WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      363,931
COMMITMENTS
 126,696   92,616   90,825  116,865  136,940  334,386  320,381   29,545   43,550

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:      1,289)
  -5,448    2,531    4,687    2,550   -7,262    1,789      -44     -500    1,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     25.4     25.0     32.1     37.6     91.9     88.0      8.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     107      109      115       79      105      254      271                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,928
COMMITMENTS
   8,775        0      650   10,803   19,638   20,228   20,288      700      640

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:       -260)
     178        0     -500     -101      340     -423     -160      163     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9      0.0      3.1     51.6     93.8     96.7     96.9      3.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        0        4       17       14       24       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      277,477
COMMITMENTS
  70,775   73,440   69,884  111,611  111,914  252,270  255,238   25,207   22,239

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:      8,178)
   3,452    2,925    3,213    1,027    1,967    7,692    8,105      486       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     26.5     25.2     40.2     40.3     90.9     92.0      9.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      81       61       69       73       74      191      175                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,780,296
COMMITMENTS
 469,557  166,351  335,566  712,304  1075275  1517427  1577192  262,869  203,104

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:     33,373)
   3,848    1,441   12,170   19,274   21,225   35,292   34,836   -1,919   -1,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      9.3     18.8     40.0     60.4     85.2     88.6     14.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      900)
     234      140      202      352      397      685      661                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,790
COMMITMENTS
   2,402      170        0      730    3,674    3,132    3,844    1,658      946

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:        -49)
      82       57        0       13      -56       95        1     -144      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1      3.5      0.0     15.2     76.7     65.4     80.3     34.6     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        3        0        5        9       16       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      676,785
COMMITMENTS
 138,678  139,916  154,320  330,445  312,281  623,443  606,517   53,342   70,268

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:     27,930)
   6,069   10,459   15,070    3,759    2,764   24,898   28,293    3,032     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     20.7     22.8     48.8     46.1     92.1     89.6      7.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      520)
     139      124      149      167      198      397      404                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      427,404
COMMITMENTS
 108,573  111,705   84,125  201,326  201,928  394,024  397,758   33,380   29,646

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:      6,275)
   4,775      -59    3,405   -3,314    4,244    4,866    7,590    1,409   -1,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     26.1     19.7     47.1     47.2     92.2     93.1      7.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      87       92      101       87       66      239      211                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      920,436
COMMITMENTS
 150,909  162,097   14,474  580,665  611,104  746,048  787,675  174,388  132,761

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:    -12,819)
 -13,139   -1,316      -99    2,493   -5,769  -10,745   -7,184   -2,074   -5,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     17.6      1.6     63.1     66.4     81.1     85.6     18.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      43       23       19       78       76      123      116                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,150,733
COMMITMENTS
  94,991  390,553   10,742  873,318  659,594  979,051  1060889  171,682   89,844

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:        128)
     360   -2,252   -1,380    6,482    1,369    5,462   -2,263   -5,334    2,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     33.9      0.9     75.9     57.3     85.1     92.2     14.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      25       17       14       74       66      101       95                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      439,959
COMMITMENTS
  75,697   69,552  100,065  218,362  239,963  394,124  409,580   45,835   30,379

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:      2,657)
   1,343    8,223   -4,402    3,471   -2,648      412    1,173    2,245    1,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     15.8     22.7     49.6     54.5     89.6     93.1     10.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      71       60       84       95       81      219      185                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,929
COMMITMENTS
     972    1,695       24    3,393    3,388    4,389    5,107    1,540      822

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:        104)
    -268       -3      -14      472      153      190      136      -86      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     28.6      0.4     57.2     57.1     74.0     86.1     26.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       13        7        9       10       26       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,491,119
COMMITMENTS
 822,217  1135171   54,163  2413923  2186124  3290303  3375458  200,816  115,661

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:    -35,359)
 -35,226  -27,340   12,187   -4,123  -29,794  -27,162  -44,947   -8,197    9,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     32.5      1.6     69.1     62.6     94.2     96.7      5.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
      78       57       38      177      131      274      207                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,736,397
COMMITMENTS
 682,406  971,242  173,317  2403522  2188345  3259245  3332904  477,152  403,493

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:    -20,250)
  44,268   44,220   -8,901  -75,381  -31,115  -40,014    4,204   19,764  -24,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     26.0      4.6     64.3     58.6     87.2     89.2     12.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
      93       63       51      189      165      302      259                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      758,178
COMMITMENTS
 144,691  114,074   10,182  492,483  492,489  647,356  616,745  110,822  141,433

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:      1,403)
     -16   -6,243     -154    2,960   12,407    2,790    6,010   -1,387   -4,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     15.0      1.3     65.0     65.0     85.4     81.3     14.6     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      12       16       12       56       60       76       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,343,677
COMMITMENTS
 863,259  957,301   63,934  3061893  2998315  3989086  4019550  354,591  324,127

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:    -96,400)
   5,850   12,961     -242 -114,674  -87,130 -109,066  -74,411   12,666  -21,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     22.0      1.5     70.5     69.0     91.8     92.5      8.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      52       60       39      146      164      219      242                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,100,243
COMMITMENTS
 355,702  358,953  411,656  1287738  1272536  2055096  2043145   45,147   57,098

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:     49,802)
 -47,759  -50,907   19,709   66,097   80,445   38,047   49,247   11,755      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     17.1     19.6     61.3     60.6     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      36       49       49       62       79      125      152                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,651
COMMITMENTS
  20,935    4,576    1,286   10,164   26,510   32,384   32,371    8,267    8,280

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:     -1,881)
  -1,989      853      496      -64   -3,307   -1,557   -1,959     -324       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     11.3      3.2     25.0     65.2     79.7     79.6     20.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      31       20        5       21       27       53       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,302
COMMITMENTS
  41,869    9,151    2,572   20,327   53,019   64,768   64,742   16,534   16,560

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:     -3,761)
  -3,977    1,706      991     -127   -6,614   -3,113   -3,917     -648      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     11.3      3.2     25.0     65.2     79.7     79.6     20.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      31       20        5       21       27       53       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,360
COMMITMENTS
   2,417    1,618        0   24,600   27,238   27,017   28,856    2,343      504

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:         67)
    -266     -460        0      187      346      -79     -114      146      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      5.5      0.0     83.8     92.8     92.0     98.3      8.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        0       13        9       15       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,454
COMMITMENTS
  13,522   18,407      646    7,016    2,380   21,184   21,433      270       21

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:       -144)
     801     -668        0   -1,034    1,234     -233      566       89     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.0     85.8      3.0     32.7     11.1     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      24       16        3        4        2       30       19                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       20,429
COMMITMENTS
  16,131    4,991       69    4,197   13,273   20,397   18,333       32    2,096

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:       -129)
      88        8        0     -220      142     -132      150        3     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.0     24.4      0.3     20.5     65.0     99.8     89.7      0.2     10.3

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 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       10,554
COMMITMENTS
   6,574    5,258        0    3,932    3,770   10,506    9,028       48    1,526

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:        886)
     896      781        0        0      134      896      915      -10      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.3     49.8      0.0     37.3     35.7     99.5     85.5      0.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5       10        0        2        9        7       19                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 07/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       52,495
COMMITMENTS
  24,081   24,087   28,392        0        0   52,473   52,479       22       16

CHANGES FROM 07/02/19 (CHANGE IN OPEN INTEREST:     -1,431)
  -1,453   -1,433        0        0        0   -1,453   -1,433       22        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     45.9     54.1      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5       18        5        0        0        7       22                  



Updated July 12, 2019