WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      606,510
COMMITMENTS
 127,304   91,054  260,869  181,260  207,396  569,434  559,320   37,076   47,190

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:     18,861)
  11,688  -12,776   15,521   -8,391   17,298   18,818   20,043       43   -1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     15.0     43.0     29.9     34.2     93.9     92.2      6.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     119      123      151      102      126      309      330                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       22,221
COMMITMENTS
   7,487      150    2,278   11,921   19,068   21,687   21,496      534      725

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:        181)
     991     -440     -300     -711      681      -20      -59      201      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.7      0.7     10.3     53.6     85.8     97.6     96.7      2.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        1        4       16       14       23       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      315,157
COMMITMENTS
  65,709   72,754  101,522  119,130  117,154  286,361  291,430   28,796   23,727

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:    -12,896)
    -836   -2,751   -7,859   -3,731   -3,044  -12,427  -13,654     -469      758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     23.1     32.2     37.8     37.2     90.9     92.5      9.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      78       60       78       84       85      203      192                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,708,872
COMMITMENTS
 407,124  165,609  898,548  1010855  1348108  2316527  2412265  392,345  296,607

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:    135,866)
  15,915  -25,607   49,577   49,489  101,052  114,981  125,022   20,886   10,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0      6.1     33.2     37.3     49.8     85.5     89.1     14.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      968)
     280      148      289      444      456      843      787                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,798
COMMITMENTS
   3,208       66      284    1,143    5,316    4,635    5,666    2,163    1,132

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:       -607)
    -206      -63     -285     -114     -240     -605     -589       -1      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.2      1.0      4.2     16.8     78.2     68.2     83.3     31.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      19        1        5       10       12       29       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      996,601
COMMITMENTS
 126,417  150,022  367,990  434,484  392,813  928,891  910,825   67,710   85,776

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:     45,924)
  10,764  -41,037   40,597  -16,040   45,995   35,321   45,554   10,602      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     15.1     36.9     43.6     39.4     93.2     91.4      6.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      623)
     186      151      241      198      227      508      526                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      500,234
COMMITMENTS
 106,596  112,342  126,682  233,510  234,330  466,788  473,355   33,446   26,879

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:    -20,478)
  -6,557  -19,635    4,270  -15,188   -3,719  -17,476  -19,084   -3,002   -1,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     22.5     25.3     46.7     46.8     93.3     94.6      6.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     102       88      116       98       87      268      246                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,167,411
COMMITMENTS
 152,400  170,855  161,391  663,002  690,622  976,793  1022868  190,619  144,543

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:      4,667)
   9,183   11,942      704   -4,497     -559    5,390   12,087     -723   -7,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     14.6     13.8     56.8     59.2     83.7     87.6     16.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      42       34       48       88       86      151      147                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,155,443
COMMITMENTS
  86,661  391,016   18,495  871,113  653,280  976,269  1062791  179,174   92,651

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:     -4,187)
    -728    3,598   -9,722    4,520      941   -5,931   -5,183    1,744      997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     33.8      1.6     75.4     56.5     84.5     92.0     15.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      23       18       18       72       69      103       97                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      537,428
COMMITMENTS
  71,917   50,756  164,883  249,399  289,374  486,199  505,013   51,229   32,415

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:     14,086)
  -6,734   -1,534   19,366     -320   -3,906   12,313   13,926    1,773      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      9.4     30.7     46.4     53.8     90.5     94.0      9.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      78       68      112      111      101      257      229                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,225
COMMITMENTS
   2,139    1,541      842    4,082    5,469    7,063    7,851    2,161    1,373

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:        483)
     197        3      155      220      343      572      502      -89      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     16.7      9.1     44.3     59.3     76.6     85.1     23.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17       12       10       12       17       35       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,685,158
COMMITMENTS
 914,951  1064213  127,773  2441845  2371169  3484569  3563155  200,590  122,003

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:    -75,024)
 -81,566  -99,740   12,262  -15,820    8,469  -85,124  -79,009   10,100    3,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     28.9      3.5     66.3     64.3     94.6     96.7      5.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      72       60       56      167      146      269      232                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,956,204
COMMITMENTS
 600,047  947,504  785,055  3081414  2780921  4466515  4513480  489,689  442,724

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:     38,209)
 -31,163   -8,177   34,865   42,647   24,733   46,348   51,420   -8,139  -13,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     19.1     15.8     62.2     56.1     90.1     91.1      9.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
      92       73      100      220      215      355      345                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      741,109
COMMITMENTS
 145,876  123,754    8,475  470,787  465,970  625,138  598,199  115,971  142,910

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:     23,816)
  -2,313   12,585      496   22,672   17,020   20,855   30,101    2,961   -6,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     16.7      1.1     63.5     62.9     84.4     80.7     15.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      14       15       11       53       57       73       77                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,123,309
COMMITMENTS
 794,143  787,743  432,103  3535698  3555829  4761944  4775674  361,365  347,635

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:    110,731)
   4,859  -27,980   34,363   58,824   90,910   98,047   97,293   12,685   13,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     15.4      8.4     69.0     69.4     92.9     93.2      7.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      56       58       68      163      179      257      267                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,289,169
COMMITMENTS
 365,701  439,143  467,120  1422140  1327664  2254961  2233927   34,208   55,241

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:     13,005)
  27,391  -17,959    6,161  -21,192   23,328   12,360   11,530      645    1,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     19.2     20.4     62.1     58.0     98.5     97.6      1.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      38       43       49       73       82      135      151                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       44,321
COMMITMENTS
  14,402    6,016    1,347   20,113   26,457   35,862   33,820    8,459   10,501

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:      6,466)
   4,200     -943     -820    2,188    7,010    5,568    5,246      898    1,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5     13.6      3.0     45.4     59.7     80.9     76.3     19.1     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      29       24       10       39       30       74       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,642
COMMITMENTS
  28,803   12,031    2,694   40,226   52,914   71,723   67,639   16,918   21,002

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:     12,931)
   8,401   -1,886   -1,641    4,376   14,020   11,136   10,493    1,796    2,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5     13.6      3.0     45.4     59.7     80.9     76.3     19.1     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      29       24       10       39       30       74       58                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       33,276
COMMITMENTS
   2,491    1,224        0   28,285   28,233   30,776   29,457    2,500    3,819

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:      4,928)
     531     -686        0    3,406    4,075    3,937    3,389      991    1,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      3.7      0.0     85.0     84.8     92.5     88.5      7.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        0       16       11       20       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       41,724
COMMITMENTS
  22,353   26,405   10,636    8,531    3,943   41,520   40,984      204      740

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:      8,542)
  -1,775   -2,095    8,684    1,613    1,878    8,522    8,467       20       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.6     63.3     25.5     20.4      9.5     99.5     98.2      0.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      26       16        5        5        4       34       22                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,375
COMMITMENTS
   9,240    5,425       69    7,009    8,707   16,318   14,201       57    2,174

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:    -12,662)
 -11,667      -26      -35     -993  -12,663  -12,695  -12,724       33       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.4     33.1      0.4     42.8     53.2     99.7     86.7      0.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        7        1        3       15       10       22                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:        9,925
COMMITMENTS
   5,957    4,177        0    3,932    4,009    9,889    8,186       36    1,739

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:    -13,279)
 -11,608   -1,103     -108   -1,517  -12,161  -13,233  -13,372      -46       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.0     42.1      0.0     39.6     40.4     99.6     82.5      0.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       11        0        2        9        7       20                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       49,243
COMMITMENTS
  18,594   18,571   30,649        0        0   49,243   49,220        0       23

CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST:      3,489)
   3,436    3,399       70        0        0    3,506    3,469      -17       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.8     37.7     62.2      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7       16        5        0        0        9       20                  



Updated June 21, 2019