WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      372,617
COMMITMENTS
 120,683   92,714   99,804  121,522  137,941  342,009  330,459   30,608   42,158

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      8,686)
  -6,013       98    8,979    4,657    1,001    7,623   10,078    1,063   -1,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     24.9     26.8     32.6     37.0     91.8     88.7      8.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     105      112      120       80      108      254      279                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,813
COMMITMENTS
   9,484        0      860   10,914   20,243   21,258   21,103      555      710

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:        885)
     709        0      210      111      605    1,030      815     -145       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5      0.0      3.9     50.0     92.8     97.5     96.7      2.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        0        4       15       14       22       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      280,333
COMMITMENTS
  75,287   74,911   68,563  109,726  115,612  253,576  259,086   26,757   21,247

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      2,856)
   4,512    1,471   -1,321   -1,885    3,698    1,306    3,848    1,550     -992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     26.7     24.5     39.1     41.2     90.5     92.4      9.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      77       67       65       74       83      187      186                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,797,311
COMMITMENTS
 469,025  150,804  339,672  724,376  1099916  1533073  1590392  264,238  206,919

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     17,015)
    -532  -15,547    4,106   12,072   24,641   15,646   13,200    1,369    3,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      8.4     18.9     40.3     61.2     85.3     88.5     14.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      897)
     232      135      205      355      394      688      656                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,874
COMMITMENTS
   2,346      221        0      845    3,644    3,191    3,865    1,683    1,009

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:         84)
     -56       51        0      115      -30       59       21       25       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1      4.5      0.0     17.3     74.8     65.5     79.3     34.5     20.7

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 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      670,495
COMMITMENTS
 140,908  135,724  155,094  323,564  311,184  619,566  602,002   50,929   68,493

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     -6,290)
   2,230   -4,192      774   -6,881   -1,097   -3,877   -4,515   -2,413   -1,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     20.2     23.1     48.3     46.4     92.4     89.8      7.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      521)
     129      129      151      171      206      393      419                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      437,585
COMMITMENTS
 110,689  114,500   86,094  207,027  206,218  403,810  406,812   33,775   30,773

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     10,181)
   2,116    2,795    1,969    5,701    4,290    9,786    9,054      395    1,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     26.2     19.7     47.3     47.1     92.3     93.0      7.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      91       85      100       80       67      230      212                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      928,042
COMMITMENTS
 146,509  168,256   16,783  595,226  611,028  758,518  796,067  169,524  131,975

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      7,606)
  -4,400    6,159    2,309   14,561      -76   12,470    8,392   -4,864     -786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     18.1      1.8     64.1     65.8     81.7     85.8     18.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      42       25       22       73       75      121      116                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,157,911
COMMITMENTS
  95,711  389,953   12,087  875,878  662,230  983,676  1064270  174,235   93,641

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      7,178)
     720     -600    1,345    2,560    2,636    4,625    3,381    2,553    3,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     33.7      1.0     75.6     57.2     85.0     91.9     15.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      24       17       16       75       67      104       95                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      443,329
COMMITMENTS
  76,022   71,535  102,823  220,364  238,919  399,209  413,277   44,120   30,052

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      3,370)
     325    1,983    2,758    2,002   -1,044    5,085    3,697   -1,715     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     16.1     23.2     49.7     53.9     90.0     93.2     10.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      74       59       87       97       82      223      192                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,702
COMMITMENTS
   1,454    1,589       99    3,651    4,015    5,204    5,703    1,498      999

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:        773)
     482     -106       75      258      627      815      596      -42      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     23.7      1.5     54.5     59.9     77.6     85.1     22.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15       13        5        8       11       25       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,587,902
COMMITMENTS
 873,887  1180727   93,489  2413048  2201318  3380424  3475534  207,478  112,368

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     96,783)
  51,670   45,556   39,326     -875   15,194   90,121  100,076    6,662   -3,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     32.9      2.6     67.3     61.4     94.2     96.9      5.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
      77       54       43      177      129      280      201                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,779,273
COMMITMENTS
 680,971  1028193  226,000  2400890  2111566  3307861  3365759  471,412  413,514

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     42,876)
  -1,435   56,951   52,683   -2,632  -76,779   48,616   32,855   -5,740   10,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     27.2      6.0     63.5     55.9     87.5     89.1     12.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
      95       68       55      189      164      308      263                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      768,743
COMMITMENTS
 145,485  101,241   10,493  491,591  505,153  647,569  616,887  121,174  151,856

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     10,565)
     794  -12,833      311     -892   12,664      213      142   10,352   10,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     13.2      1.4     63.9     65.7     84.2     80.2     15.8     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      14       13       11       55       61       75       79                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,460,246
COMMITMENTS
 864,608  965,196  118,952  3113675  3070272  4097235  4154420  363,011  305,826

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:    116,569)
   1,349    7,895   55,018   51,782   71,957  108,149  134,870    8,420  -18,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     21.6      2.7     69.8     68.8     91.9     93.1      8.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      56       57       40      141      166      222      238                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,202,528
COMMITMENTS
 354,766  389,357  448,089  1368211  1311187  2171066  2148633   31,462   53,895

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:    102,285)
    -936   30,404   36,433   80,473   38,651  115,970  105,488  -13,685   -3,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     17.7     20.3     62.1     59.5     98.6     97.6      1.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      39       48       52       65       82      130      158                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       48,891
COMMITMENTS
  27,639    5,109    1,157   12,099   33,003   40,895   39,268    7,997    9,623

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      8,240)
   6,705      534     -130    1,936    6,493    8,511    6,897     -271    1,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     10.4      2.4     24.7     67.5     83.6     80.3     16.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      33       22        4       23       31       57       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,782
COMMITMENTS
  55,278   10,218    2,313   24,198   66,005   81,789   78,536   15,993   19,246

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     16,480)
  13,409    1,067     -259    3,871   12,986   17,021   13,794     -541    2,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     10.4      2.4     24.7     67.5     83.6     80.3     16.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      33       22        4       23       31       57       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       26,677
COMMITMENTS
   2,394    1,618        0   21,853   24,569   24,247   26,187    2,430      490

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     -2,683)
     -23        0        0   -2,747   -2,669   -2,770   -2,669       87      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      6.1      0.0     81.9     92.1     90.9     98.2      9.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        0       12       10       15       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       22,187
COMMITMENTS
  14,158   19,250      645    7,113    2,251   21,916   22,146      271       41

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:        733)
     636      843       -1       97     -129      732      713        1       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.8     86.8      2.9     32.1     10.1     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      25       15        3        4        2       31       18                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       19,605
COMMITMENTS
  15,291    3,767       69    4,202   13,374   19,562   17,210       43    2,395

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:       -824)
    -840   -1,224        0        5      101     -835   -1,123       11      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.0     19.2      0.4     21.4     68.2     99.8     87.8      0.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        7        1        4       16       10       23                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       11,106
COMMITMENTS
   7,123    6,165        0    3,932    3,529   11,055    9,694       51    1,412

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:        552)
     549      907        0        0     -241      549      666        3     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1     55.5      0.0     35.4     31.8     99.5     87.3      0.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       11        0        2        9        7       20                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 07/16/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       49,802
COMMITMENTS
  21,410   21,384   28,392        0        0   49,802   49,776        0       26

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     -2,693)
  -2,671   -2,703        0        0        0   -2,671   -2,703      -22       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     42.9     57.0      0.0      0.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6       17        5        0        0        8       21                  



Updated July 19, 2019