WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      362,642
COMMITMENTS
 132,144   90,085   86,138  114,315  144,202  332,597  320,425   30,045   42,217

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -18,337)
   2,482   -9,373   -8,377   -9,829      827  -15,724  -16,923   -2,613   -1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     24.8     23.8     31.5     39.8     91.7     88.4      8.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     112       99      110       73      111      246      268                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,188
COMMITMENTS
   8,597        0    1,150   10,904   19,298   20,651   20,448      537      740

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      2,218)
   1,900        0     -200      367    2,478    2,067    2,278      151      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6      0.0      5.4     51.5     91.1     97.5     96.5      2.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        0        4       16       15       24       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      269,299
COMMITMENTS
  67,323   70,515   66,671  110,584  109,947  244,578  247,133   24,721   22,166

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      8,283)
   4,324    4,314    1,248    2,942    2,607    8,514    8,169     -231      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     26.2     24.8     41.1     40.8     90.8     91.8      9.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      82       60       64       70       70      185      168                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,746,923
COMMITMENTS
 465,709  164,910  323,396  693,030  1054050  1482135  1542356  264,788  204,567

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -14,384)
   3,594    9,996   22,021  -32,126  -24,780   -6,511    7,237   -7,873  -21,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      9.4     18.5     39.7     60.3     84.8     88.3     15.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      904)
     234      137      206      354      399      696      659                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,839
COMMITMENTS
   2,320      113        0      717    3,730    3,037    3,843    1,802      996

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:       -203)
      68       57      -50     -167     -173     -149     -166      -54      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9      2.3      0.0     14.8     77.1     62.8     79.4     37.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        2        0        6        9       17       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      648,855
COMMITMENTS
 132,609  129,457  139,250  326,686  309,517  598,545  578,224   50,310   70,631

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:     -5,310)
   4,966      -54   -5,488      149      -91     -373   -5,633   -4,937      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     20.0     21.5     50.3     47.7     92.2     89.1      7.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      524)
     137      122      154      161      200      394      413                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      421,129
COMMITMENTS
 103,798  111,764   80,720  204,640  197,684  389,158  390,168   31,971   30,961

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -14,734)
   1,039    2,483   -7,466   -9,114  -12,703  -15,541  -17,686      807    2,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     26.5     19.2     48.6     46.9     92.4     92.6      7.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      89       88       98       88       68      234      216                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      933,255
COMMITMENTS
 164,048  163,413   14,573  578,172  616,873  756,793  794,859  176,462  138,396

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:     -6,209)
 -12,887    2,668   -1,288    9,159   -6,771   -5,016   -5,391   -1,193     -818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     17.5      1.6     62.0     66.1     81.1     85.2     18.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      43       22       16       75       74      120      110                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,150,605
COMMITMENTS
  94,631  392,805   12,122  866,836  658,225  973,589  1063152  177,016   87,453

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      8,691)
   4,714      631   -3,152    7,223   12,945    8,785   10,424      -94   -1,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     34.1      1.1     75.3     57.2     84.6     92.4     15.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      25       16       15       72       67      100       95                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      437,302
COMMITMENTS
  74,354   61,329  104,467  214,891  242,611  393,712  408,407   43,590   28,895

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -27,018)
     679   11,834  -16,822   -8,799  -20,886  -24,942  -25,874   -2,076   -1,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     14.0     23.9     49.1     55.5     90.0     93.4     10.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      73       62       86       97       83      227      188                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,825
COMMITMENTS
   1,240    1,698       38    2,921    3,235    4,199    4,971    1,626      854

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:     -1,501)
    -414      193     -292     -461     -907   -1,167   -1,006     -334     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     29.2      0.7     50.1     55.5     72.1     85.3     27.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       13        3        8       10       23       23                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,526,478
COMMITMENTS
 857,443  1162511   41,976  2418046  2215918  3317465  3420405  209,013  106,073

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -90,826)
 -52,692  -17,366   -3,408  -44,039  -59,194 -100,139  -79,968    9,313  -10,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     33.0      1.2     68.6     62.8     94.1     97.0      5.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
      70       57       33      168      137      252      213                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,756,647
COMMITMENTS
 638,138  927,022  182,218  2478903  2219460  3299259  3328700  457,388  427,947

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -12,642)
 -33,998  -26,213   -1,091   34,663   -4,868     -426  -32,172  -12,216   19,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     24.7      4.9     66.0     59.1     87.8     88.6     12.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
      89       62       44      185      173      292      261                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      756,775
COMMITMENTS
 144,707  120,317   10,336  489,523  480,082  644,566  610,735  112,209  146,040

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      4,954)
     519   -1,425     -319    3,555    8,714    3,755    6,970    1,199   -2,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     15.9      1.4     64.7     63.4     85.2     80.7     14.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      13       15       12       55       60       75       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,440,077
COMMITMENTS
 857,409  944,340   64,176  3176567  3085445  4098152  4093961  341,925  346,116

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -10,711)
 -15,959   29,129    2,644   21,360  -57,198    8,045  -25,425  -18,756   14,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     21.3      1.4     71.5     69.5     92.3     92.2      7.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      57       59       39      148      159      225      237                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,050,441
COMMITMENTS
 403,461  409,860  391,947  1221641  1192091  2017049  1993898   33,392   56,543

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:   -233,918)
 -57,290 -100,693  -20,928 -147,966 -106,466 -226,184 -228,087   -7,734   -5,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     20.0     19.1     59.6     58.1     98.4     97.2      1.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      38       47       50       59       80      121      155                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       42,532
COMMITMENTS
  22,923    3,723      791   10,227   29,817   33,941   34,330    8,591    8,202

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      1,207)
     133     -836      256       96    3,093      484    2,512      724   -1,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9      8.8      1.9     24.0     70.1     79.8     80.7     20.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      33       16        4       24       27       57       47                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,063
COMMITMENTS
  45,846    7,445    1,581   20,454   59,633   67,881   68,659   17,182   16,404

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      2,414)
     265   -1,672      511      191    6,185      967    5,024    1,447   -2,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9      8.8      1.9     24.0     70.1     79.8     80.7     20.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      33       16        4       24       27       57       47                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,293
COMMITMENTS
   2,683    2,078        0   24,413   26,892   27,096   28,970    2,197      323

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      2,699)
     -13      854        0    2,486    1,973    2,473    2,827      226     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      7.1      0.0     83.3     91.8     92.5     98.9      7.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        0       14        9       16       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,598
COMMITMENTS
  12,721   19,075      646    8,050    1,146   21,417   20,867      181      731

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:     -4,549)
    -362     -616   -3,937     -245        0   -4,544   -4,553       -5        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9     88.3      3.0     37.3      5.3     99.2     96.6      0.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      24       16        3        4        1       30       18                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       20,558
COMMITMENTS
  16,043    4,983       69    4,417   13,131   20,529   18,183       29    2,375

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      4,686)
   7,317      447        0   -2,617    4,269    4,700    4,716      -14      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.0     24.2      0.3     21.5     63.9     99.9     88.4      0.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        7        1        3       17        9       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:        9,668
COMMITMENTS
   5,678    4,477        0    3,932    3,636    9,610    8,113       58    1,555

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:        452)
     435      618        0        0      -20      435      598       17     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7     46.3      0.0     40.7     37.6     99.4     83.9      0.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4       10        0        2        9        6       19                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 07/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       53,926
COMMITMENTS
  25,534   25,520   28,392        0        0   53,926   53,912        0       14

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      3,115)
   3,115    3,125        0        0        0    3,115    3,125        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     47.3     52.6      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5       19        5        0        0        7       23                  



Updated July 8, 2019