WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      618,565
COMMITMENTS
 112,781  164,649  243,672  213,953  159,611  570,406  567,932   48,159   50,633

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:    -31,747)
  -4,120  -13,520  -17,803   -7,725   -2,705  -29,648  -34,028   -2,099    2,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     26.6     39.4     34.6     25.8     92.2     91.8      7.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
     140      132      175      115      108      354      335                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       17,670
COMMITMENTS
   6,340      743    1,891    9,104   14,748   17,335   17,382      335      288

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:        850)
     646        3      -39      280      772      887      737      -37      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9      4.2     10.7     51.5     83.5     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        4        5       17       12       26       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      356,715
COMMITMENTS
  78,862  112,715  101,075  140,626  121,743  320,564  335,533   36,152   21,182

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:      5,109)
     819   -2,058    3,444     -837    4,366    3,426    5,752    1,683     -644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     31.6     28.3     39.4     34.1     89.9     94.1     10.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      89       58       84       97       87      220      202                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,202,441
COMMITMENTS
 323,819  461,802  692,451  894,005  831,220  1910275  1985472  292,166  216,969

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:    -20,906)
   6,773  -53,526  -25,013  -12,899   52,099  -31,139  -26,440   10,234    5,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     21.0     31.4     40.6     37.7     86.7     90.1     13.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      858)
     227      153      259      388      371      734      691                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,224
COMMITMENTS
   1,461      858      362    2,031    3,007    3,854    4,227    1,370      996

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:        310)
     -38      171      117      142      119      221      407       90      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     16.4      6.9     38.9     57.6     73.8     80.9     26.2     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        5        4       10        9       20       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      829,090
COMMITMENTS
 130,558  163,176  225,360  417,177  343,684  773,095  732,220   55,995   96,871

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     14,230)
   5,419   -3,729   -1,287   10,889   18,987   15,021   13,971     -791      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     19.7     27.2     50.3     41.5     93.2     88.3      6.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      633)
     143      176      231      205      240      494      533                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      512,043
COMMITMENTS
 109,923  101,976  148,237  218,625  232,354  476,786  482,568   35,257   29,475

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:      1,950)
  -4,678   15,983   -2,567    6,505  -11,722     -740    1,693    2,690      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     19.9     29.0     42.7     45.4     93.1     94.2      6.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      96       99      138       86       86      267      267                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,186,741
COMMITMENTS
 154,792  174,522  153,221  684,447  694,630  992,460  1022372  194,281  164,369

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     59,128)
  20,627     -387   27,376     -216   25,423   47,787   52,412   11,341    6,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     14.7     12.9     57.7     58.5     83.6     86.1     16.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      44       36       48       96       93      162      155                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,140,381
COMMITMENTS
 103,611  403,710   17,928  855,249  617,633  976,788  1039271  163,593  101,110

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     22,694)
 -13,742    9,351   -2,051   35,009   10,224   19,216   17,524    3,477    5,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     35.4      1.6     75.0     54.2     85.7     91.1     14.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      20       17       18       72       62       99       90                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,388
COMMITMENTS
     473      222       40      451      877      964    1,139      424      249

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1     16.0      2.9     32.5     63.2     69.5     82.1     30.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        2        7        8       16       13                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      488,264
COMMITMENTS
  90,095   76,522  113,353  234,079  263,209  437,526  453,084   50,737   35,180

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:      3,607)
   3,069  -13,905    3,165   -3,919   15,546    2,315    4,806    1,293   -1,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     15.7     23.2     47.9     53.9     89.6     92.8     10.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      76       73       92      111       99      244      220                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,675
COMMITMENTS
     830    2,733      914    6,350    4,772    8,095    8,419    1,581    1,256

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:      1,138)
     230   -1,329      288      489    2,061    1,007    1,019      131      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     28.2      9.5     65.6     49.3     83.7     87.0     16.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15       15       12       18       12       38       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,210,904
COMMITMENTS
 780,088  940,315   94,105  2150749  2059499  3024942  3093919  185,962  116,985

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:    103,259)
  35,705   64,473   -1,893   92,673   60,494  126,484  123,074  -23,225  -19,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     29.3      2.9     67.0     64.1     94.2     96.4      5.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      62       54       48      165      137      258      208                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,756,524
COMMITMENTS
 700,054  779,710  710,157  2858973  2829486  4269185  4319353  487,339  437,171

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:    246,729)
  -1,733  -18,578  104,689  126,765  132,592  229,721  218,703   17,007   28,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     16.4     14.9     60.1     59.5     89.8     90.8     10.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
      95       71       96      192      201      327      328                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      714,075
COMMITMENTS
  93,366  100,285    6,862  501,552  453,872  601,780  561,019  112,295  153,056

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     36,832)
  16,623  -11,295   -5,061   36,663   54,806   48,225   38,450  -11,393   -1,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     14.0      1.0     70.2     63.6     84.3     78.6     15.7     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      18       11       13       62       56       85       75                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,695,312
COMMITMENTS
 773,211  929,894  353,259  3142896  3041371  4269365  4324524  425,947  370,788

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:    131,324)
  -9,390  -54,160   55,713   69,318  121,088  115,642  122,641   15,682    8,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     19.8      7.5     66.9     64.8     90.9     92.1      9.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      63       58       66      152      168      248      259                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,829,030
COMMITMENTS
 220,109  378,297  417,123  1154909  977,404  1792141  1772824   36,889   56,206

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     91,921)
   3,244   40,982   -8,801   93,144   60,438   87,587   92,619    4,334     -698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0     20.7     22.8     63.1     53.4     98.0     96.9      2.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      27       40       49       60       71      114      137                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,461
COMMITMENTS
  18,426    5,245    2,478   10,890   23,568   31,793   31,291    7,668    8,170

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:       -694)
  -1,510   -5,011      550     -757    3,003   -1,718   -1,458    1,023      764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.7     13.3      6.3     27.6     59.7     80.6     79.3     19.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      33       18        8       23       24       60       46                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       78,922
COMMITMENTS
  36,851   10,491    4,955   21,779   47,136   63,586   62,582   15,337   16,340

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     -1,389)
  -3,020  -10,022    1,100   -1,515    6,006   -3,435   -2,916    2,046    1,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.7     13.3      6.3     27.6     59.7     80.6     79.3     19.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      33       18        8       23       24       60       46                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       22,125
COMMITMENTS
   3,268      452        0   17,556   20,959   20,824   21,411    1,301      714

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:        -77)
      64        0        0     -115     -113      -51     -113      -26       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      2.0      0.0     79.3     94.7     94.1     96.8      5.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        0       13        9       17       10                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       24,387
COMMITMENTS
  12,221   22,786      304   11,692    1,143   24,217   24,233      170      154

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:     -4,949)
  -4,435   -4,039     -485       10     -520   -4,910   -5,044      -39       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.1     93.4      1.2     47.9      4.7     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19       18        2        4        1       25       19                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,278
COMMITMENTS
  15,315    8,120       83    7,860   11,765   23,258   19,968       20    3,310

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:       -390)
    -541      495        0      190     -720     -351     -225      -39     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.8     34.9      0.4     33.8     50.5     99.9     85.8      0.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       10        1        5       15       12       25                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       15,145
COMMITMENTS
  12,345    5,880        9    2,769    6,911   15,123   12,800       22    2,345

CHANGES FROM 03/19/19 (CHANGE IN OPEN INTEREST:      1,653)
   1,694      374        0      -52    1,436    1,642    1,810       11     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.5     38.8      0.1     18.3     45.6     99.9     84.5      0.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        9        1        2       11        7       20                  



Updated April 3, 2019