WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      471,175
COMMITMENTS
 135,037  176,587  122,829  171,694  123,083  429,560  422,499   41,615   48,676

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:       -559)
   1,342   16,626   -4,891    4,075  -10,731      526    1,004   -1,085   -1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     37.5     26.1     36.4     26.1     91.2     89.7      8.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     120      138      131      104       96      299      304                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       15,635
COMMITMENTS
   5,048      600    1,250    9,037   13,510   15,335   15,360      300      275

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:      1,505)
     573      -50       30      985    1,725    1,588    1,705      -83     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      3.8      8.0     57.8     86.4     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        3        4       15       13       22       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      319,362
COMMITMENTS
  85,256  118,023   77,105  122,195  102,464  284,556  297,592   34,806   21,770

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:     -8,011)
   2,661    5,945   -7,050   -1,233   -7,265   -5,622   -8,370   -2,389      359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     37.0     24.1     38.3     32.1     89.1     93.2     10.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      87       61       74       99       79      219      188                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,810,497
COMMITMENTS
 412,412  566,903  365,985  789,199  694,737  1567596  1627625  242,901  182,872

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:     61,787)
   9,090   34,343   17,242   32,743   12,207   59,075   63,792    2,712   -2,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     31.3     20.2     43.6     38.4     86.6     89.9     13.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      841)
     202      160      201      348      324      662      618                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,130
COMMITMENTS
   1,879      268      235    2,096    4,535    4,210    5,038    1,920    1,092

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:         92)
     -25     -824     -105       43    1,043      -87      114      179      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      4.4      3.8     34.2     74.0     68.7     82.2     31.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        4        3        8       11       16       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      787,124
COMMITMENTS
 143,284  200,190  174,729  416,120  327,813  734,133  702,732   52,991   84,392

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:     19,186)
  -1,824   16,439    3,283   17,959   -2,227   19,418   17,495     -232    1,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     25.4     22.2     52.9     41.6     93.3     89.3      6.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      611)
     134      168      175      176      230      415      500                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      474,758
COMMITMENTS
 118,195  125,087  102,908  221,340  216,545  442,443  444,540   32,315   30,218

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:     -7,465)
    -215    3,420  -14,449    9,171    3,680   -5,493   -7,349   -1,972     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     26.3     21.7     46.6     45.6     93.2     93.6      6.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      97      101      122       84       80      256      251                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      950,016
COMMITMENTS
 156,399  180,988   16,883  605,920  602,017  779,202  799,888  170,814  150,128

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:      8,348)
  -3,762   -4,505     -518    1,548    6,277   -2,732    1,254   11,080    7,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     19.1      1.8     63.8     63.4     82.0     84.2     18.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      40       36       19       72       81      118      130                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,176,333
COMMITMENTS
  99,623  413,038   18,803  888,071  651,447  1006497  1083288  169,836   93,045

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:     17,502)
  -1,792    7,190    1,438   23,396    8,253   23,042   16,881   -5,540      621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     35.1      1.6     75.5     55.4     85.6     92.1     14.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      21       18       18       78       67      106       96                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      450,584
COMMITMENTS
  87,253   75,870   96,617  216,951  240,473  400,821  412,960   49,763   37,624

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:       -136)
     895    2,939   -5,124    4,201      899      -28   -1,286     -108    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     16.8     21.4     48.1     53.4     89.0     91.6     11.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      81       75       95      107       93      244      221                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,737
COMMITMENTS
     887    3,313       67    5,237    3,024    6,191    6,404    1,546    1,333

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:        201)
      56      454      -97       75     -128       34      229      167      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     42.8      0.9     67.7     39.1     80.0     82.8     20.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12       16        4       12       13       26       31                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,591,230
COMMITMENTS
 862,416  1034038  166,236  2391988  2281314  3420640  3481588  170,590  109,642

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:     63,569)
 -25,726   16,438   26,847   79,856   20,083   80,977   63,368  -17,408      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     28.8      4.6     66.6     63.5     95.2     96.9      4.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      79       54       46      174      137      279      211                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,983,736
COMMITMENTS
 620,384  896,034  256,015  2663293  2399586  3539692  3551635  444,044  432,101

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:     60,709)
  -9,869    4,217   14,819   75,362   28,889   80,312   47,925  -19,603   12,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     22.5      6.4     66.9     60.2     88.9     89.2     11.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
      87       70       51      181      160      292      257                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      748,216
COMMITMENTS
  84,024  110,536    8,981  534,730  482,912  627,735  602,429  120,481  145,787

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:     13,982)
 -12,628    6,389      835   20,911    3,576    9,118   10,800    4,864    3,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     14.8      1.2     71.5     64.5     83.9     80.5     16.1     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      16       14       12       56       58       78       78                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,496,281
COMMITMENTS
 830,900  893,811  148,589  3157173  3100131  4136662  4142531  359,619  353,750

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:    181,638)
   7,486   16,822   53,819  108,510  112,214  169,815  182,855   11,823   -1,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     19.9      3.3     70.2     68.9     92.0     92.1      8.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      63       56       42      149      166      233      243                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,796,079
COMMITMENTS
 183,405  365,736  430,196  1145228  958,711  1758829  1754643   37,250   41,436

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:     26,743)
 -30,332      -40    9,025   43,318   19,679   22,011   28,664    4,732   -1,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     20.4     24.0     63.8     53.4     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      26       47       48       60       68      117      135                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,945
COMMITMENTS
  18,270    4,540    1,446   12,016   27,149   31,731   33,134    9,214    7,811

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:      1,381)
    -376     -545     -574      409    2,112     -541      993    1,921      388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     11.1      3.5     29.3     66.3     77.5     80.9     22.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      30       20        7       23       28       56       52                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,890
COMMITMENTS
  36,539    9,080    2,891   24,032   54,297   63,462   66,268   18,428   15,622

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:      2,761)
    -752   -1,090   -1,147      818    4,223   -1,081    1,986    3,842      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     11.1      3.5     29.3     66.3     77.5     80.9     22.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      30       20        7       23       28       56       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       26,294
COMMITMENTS
   3,936      452        0   21,091   24,616   25,027   25,068    1,267    1,226

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:      1,603)
     370     -241        0    1,328    1,261    1,698    1,020      -95      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      1.7      0.0     80.2     93.6     95.2     95.3      4.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        0       12       11       16       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       28,016
COMMITMENTS
  12,626   26,740      100   15,042    1,143   27,768   27,983      248       33

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:        301)
     368      962     -110       -4        0      254      852       47     -551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     95.4      0.4     53.7      4.1     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      20       19        1        5        1       26       20                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       19,863
COMMITMENTS
  12,082    6,352       71    7,693   10,753   19,846   17,176       17    2,687

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:        -59)
    -326     -670        0      280      -67      -46     -737      -13      678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     32.0      0.4     38.7     54.1     99.9     86.5      0.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       10        1        5       14       13       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,456
COMMITMENTS
  13,618    4,401        9    2,757   10,527   16,384   14,937       72    1,519

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:       -515)
    -518     -100        0      -12     -280     -530     -380       15     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.8     26.7      0.1     16.8     64.0     99.6     90.8      0.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        9        1        2       11        9       20                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 04/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       48,443
COMMITMENTS
  18,936   18,953   29,463        0        0   48,399   48,416       44       27

CHANGES FROM 04/09/19 (CHANGE IN OPEN INTEREST:        123)
     108      150        0        0        0      108      150       15      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     39.1     60.8      0.0      0.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       15        4        0        0        8       18                  



Updated April 19, 2019