WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      588,174
COMMITMENTS
 118,447  181,459  220,820  203,743  138,268  543,010  540,547   45,164   47,628

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:      8,739)
   5,326     -894    8,269   -4,601    1,622    8,994    8,997     -255     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     30.9     37.5     34.6     23.5     92.3     91.9      7.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     137      133      153      112      105      330      323                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       18,196
COMMITMENTS
   4,641      308    3,052   10,064   14,239   17,756   17,599      440      597

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:     -1,522)
  -1,836     -293     -144      441   -1,371   -1,539   -1,808       17      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5      1.7     16.8     55.3     78.3     97.6     96.7      2.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        2        5       16       14       24       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      356,511
COMMITMENTS
  78,121  121,918  106,675  136,036  105,771  320,832  334,364   35,680   22,147

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:      6,295)
  -1,479   -1,348    5,897    1,316    2,535    5,734    7,084      560     -789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     34.2     29.9     38.2     29.7     90.0     93.8     10.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      85       66       81       94       83      218      198                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,033,686
COMMITMENTS
 312,542  554,060  582,200  832,850  692,317  1727592  1828577  306,094  205,108

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:      7,751)
   1,430  -17,607   11,345  -17,333   13,457   -4,558    7,195   12,309      556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     27.2     28.6     41.0     34.0     84.9     89.9     15.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      866)
     229      168      241      391      357      734      667                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,007
COMMITMENTS
   2,744      266      184    1,154    4,614    4,082    5,064    1,925      943

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:       -207)
      37       84       19     -112      -38      -56       65     -151     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.7      4.4      3.1     19.2     76.8     68.0     84.3     32.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        4        1        7       11       18       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      936,496
COMMITMENTS
 113,175  253,599  296,291  467,269  299,823  876,735  849,714   59,761   86,782

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:     57,154)
   2,790   11,205   35,326   15,528   13,169   53,644   59,699    3,510   -2,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     27.1     31.6     49.9     32.0     93.6     90.7      6.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      639)
     160      195      218      202      223      493      523                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      536,990
COMMITMENTS
 113,445  158,599  135,492  252,705  211,228  501,643  505,320   35,348   31,671

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:     27,295)
   1,137   12,208   14,256   10,712    1,058   26,105   27,523    1,190     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     29.5     25.2     47.1     39.3     93.4     94.1      6.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     100      113      128       96       82      273      272                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,179,364
COMMITMENTS
 144,372  176,973  140,852  705,519  697,610  990,744  1015435  188,620  163,929

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:     75,795)
  18,290    2,554   33,135   18,490   35,545   69,915   71,234    5,879    4,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     15.0     11.9     59.8     59.2     84.0     86.1     16.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      41       38       49       93       90      157      154                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,224,819
COMMITMENTS
 102,716  416,863   30,515  923,057  677,807  1056288  1125185  168,531   99,634

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:     26,023)
   4,420   -5,401    7,238   10,807   21,440   22,465   23,277    3,558    2,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     34.0      2.5     75.4     55.3     86.2     91.9     13.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      23       18       20       83       67      115       96                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,568
COMMITMENTS
     257      789        0    1,035      377    1,292    1,166      276      402

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:         83)
       9      100        0       89      -87       98       13      -15       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     50.3      0.0     66.0     24.0     82.4     74.4     17.6     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        0        8        6       13       11                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      515,579
COMMITMENTS
  83,227   98,076  131,840  250,326  246,744  465,393  476,660   50,186   38,919

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:     24,036)
  -4,661   19,085    8,852   17,544   -5,061   21,735   22,877    2,301    1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     19.0     25.6     48.6     47.9     90.3     92.5      9.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      71       89       94      118       97      252      229                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,949
COMMITMENTS
     743    3,897      208    5,433    2,330    6,384    6,435    1,565    1,514

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:        163)
     280      305       45       67      180      392      530     -229     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     49.0      2.6     68.3     29.3     80.3     81.0     19.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9       15        5       13        7       25       24                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,231,741
COMMITMENTS
 1119945  1183776  385,589  2540866  2553704  4046400  4123069  185,341  108,672

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:     98,812)
  16,233   34,467   53,695   29,281   20,887   99,210  109,049     -398  -10,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     28.0      9.1     60.0     60.3     95.6     97.4      4.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
      73       59       57      186      146      296      225                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,761,039
COMMITMENTS
 568,311  874,617  646,396  3064939  2793783  4279646  4314796  481,393  446,243

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:    109,869)
 -13,998   33,160   33,625   89,211   39,599  108,839  106,384    1,031    3,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     18.4     13.6     64.4     58.7     89.9     90.6     10.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
      93       78      100      195      197      330      333                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      745,862
COMMITMENTS
  83,632  118,639   10,415  536,330  475,119  630,377  604,173  115,485  141,689

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:    -19,280)
 -11,116    6,087    1,585  -15,616  -23,543  -25,147  -15,871    5,867   -3,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     15.9      1.4     71.9     63.7     84.5     81.0     15.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      15       14       12       56       56       76       77                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,098,889
COMMITMENTS
 783,131  930,713  443,365  3519524  3370323  4746020  4744401  352,869  354,488

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:     13,589)
 -87,144  -58,143   74,341   22,432  -15,870    9,628      328    3,961   13,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     18.3      8.7     69.0     66.1     93.1     93.0      6.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
      58       65       71      175      176      274      271                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,986,315
COMMITMENTS
 134,291  290,015  495,957  1318162  1151874  1948410  1937846   37,905   48,469

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:   -130,352)
 -76,003 -142,316  -29,198  -29,049   35,764 -134,250 -135,750    3,898    5,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     14.6     25.0     66.4     58.0     98.1     97.6      1.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      26       44       46       60       68      115      130                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       41,480
COMMITMENTS
  20,826    5,480    1,357   10,077   25,090   32,260   31,926    9,220    9,554

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:          4)
   3,088      -72   -2,075   -1,801    1,125     -788   -1,023      792    1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.2     13.2      3.3     24.3     60.5     77.8     77.0     22.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      33       25       11       24       29       63       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,960
COMMITMENTS
  41,652   10,959    2,714   20,153   50,179   64,520   63,852   18,441   19,108

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:          8)
   6,176     -144   -4,151   -3,602    2,249   -1,576   -2,045    1,584    2,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.2     13.2      3.3     24.3     60.5     77.8     77.0     22.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      33       25       11       24       29       63       59                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       27,541
COMMITMENTS
   2,689    1,081        0   22,928   24,504   25,617   25,585    1,924    1,956

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:        979)
    -234       24        0      709      828      475      852      504      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      3.9      0.0     83.3     89.0     93.0     92.9      7.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        0       10        9       13       11                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       32,513
COMMITMENTS
  22,643   31,228      100    9,571    1,146   32,314   32,474      199       39

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:      4,187)
   9,563    4,207        0   -5,390      -36    4,173    4,171       14       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.6     96.0      0.3     29.4      3.5     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      25       15        1        4        1       30       16                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,360
COMMITMENTS
  16,553    6,210       75    7,726   15,593   24,354   21,878        6    2,482

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:        899)
     810       19        0       89    1,026      899    1,045        0     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.0     25.5      0.3     31.7     64.0    100.0     89.8      0.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       10        1        5       14       13       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       17,381
COMMITMENTS
  14,609    5,230        9    2,758   10,453   17,376   15,692        5    1,689

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:      1,464)
   1,491      942        0        3      533    1,494    1,475      -30      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    84.1     30.1      0.1     15.9     60.1    100.0     90.3      0.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5       13        1        2       11        8       24                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       48,263
COMMITMENTS
  18,789   18,787   29,464        0        0   48,253   48,251       10       12

CHANGES FROM 04/30/19 (CHANGE IN OPEN INTEREST:       -451)
    -445     -456        0        0        0     -445     -456       -6        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.9     38.9     61.0      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8       14        4        0        0       10       17                  



Updated May 10, 2019