WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      482,398
COMMITMENTS
 127,056   81,645  178,815  144,028  176,614  449,899  437,075   32,498   45,323

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -13,957)
   2,034   -4,159   -4,777   -8,667   -3,349  -11,411  -12,285   -2,547   -1,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     16.9     37.1     29.9     36.6     93.3     90.6      6.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
     116      111      133       84      117      276      294                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       24,845
COMMITMENTS
  10,283        0    1,789   12,197   22,295   24,270   24,084      575      761

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:        539)
     986      -39     -614       38    1,259      410      605      130      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.4      0.0      7.2     49.1     89.7     97.7     96.9      2.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        0        4       16       15       24       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      286,499
COMMITMENTS
  65,132   69,823   81,073  114,671  112,445  260,877  263,342   25,622   23,157

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      8,594)
   3,601    3,970    2,378    3,126    2,056    9,105    8,405     -512      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7     24.4     28.3     40.0     39.2     91.1     91.9      8.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      84       62       70       76       76      196      179                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,319,482
COMMITMENTS
 429,857  154,483  670,608  860,766  1231156  1961232  2056248  358,250  263,235

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -60,508)
     761   10,540   -3,560  -33,852  -43,823  -36,650  -36,843  -23,858  -23,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5      6.7     28.9     37.1     53.1     84.6     88.7     15.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      973)
     282      143      280      440      453      835      775                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,060
COMMITMENTS
   2,325       21      120      747    3,885    3,192    4,027    1,868    1,033

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:       -168)
      57       19      -28     -184     -138     -155     -146      -13      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.9      0.4      2.4     14.8     76.8     63.1     79.6     36.9     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12        1        3        7       10       20       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      784,366
COMMITMENTS
 116,279  125,342  240,620  368,286  336,808  725,185  702,770   59,181   81,597

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:     -4,170)
  -2,031      458   -3,021    7,707   -2,136    2,655   -4,699   -6,825      529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     16.0     30.7     47.0     42.9     92.5     89.6      7.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
     172      136      210      194      218      474      480                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      439,117
COMMITMENTS
 104,962  111,962   91,016  209,482  204,155  405,459  407,133   33,658   31,984

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -14,552)
     424    3,069   -7,216   -8,512  -13,362  -15,304  -17,510      753    2,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     25.5     20.7     47.7     46.5     92.3     92.7      7.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      98       83      102       91       77      243      227                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,083,281
COMMITMENTS
 147,423  159,188  113,057  635,177  660,379  895,656  932,624  187,625  150,657

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -11,365)
 -13,100      997   -3,320    9,774   -7,114   -6,646   -9,437   -4,719   -1,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     14.7     10.4     58.6     61.0     82.7     86.1     17.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      44       25       42       84       84      142      137                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,150,936
COMMITMENTS
  94,461  392,714   12,472  866,958  658,257  973,891  1063443  177,044   87,492

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      8,697)
   4,698      625   -3,137    7,234   12,939    8,795   10,427      -98   -1,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     34.1      1.1     75.3     57.2     84.6     92.4     15.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      23       19       17       73       68      101       99                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      467,675
COMMITMENTS
  65,912   59,984  128,561  226,055  248,911  420,528  437,456   47,147   30,218

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -24,596)
  -1,529   11,923  -13,805   -6,653  -21,202  -21,987  -23,085   -2,608   -1,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     12.8     27.5     48.3     53.2     89.9     93.5     10.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      70       65      100      104       93      237      209                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,361
COMMITMENTS
   1,025    1,755      328    3,311    3,363    4,664    5,445    1,697      916

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:     -1,403)
    -494      221     -220     -361     -920   -1,075     -919     -328     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     27.6      5.2     52.0     52.9     73.3     85.6     26.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9       16        9       11       11       27       29                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,587,842
COMMITMENTS
 859,865  1156150   87,058  2430604  2237002  3377527  3480211  210,315  107,631

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -84,695)
 -51,187  -18,420      467  -43,266  -55,238  -93,987  -73,191    9,292  -11,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     32.2      2.4     67.7     62.3     94.1     97.0      5.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      77       52       51      173      143      272      224                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,591,573
COMMITMENTS
 582,671  917,185  648,738  2878641  2563728  4110050  4129651  481,523  461,922

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:     21,713)
 -35,783  -27,292       34   74,903   29,102   39,154    1,843  -17,441   19,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     20.0     14.1     62.7     55.8     89.5     89.9     10.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
      88       73       92      212      202      341      326                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      756,812
COMMITMENTS
 144,707  120,317   10,336  489,523  480,082  644,566  610,735  112,246  146,077

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      4,991)
     519   -1,425     -319    3,555    8,714    3,755    6,970    1,236   -1,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     15.9      1.4     64.7     63.4     85.2     80.7     14.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      13       15       12       55       60       75       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,820,898
COMMITMENTS
 838,907  913,992  286,689  3344275  3260237  4469870  4460918  351,029  359,980

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:    -35,565)
  -6,501   32,547  -31,670   23,127  -47,949  -15,044  -47,072  -20,521   11,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     19.0      5.9     69.4     67.6     92.7     92.5      7.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      50       66       68      160      167      251      260                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,050,776
COMMITMENTS
 403,346  409,626  392,299  1221641  1192188  2017286  1994114   33,489   56,662

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:   -233,963)
 -57,395 -100,674  -20,965 -147,966 -106,473 -226,326 -228,113   -7,637   -5,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     20.0     19.1     59.6     58.1     98.4     97.2      1.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      37       48       50       59       80      121      155                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       42,906
COMMITMENTS
  22,954    3,723      892   10,396   29,965   34,242   34,580    8,664    8,326

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      1,245)
     139     -836      264      108    3,106      511    2,535      733   -1,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.5      8.7      2.1     24.2     69.8     79.8     80.6     20.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      33       16        5       26       28       59       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,811
COMMITMENTS
  45,909    7,445    1,784   20,791   59,930   68,484   69,159   17,327   16,652

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      2,489)
     277   -1,672      529      216    6,212    1,022    5,069    1,467   -2,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.5      8.7      2.1     24.2     69.8     79.8     80.6     20.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      33       16        5       26       28       59       49                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,293
COMMITMENTS
   2,683    2,078        0   24,413   26,892   27,096   28,970    2,197      323

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      2,699)
     -13      854        0    2,486    1,973    2,473    2,827      226     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      7.1      0.0     83.3     91.8     92.5     98.9      7.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        0       14        9       16       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,598
COMMITMENTS
  12,721   19,075      646    8,050    1,146   21,417   20,867      181      731

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:     -4,549)
    -362     -616   -3,937     -245        0   -4,544   -4,553       -5        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.9     88.3      3.0     37.3      5.3     99.2     96.6      0.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      24       16        3        4        1       30       18                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       20,558
COMMITMENTS
  16,043    4,983       69    4,417   13,131   20,529   18,183       29    2,375

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      4,686)
   7,317      447        0   -2,617    4,269    4,700    4,716      -14      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.0     24.2      0.3     21.5     63.9     99.9     88.4      0.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        7        1        3       17        9       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:        9,668
COMMITMENTS
   5,678    4,477        0    3,932    3,636    9,610    8,113       58    1,555

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:        452)
     435      618        0        0      -20      435      598       17     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.7     46.3      0.0     40.7     37.6     99.4     83.9      0.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4       10        0        2        9        6       19                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       53,926
COMMITMENTS
  25,534   25,520   28,392        0        0   53,926   53,912        0       14

CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST:      3,115)
   3,115    3,125        0        0        0    3,115    3,125        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.4     47.3     52.6      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5       19        5        0        0        7       23                  



Updated July 8, 2019