119      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     17.3      4.7     38.4     58.7     73.1     80.7     26.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        3        9        9       18       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      711,711
COMMITMENTS
 135,161  162,672  150,249  377,104  313,502  662,514  626,423   49,197   85,288

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     22,235)
   7,614   -5,355    5,566    9,078   21,681   22,258   21,892      -23      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     22.9     21.1     53.0     44.0     93.1     88.0      6.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     131      154      179      159      226      404      483                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      484,809
COMMITMENTS
 111,976  103,122  130,680  207,960  221,930  450,616  455,732   34,193   29,077

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:      2,807)
  -5,555   13,236    1,071    5,129  -11,580      645    2,727    2,162       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     21.3     27.0     42.9     45.8     92.9     94.0      7.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      94       98      129       81       77      255      253                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      984,867
COMMITMENTS
 172,189  190,144   17,734  614,407  624,167  804,330  832,045  180,537  152,822

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     30,436)
  23,749   11,486   -1,822    1,837   15,729   23,764   25,393    6,672    5,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     19.3      1.8     62.4     63.4     81.7     84.5     18.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      41       35       15       81       78      126      124                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,140,212
COMMITMENTS
 103,644  403,706   17,857  855,249  617,633  976,750  1039196  163,462  101,016

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     22,640)
 -13,707    9,313   -2,050   35,010   10,224   19,253   17,487    3,387    5,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     35.4      1.6     75.0     54.2     85.7     91.1     14.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      21       16       17       72       62       99       89                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,388
COMMITMENTS
     473      222       40      451      877      964    1,139      424      249

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     16.0      2.9     32.5     63.2     69.5     82.1     30.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        2        7        8       16       13                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      462,492
COMMITMENTS
  95,161   77,039   93,972  225,205  257,380  414,338  428,391   48,154   34,101

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:      7,054)
   3,263  -13,569    5,907   -3,622   15,954    5,548    8,292    1,506   -1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     16.7     20.3     48.7     55.7     89.6     92.6     10.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      80       68       82      106       95      237      206                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,634
COMMITMENTS
     835    2,959      195    6,142    4,303    7,172    7,457    1,462    1,177

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:        902)
     153   -1,161      137      546    1,856      836      832       66       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     34.3      2.3     71.1     49.8     83.1     86.4     16.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       18        7       15       11       33       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,133,763
COMMITMENTS
 786,736  940,750   43,442  2118753  2034532  2948931  3018724  184,832  115,039

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     90,925)
  36,390   64,185   -5,301   83,449   52,338  114,538  111,222  -23,613  -20,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     30.0      1.4     67.6     64.9     94.1     96.3      5.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      64       51       38      162      136      248      203                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,946,255
COMMITMENTS
 699,752  866,270  230,794  2556486  2444384  3487032  3541448  459,223  404,807

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     83,400)
  -4,812   -2,268    1,415   75,019   63,944   71,622   63,091   11,778   20,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     22.0      5.8     64.8     61.9     88.4     89.7     11.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
      82       73       40      175      170      272      268                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      714,053
COMMITMENTS
  93,351  100,285    6,861  501,551  453,872  601,763  561,018  112,290  153,035

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     36,822)
  16,608  -11,295   -5,062   36,662   54,806   48,208   38,449  -11,386   -1,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     14.0      1.0     70.2     63.6     84.3     78.6     15.7     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      18       11       12       62       56       85       74                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,268,476
COMMITMENTS
 798,284  964,034   70,918  2986859  2877158  3856061  3912110  412,415  356,366

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     38,363)
  23,035  -30,888  -25,547   33,386   91,202   30,874   34,767    7,489    3,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     22.6      1.7     70.0     67.4     90.3     91.7      9.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      63       57       39      143      164      223      243                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,828,240
COMMITMENTS
 220,063  378,277  416,589  1154909  977,404  1791561  1772270   36,679   55,970

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     91,853)
   3,509   41,343   -9,215   93,144   60,438   87,438   92,566    4,415     -713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     20.7     22.8     63.2     53.5     98.0     96.9      2.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      27       39       49       60       71      114      136                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,096
COMMITMENTS
  18,426    5,323    2,318   10,760   23,421   31,504   31,062    7,592    8,034

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:       -736)
  -1,510   -5,027      550     -781    2,991   -1,741   -1,487    1,006      751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     13.6      5.9     27.5     59.9     80.6     79.5     19.4     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      33       18        7       22       22       58       44                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       78,191
COMMITMENTS
  36,851   10,645    4,636   21,520   46,842   63,007   62,123   15,184   16,068

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     -1,471)
  -3,020  -10,053    1,099   -1,561    5,981   -3,482   -2,973    2,011    1,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     13.6      5.9     27.5     59.9     80.6     79.5     19.4     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      33       18        7       22       22       58       44                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       22,125
COMMITMENTS
   3,268      452        0   17,556   20,959   20,824   21,411    1,301      714

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:        -77)
      64        0        0     -115     -113      -51     -113      -26       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      2.0      0.0     79.3     94.7     94.1     96.8      5.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        0       13        9       17       10                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       24,387
COMMITMENTS
  12,221   22,786      304   11,692    1,143   24,217   24,233      170      154

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     -4,949)
  -4,435   -4,039     -485       10     -520   -4,910   -5,044      -39       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     93.4      1.2     47.9      4.7     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19       18        2        4        1       25       19                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,278
COMMITMENTS
  15,315    8,120       83    7,860   11,765   23,258   19,968       20    3,310

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:       -390)
    -541      495        0      190     -720     -351     -225      -39     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.8     34.9      0.4     33.8     50.5     99.9     85.8      0.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       10        1        5       15       12       25                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 03/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       15,145
COMMITMENTS
  12,345    5,880        9    2,769    6,911   15,123   12,800       22    2,345

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:      1,653)
   1,694      374        0      -52    1,436    1,642    1,810       11     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.5     38.8      0.1     18.3     45.6     99.9     84.5      0.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        9        1        2       11        7       20                  



Updated April 3, 2019