WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      496,762
COMMITMENTS
 111,151   83,490  188,474  164,897  178,373  464,523  450,337   32,240   46,425

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    -26,858)
   1,949   -3,558  -31,137    3,686    7,966  -25,502  -26,729   -1,355     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     16.8     37.9     33.2     35.9     93.5     90.7      6.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     121      106      149       93      110      297      291                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       24,866
COMMITMENTS
  10,755      240    1,242   11,904   22,566   23,901   24,048      965      818

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:       -344)
     331      240     -602      -94       31     -365     -331       21      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.3      1.0      5.0     47.9     90.8     96.1     96.7      3.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        1        4       12       15       19       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      304,259
COMMITMENTS
  76,636   78,493   84,501  114,840  120,339  275,976  283,333   28,283   20,926

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:     -1,854)
   3,368   -1,777   -4,724     -448    4,890   -1,804   -1,611      -49     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     25.8     27.8     37.7     39.6     90.7     93.1      9.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      88       61       79       91       84      216      195                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,295,213
COMMITMENTS
 384,537  177,842  664,926  880,280  1197651  1929743  2040419  365,470  254,794

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:   -104,103)
 -20,066   17,990  -59,455  -21,295  -52,843 -100,816  -94,308   -3,287   -9,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      7.7     29.0     38.4     52.2     84.1     88.9     15.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      953)
     255      145      270      457      447      830      758                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,932
COMMITMENTS
   2,214      413      104      818    3,314    3,136    3,830    1,796    1,101

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:        -68)
    -223      229        2       36     -326     -184      -95      116       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.9      8.4      2.1     16.6     67.2     63.6     77.7     36.4     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        4        3        6        8       18       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      729,129
COMMITMENTS
 125,807  146,994  212,301  333,234  294,031  671,341  653,325   57,788   75,804

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    -87,974)
     342   10,893  -51,734  -33,911  -44,145  -85,303  -84,986   -2,671   -2,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     20.2     29.1     45.7     40.3     92.1     89.6      7.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     155      138      216      185      207      464      468                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      450,640
COMMITMENTS
 106,529  108,043  101,575  209,769  211,286  417,873  420,905   32,767   29,735

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    -19,020)
  -2,595  -12,030   -6,299   -9,068    1,540  -17,963  -16,789   -1,057   -2,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     24.0     22.5     46.5     46.9     92.7     93.4      7.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      93       91      118       84       81      254      244                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,055,189
COMMITMENTS
 136,281  172,932   90,985  650,590  643,699  877,856  907,616  177,333  147,573

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    -32,834)
   4,833     -992  -21,973   -9,869  -11,774  -27,009  -34,739   -5,825    1,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     16.4      8.6     61.7     61.0     83.2     86.0     16.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      41       28       40       88       84      143      138                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,159,532
COMMITMENTS
  93,607  380,730   17,219  869,348  671,059  980,174  1069008  179,358   90,523

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      3,198)
   1,514     -424    3,543   -2,246    2,474    2,811    5,594      387   -2,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     32.8      1.5     75.0     57.9     84.5     92.2     15.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      25       18       21       75       66      106       99                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      455,791
COMMITMENTS
  63,922   79,063  126,044  219,224  220,104  409,190  425,211   46,601   30,580

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    -29,018)
  -1,181    7,855  -12,387  -17,220  -25,154  -30,789  -29,686    1,771      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     17.3     27.7     48.1     48.3     89.8     93.3     10.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      62       68      101      108       91      236      213                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,757
COMMITMENTS
   3,201    1,433      771    3,843    6,456    7,815    8,660    1,942    1,097

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      1,741)
   1,454       45      120     -216    1,588    1,358    1,753      383      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8     14.7      7.9     39.4     66.2     80.1     88.8     19.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18       14       10       10       16       35       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,889,252
COMMITMENTS
 942,543  1257118  213,496  2516225  2308399  3672264  3779013  216,988  110,239

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    120,495)
 -10,035   43,646   11,822  123,155   59,881  124,942  115,350   -4,447    5,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     32.3      5.5     64.7     59.4     94.4     97.2      5.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
      92       53       62      188      142      311      226                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,502,120
COMMITMENTS
 653,345  1060689  627,816  2741725  2404852  4022886  4093356  479,233  408,763

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:   -173,974)
  37,516   23,759 -108,290  -97,052  -80,832 -167,825 -165,364   -6,149   -8,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     23.6     13.9     60.9     53.4     89.4     90.9     10.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
      89       72       95      199      195      334      316                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      772,495
COMMITMENTS
 158,364  114,968    9,683  487,672  492,595  655,719  617,246  116,776  155,249

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      3,803)
   9,767   -1,484      324  -15,841   -3,939   -5,750   -5,099    9,553    8,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     14.9      1.3     63.1     63.8     84.9     79.9     15.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      14       13        9       58       60       76       78                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,974,923
COMMITMENTS
 831,232  954,779  384,088  3399017  3329844  4614337  4668712  360,586  306,211

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    -31,802)
  -8,470   48,386  -33,248    3,061  -23,991  -38,657   -8,853    6,855  -22,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     19.2      7.7     68.3     66.9     92.8     93.8      7.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      56       61       70      166      176      261      268                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,343,075
COMMITMENTS
 385,920  529,940  398,434  1512013  1350838  2296367  2279212   46,708   63,864

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    104,141)
  54,597   54,596  -25,483   67,126   68,174   96,240   97,287    7,901    6,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     22.6     17.0     64.5     57.7     98.0     97.3      2.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      48       47       57       72       82      144      164                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       51,084
COMMITMENTS
  27,688    4,373    1,334   14,108   35,972   43,131   41,679    7,953    9,405

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      3,740)
   1,318      249      -26    2,577    3,616    3,870    3,839     -129      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.2      8.6      2.6     27.6     70.4     84.4     81.6     15.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      32       21        6       25       32       59       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,168
COMMITMENTS
  55,377    8,746    2,669   28,217   71,944   86,262   83,359   15,906   18,809

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      7,481)
   2,636      497      -51    5,154    7,232    7,739    7,678     -258     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.2      8.6      2.6     27.6     70.4     84.4     81.6     15.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      32       21        6       25       32       59       57                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       26,534
COMMITMENTS
   2,069    1,526        0   21,894   24,650   23,963   26,176    2,571      358

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:        566)
    -120      -52        0      551      467      431      415      135      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      5.8      0.0     82.5     92.9     90.3     98.7      9.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        0       11       10       14       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       26,067
COMMITMENTS
  18,284   22,308      757    6,857    2,965   25,898   26,030      169       37

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:        -13)
     -74     -775       60        0      714      -14       -1        1      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.1     85.6      2.9     26.3     11.4     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      23       17        4        4        2       30       20                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       21,985
COMMITMENTS
  20,987    4,105       69      903   15,430   21,959   19,604       26    2,381

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      1,872)
   5,071       -3        0   -3,199    1,815    1,872    1,812        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    95.5     18.7      0.3      4.1     70.2     99.9     89.2      0.1     10.8

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 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       11,224
COMMITMENTS
   7,240    6,292        0    3,932    3,473   11,172    9,765       52    1,459

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:       -619)
    -620     -633        0        0      -58     -620     -691        1       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.5     56.1      0.0     35.0     30.9     99.5     87.0      0.5     13.0

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 07/30/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       53,294
COMMITMENTS
  21,296   21,288   31,983        0        0   53,279   53,271       15       23

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      1,165)
  -2,441   -2,418    3,591        0        0    1,150    1,173       15       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     39.9     60.0      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       17        5        0        0        8       20                  



Updated August 02, 2019