WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      655,148
COMMITMENTS
 117,128  180,202  265,343  220,961  160,905  603,433  606,451   51,716   48,698

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:     52,186)
    -618   -1,299   41,241   11,315   14,202   51,938   54,144      248   -1,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     27.5     40.5     33.7     24.6     92.1     92.6      7.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
     152      145      181      115      108      361      351                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       14,704
COMMITMENTS
   4,625    1,199    1,719    8,088   11,670   14,432   14,588      272      116

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:      1,364)
      48      649      631      684       68    1,362    1,348        2       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5      8.2     11.7     55.0     79.4     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        3        6       16       11       26       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      339,359
COMMITMENTS
  79,643  114,701   90,461  134,513  113,757  304,617  318,918   34,742   20,441

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:     18,499)
  -3,829   -1,167   13,805    9,397    5,918   19,373   18,555     -874      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     33.8     26.7     39.6     33.5     89.8     94.0     10.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      86       61       79      103       89      227      197                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,150,365
COMMITMENTS
 323,836  516,311  678,564  878,377  743,341  1880777  1938216  269,588  212,150

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:    138,970)
  -7,507   71,007   82,101   51,692   -9,560  126,286  143,548   12,684   -4,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     24.0     31.6     40.8     34.6     87.5     90.1     12.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      856)
     226      166      241      379      365      713      682                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,437
COMMITMENTS
   1,554      707      301    1,178    2,369    3,033    3,377    1,404    1,060

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:        -69)
     -75      101       38       59     -171       22      -32      -91      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0     15.9      6.8     26.5     53.4     68.4     76.1     31.6     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        5        4       10        9       21       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      817,173
COMMITMENTS
 120,851  188,931  225,680  414,663  304,598  761,193  719,208   55,980   97,965

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:     53,373)
  -2,981   36,525   10,722   43,953    4,122   51,694   51,369    1,679    2,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     23.1     27.6     50.7     37.3     93.1     88.0      6.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      630)
     149      178      220      205      238      483      529                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      500,032
COMMITMENTS
 122,824   74,121  144,978  198,564  252,469  466,366  471,568   33,666   28,464

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:    -15,295)
   5,676    3,138  -11,661   -8,576   -7,277  -14,561  -15,800     -734      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     14.8     29.0     39.7     50.5     93.3     94.3      6.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     116       85      136       82       87      276      258                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,153,204
COMMITMENTS
 135,499  170,447  135,938  692,470  689,673  963,908  996,059  189,296  157,145

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:     13,664)
  18,338   10,591  -14,367   -1,162   30,042    2,810   26,267   10,854  -12,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     14.8     11.8     60.0     59.8     83.6     86.4     16.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      46       41       55       91       95      164      164                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,120,568
COMMITMENTS
 121,258  402,784   22,969  817,456  600,784  961,683  1026537  158,885   94,031

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:    -11,575)
   9,515  -11,818   -2,416  -16,220    4,571   -9,121   -9,664   -2,454   -1,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     35.9      2.0     73.0     53.6     85.8     91.6     14.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      24       16       21       76       65      108       94                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,598
COMMITMENTS
     309      854        2      924      404    1,235    1,260      363      338

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:        159)
      55      428      -40       74     -248       89      140       70       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     53.4      0.1     57.8     25.3     77.3     78.8     22.7     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        8        1        8        7       15       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      486,153
COMMITMENTS
  87,811  106,260  106,159  244,473  235,070  438,443  447,489   47,709   38,663

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:     13,533)
     295    2,431    4,527    8,150    3,764   12,972   10,722      561    2,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     21.9     21.8     50.3     48.4     90.2     92.0      9.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      76       93       97      116       96      253      237                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,470
COMMITMENTS
     648    4,200      627    5,731    2,542    7,005    7,369    1,464    1,101

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:       -551)
    -114     -699      104     -381      162     -391     -432     -160     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     49.6      7.4     67.7     30.0     82.7     87.0     17.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       16       11       17       11       34       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,023,666
COMMITMENTS
 735,375  870,448   89,934  2016902  1931980  2842211  2892362  181,455  131,303

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:     42,331)
  33,753  -13,776  -25,765   56,770   73,074   64,759   33,533  -22,428    8,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     28.8      3.0     66.7     63.9     94.0     95.7      6.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      63       56       50      160      136      253      212                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,534,691
COMMITMENTS
 642,877  758,344  661,044  2761968  2694957  4065890  4114344  468,802  420,347

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:    200,014)
  93,059  -11,209   86,326   -5,378  119,177  174,007  194,294   26,007    5,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     16.7     14.6     60.9     59.4     89.7     90.7     10.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
      90       75       98      200      211      337      337                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      668,669
COMMITMENTS
  68,268  110,844   12,832  475,494  389,758  556,594  513,434  112,074  155,235

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:      4,022)
   4,602   -7,641   -1,683    1,208    8,052    4,127   -1,272     -105    5,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     16.6      1.9     71.1     58.3     83.2     76.8     16.8     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      13       14       13       61       61       81       81                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,556,613
COMMITMENTS
 781,513  968,692  306,326  3068882  2929111  4156721  4204128  399,892  352,485

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:     72,538)
  76,721   49,247   27,309  -73,142   -6,973   30,889   69,583   41,650    2,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     21.3      6.7     67.4     64.3     91.2     92.3      8.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      62       63       63      151      165      239      265                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,715,331
COMMITMENTS
 265,245  326,103  396,644  1020668  934,491  1682557  1657238   32,774   58,094

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:     70,567)
  34,081   15,181    9,642   28,689   40,905   72,412   65,729   -1,846    4,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     19.0     23.1     59.5     54.5     98.1     96.6      1.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      29       40       45       62       72      115      138                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       50,229
COMMITMENTS
  18,545    7,157    3,191   20,141   31,838   41,878   42,187    8,351    8,042

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:      4,379)
    -975   -2,134      555    3,493    7,134    3,072    5,555    1,307   -1,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.9     14.2      6.4     40.1     63.4     83.4     84.0     16.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       27       12       33       34       68       67                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,457
COMMITMENTS
  37,090   14,315    6,383   40,283   63,677   83,756   84,374   16,701   16,083

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:      8,759)
  -1,951   -4,267    1,109    6,986   14,267    6,144   11,109    2,614   -2,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.9     14.2      6.4     40.1     63.4     83.4     84.0     16.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       27       12       33       34       68       67                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       36,632
COMMITMENTS
   2,511      676        0   31,703   34,247   34,214   34,923    2,418    1,709

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:      4,063)
    -166      230        0    3,346    3,011    3,180    3,241      883      822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      1.8      0.0     86.5     93.5     93.4     95.3      6.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       13       12       15       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       34,605
COMMITMENTS
  18,299   28,478      610   11,522    1,503   30,431   30,591    4,174    4,014

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:      8,223)
    -125    3,661      297    4,080      300    4,252    4,258    3,971    3,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.9     82.3      1.8     33.3      4.3     87.9     88.4     12.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      22       17        4        4        2       29       20                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,736
COMMITMENTS
  16,813    7,791      163   10,712   16,424   27,688   24,378       48    3,358

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:     -1,747)
     956   -4,011       15   -2,689    2,223   -1,718   -1,773      -29       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.6     28.1      0.6     38.6     59.2     99.8     87.9      0.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       11        3        5       15       15       27                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,462
COMMITMENTS
  12,933    5,866       86    3,432    8,143   16,451   14,095       11    2,367

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:      2,512)
    -128     -401       59    2,582    2,446    2,513    2,104       -1      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.6     35.6      0.5     20.8     49.5     99.9     85.6      0.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        9        3        3        9       11       19                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       74,532
COMMITMENTS
  20,482   20,454   54,049        0        0   74,531   74,503        1       29

CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST:        847)
     502      500      345        0        0      847      845        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     27.4     72.5      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4       16        5        0        0        8       18                  



Updated March 15, 2019