WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      587,649
COMMITMENTS
 115,616  103,830  245,348  189,651  190,098  550,616  539,277   37,033   48,373

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    -16,490)
   5,253   -8,326  -20,218     -952    9,861  -15,917  -18,683     -573    2,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     17.7     41.8     32.3     32.3     93.7     91.8      6.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     115      130      154      102      122      309      331                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       22,040
COMMITMENTS
   6,496      590    2,578   12,633   18,387   21,707   21,555      333      485

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -1,675)
  -1,408      242      -42     -223   -1,578   -1,673   -1,379       -3     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5      2.7     11.7     57.3     83.4     98.5     97.8      1.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        3        4       16       14       23       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      328,053
COMMITMENTS
  66,545   75,504  109,381  122,861  120,199  298,788  305,084   29,265   22,969

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -7,345)
    -953   -1,687   -6,362      -81    1,825   -7,396   -6,224       51   -1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     23.0     33.3     37.5     36.6     91.1     93.0      8.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      80       62       77       90       89      212      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,573,005
COMMITMENTS
 391,209  191,216  848,970  961,366  1247056  2201546  2287243  371,459  285,762

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     23,538)
 -11,232  -21,639   35,403      164   12,644   24,335   26,408     -797   -2,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      7.4     33.0     37.4     48.5     85.6     88.9     14.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      971)
     274      160      291      442      451      848      783                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,405
COMMITMENTS
   3,414      129      569    1,258    5,557    5,241    6,255    2,164    1,150

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:       -554)
    -286      -69      -64      -18      -92     -368     -225     -186     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.1      1.7      7.7     17.0     75.0     70.8     84.5     29.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        4        6       11       12       32       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      950,678
COMMITMENTS
 115,653  191,059  327,393  450,524  346,818  893,570  865,271   57,108   85,407

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -9,595)
   1,307    7,570   -5,112   -2,065  -10,699   -5,870   -8,242   -3,725   -1,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     20.1     34.4     47.4     36.5     94.0     91.0      6.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      622)
     167      169      231      196      221      496      521                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      520,712
COMMITMENTS
 113,153  131,977  122,412  248,698  238,049  484,264  492,439   36,448   28,273

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    -29,641)
  -7,658   -4,576  -14,599   -8,754   -8,867  -31,011  -28,042    1,370   -1,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     25.3     23.5     47.8     45.7     93.0     94.6      7.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     105       95      113       98       87      261      257                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,162,744
COMMITMENTS
 143,217  158,913  160,687  667,499  691,181  971,402  1010781  191,342  151,964

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    -12,148)
  13,341  -14,258   -8,967   -6,334   16,889   -1,959   -6,335  -10,188   -5,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     13.7     13.8     57.4     59.4     83.5     86.9     16.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      40       35       47       92       89      155      148                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,159,629
COMMITMENTS
  87,389  387,418   28,217  866,594  652,339  982,199  1067974  177,430   91,655

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      4,621)
   7,891  -11,621   -4,246      195   15,871    3,840        4      781    4,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     33.4      2.4     74.7     56.3     84.7     92.1     15.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      25       17       17       71       68      101       97                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      523,342
COMMITMENTS
  78,651   52,290  145,516  249,719  293,280  473,886  491,087   49,456   32,255

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -6,125)
  -4,296   -3,753    3,739   -4,536   -7,213   -5,093   -7,226   -1,031    1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     10.0     27.8     47.7     56.0     90.6     93.8      9.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      75       58       95      110      105      241      218                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,741
COMMITMENTS
   1,942    1,538      686    3,863    5,126    6,491    7,350    2,250    1,392

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:         10)
     330      -80       34     -650      -18     -286      -65      295       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     17.6      7.9     44.2     58.6     74.3     84.1     25.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17       10        8       12       16       32       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,760,183
COMMITMENTS
 996,517  1163953  115,511  2457665  2362700  3569693  3642165  190,490  118,018

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    109,254)
 -42,104   86,514   16,700  114,988    4,131   89,584  107,344   19,669    1,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     31.0      3.1     65.4     62.8     94.9     96.9      5.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
      76       57       52      171      146      271      231                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,917,996
COMMITMENTS
 631,211  955,681  750,190  3038767  2756189  4420168  4462060  497,828  455,936

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      7,193)
  25,747  -84,752  -35,930   10,252  129,253       69    8,571    7,124   -1,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     19.4     15.3     61.8     56.0     89.9     90.7     10.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
      99       68       97      209      208      345      336                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      717,293
COMMITMENTS
 148,189  111,169    7,979  448,115  448,950  604,283  568,098  113,010  149,195

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    -11,799)
  23,662   12,065      376  -41,508  -24,127  -17,470  -11,686    5,671     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     15.5      1.1     62.5     62.6     84.2     79.2     15.8     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      17       13       13       52       57       75       77                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,012,578
COMMITMENTS
 789,284  815,723  397,740  3476873  3464918  4663897  4678381  348,680  334,196

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    -95,223)
  -1,926  -93,738   -2,724  -79,339    5,007  -83,989  -91,455  -11,234   -3,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     16.3      7.9     69.4     69.1     93.0     93.3      7.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      61       56       69      161      174      258      263                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,276,163
COMMITMENTS
 338,309  457,102  460,959  1443332  1304336  2242600  2222397   33,563   53,766

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:    109,877)
  28,298  -20,294    3,385   77,489  123,500  109,172  106,591      705    3,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     20.1     20.3     63.4     57.3     98.5     97.6      1.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      33       40       49       67       77      125      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       37,855
COMMITMENTS
  10,201    6,959    2,167   17,925   19,447   30,294   28,573    7,561    9,282

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -1,855)
     176   -1,903     -401   -1,827      729   -2,052   -1,575      198     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     18.4      5.7     47.4     51.4     80.0     75.5     20.0     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      24       22        8       33       29       63       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       75,710
COMMITMENTS
  20,402   13,917    4,335   35,850   38,894   60,587   57,146   15,123   18,564

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -3,709)
     351   -3,807     -801   -3,654    1,458   -4,104   -3,150      395     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     18.4      5.7     47.4     51.4     80.0     75.5     20.0     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      24       22        8       33       29       63       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       28,348
COMMITMENTS
   1,960    1,910        0   24,879   24,158   26,839   26,068    1,509    2,280

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      2,495)
     -60      798        0    2,574      888    2,514    1,686      -19      809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      6.7      0.0     87.8     85.2     94.7     92.0      5.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        0       12       11       15       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       33,182
COMMITMENTS
  24,128   28,500    1,952    6,918    2,065   32,998   32,517      184      665

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      1,330)
  -1,268     -446    1,837      759      -73    1,328    1,318        2       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.7     85.9      5.9     20.8      6.2     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      22       20        4        4        2       30       22                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,037
COMMITMENTS
  20,907    5,451      104    8,002   21,370   29,013   26,925       24    2,112

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      1,773)
     612   -1,050       33    1,149    2,756    1,794    1,739      -21       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.0     18.8      0.4     27.6     73.6     99.9     92.7      0.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        7        2        5       16       13       23                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,204
COMMITMENTS
  17,565    5,280      108    5,449   16,170   23,122   21,558       82    1,646

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:      2,073)
    -724   -1,435       41    2,686    4,301    2,003    2,907       70     -834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    75.7     22.8      0.5     23.5     69.7     99.6     92.9      0.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7       10        1        3       11       10       22                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       45,754
COMMITMENTS
  15,158   15,172   30,579        0        0   45,737   45,751       17        3

CHANGES FROM 06/04/19 (CHANGE IN OPEN INTEREST:     -3,221)
  -3,602   -3,603      384        0        0   -3,218   -3,219       -3       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1     33.2     66.8      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       16        5        0        0        7       21                  



Updated June 14, 2019