WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      420,761
COMMITMENTS
 125,812  116,102  118,993  142,072  141,179  386,877  376,274   33,884   44,487

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    -21,423)
   6,539   -6,856  -25,839   -1,662    9,428  -20,962  -23,267     -461    1,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     27.6     28.3     33.8     33.6     91.9     89.4      8.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     108      117      126       87      113      275      297                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       17,279
COMMITMENTS
   4,417      590    1,550   11,027   14,679   16,994   16,819      285      460

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -1,274)
  -1,135      390      -50      -94   -1,320   -1,279     -980        5     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      3.4      9.0     63.8     85.0     98.4     97.3      1.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        2        3       16       14       23       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      299,794
COMMITMENTS
  71,828   77,072   85,028  115,673  116,102  272,529  278,202   27,265   21,592

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -5,748)
  -1,189   -2,057   -5,181      322    2,652   -6,048   -4,586      300   -1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     25.7     28.4     38.6     38.7     90.9     92.8      9.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      75       63       68       85       81      200      179                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,790,591
COMMITMENTS
 447,556  208,181  357,124  736,560  1002630  1541240  1567935  249,351  222,656

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -6,767)
  -1,963  -17,323   12,134  -15,689     -324   -5,518   -5,513   -1,249   -1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     11.6     19.9     41.1     56.0     86.1     87.6     13.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      888)
     242      133      206      340      390      686      647                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,064
COMMITMENTS
   3,403      224      376    1,220    5,368    4,999    5,968    2,065    1,096

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:       -543)
    -292      -62      -50      -16     -108     -358     -220     -185     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.2      3.2      5.3     17.3     76.0     70.8     84.5     29.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16        4        2       10       11       28       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      757,333
COMMITMENTS
 140,432  188,101  185,519  382,625  310,835  708,576  684,455   48,757   72,878

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    -14,290)
     677      453   -3,014   -9,822  -10,142  -12,159  -12,703   -2,131   -1,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     24.8     24.5     50.5     41.0     93.6     90.4      6.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     137      143      180      159      202      404      459                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      487,041
COMMITMENTS
 117,633  132,924   98,739  235,450  227,730  451,822  459,393   35,219   27,648

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    -30,358)
  -6,552   -4,398  -15,649   -9,744   -8,769  -31,945  -28,816    1,587   -1,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     27.3     20.3     48.3     46.8     92.8     94.3      7.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      93      102      108       89       75      244      243                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      968,255
COMMITMENTS
 184,502  166,313   21,515  582,662  640,762  788,679  828,590  179,576  139,665

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    -12,885)
  18,475   -9,226  -13,128  -10,328   15,316   -4,981   -7,038   -7,904   -5,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     17.2      2.2     60.2     66.2     81.5     85.6     18.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      47       24       19       77       80      128      119                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,159,173
COMMITMENTS
  87,403  387,529   27,919  866,481  652,183  981,803  1067631  177,370   91,542

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      4,649)
   7,877  -11,591   -4,241      234   15,861    3,870       29      779    4,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     33.4      2.4     74.7     56.3     84.7     92.1     15.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      25       17       15       70       68       99       96                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      482,155
COMMITMENTS
  87,686   55,308  113,441  234,986  282,433  436,113  451,182   46,042   30,973

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -4,497)
  -4,445   -3,387    4,204   -3,961   -6,639   -4,202   -5,822     -295    1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     11.5     23.5     48.7     58.6     90.5     93.6      9.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      78       54       89      105       95      233      204                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,761
COMMITMENTS
   1,900    1,730      149    3,549    4,579    5,598    6,458    2,163    1,303

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:          7)
     336      -57        6     -636        6     -294      -45      301       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     22.3      1.9     45.7     59.0     72.1     83.2     27.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13       13        6       10       14       28       29                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,680,451
COMMITMENTS
 993,218  1168832   58,192  2439518  2337945  3490928  3564969  189,523  115,482

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     98,898)
 -43,332   86,224   10,483  111,682      169   78,833   96,876   20,065    2,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     31.8      1.6     66.3     63.5     94.9     96.9      5.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      71       60       36      165      143      253      222                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,935,860
COMMITMENTS
 643,501  1009489  230,990  2584462  2273338  3458953  3513817  476,907  422,043

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      1,050)
  30,228  -71,486  -35,902   -3,382  104,455   -9,056   -2,933   10,106    3,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     25.6      5.9     65.7     57.8     87.9     89.3     12.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
      81       74       45      180      177      281      276                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      717,293
COMMITMENTS
 148,189  111,169    7,979  448,115  448,950  604,283  568,098  113,010  149,195

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    -11,799)
  23,662   12,065      376  -41,508  -24,127  -17,470  -11,686    5,671     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     15.5      1.1     62.5     62.6     84.2     79.2     15.8     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      17       13       13       52       57       75       77                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,509,009
COMMITMENTS
 819,482  881,212   83,427  3263620  3222220  4166529  4186859  342,480  322,150

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:   -137,922)
   8,700  -93,654  -13,923 -120,683  -26,183 -125,906 -133,760  -12,016   -4,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     19.5      1.9     72.4     71.5     92.4     92.9      7.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      58       57       42      147      166      228      242                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,275,845
COMMITMENTS
 337,991  456,943  460,959  1443332  1304336  2242282  2222238   33,563   53,607

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    109,911)
  28,038  -20,571    3,679   77,489  123,500  109,206  106,608      705    3,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     20.1     20.3     63.4     57.3     98.5     97.6      1.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      33       40       49       67       77      125      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       37,341
COMMITMENTS
  10,111    6,984    2,025   17,731   19,199   29,866   28,208    7,475    9,133

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -1,866)
     139   -1,923     -376   -1,840      738   -2,077   -1,561      211     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     18.7      5.4     47.5     51.4     80.0     75.5     20.0     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      23       23        7       31       27       60       52                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       74,681
COMMITMENTS
  20,221   13,968    4,050   35,461   38,397   59,732   56,415   14,949   18,266

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -3,731)
     277   -3,845     -751   -3,679    1,475   -4,153   -3,121      422     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     18.7      5.4     47.5     51.4     80.0     75.5     20.0     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      23       23        7       31       27       60       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       28,348
COMMITMENTS
   1,960    1,910        0   24,879   24,158   26,839   26,068    1,509    2,280

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      2,495)
     -60      798        0    2,574      888    2,514    1,686      -19      809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      6.7      0.0     87.8     85.2     94.7     92.0      5.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        0       12       11       15       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       33,182
COMMITMENTS
  24,128   28,500    1,952    6,918    2,065   32,998   32,517      184      665

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      1,330)
  -1,268     -446    1,837      759      -73    1,328    1,318        2       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.7     85.9      5.9     20.8      6.2     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      22       20        4        4        2       30       22                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,037
COMMITMENTS
  20,907    5,451      104    8,002   21,370   29,013   26,925       24    2,112

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      1,773)
     612   -1,050       33    1,149    2,756    1,794    1,739      -21       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.0     18.8      0.4     27.6     73.6     99.9     92.7      0.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        7        2        5       16       13       23                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,204
COMMITMENTS
  17,565    5,280      108    5,449   16,170   23,122   21,558       82    1,646

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      2,073)
    -724   -1,435       41    2,686    4,301    2,003    2,907       70     -834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.7     22.8      0.5     23.5     69.7     99.6     92.9      0.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7       10        1        3       11       10       22                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 06/11/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       45,754
COMMITMENTS
  15,158   15,172   30,579        0        0   45,737   45,751       17        3

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -3,221)
  -3,602   -3,603      384        0        0   -3,218   -3,219       -3       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     33.2     66.8      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       16        5        0        0        7       21                  



Updated June 14, 2019