WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      480,664
COMMITMENTS
 139,024  186,097  129,161  173,157  118,430  441,342  433,688   39,322   46,976

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:      9,489)
   3,987    9,510    6,332    1,463   -4,653   11,782   11,189   -2,293   -1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     38.7     26.9     36.0     24.6     91.8     90.2      8.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     123      130      129      102       97      299      295                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       16,255
COMMITMENTS
   5,493      600    1,250    9,157   14,130   15,900   15,980      355      275

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:        620)
     445        0        0      120      620      565      620       55        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      3.7      7.7     56.3     86.9     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        3        4       16       13       23       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      335,498
COMMITMENTS
  88,763  119,956   80,350  132,805  112,370  301,918  312,676   33,580   22,822

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:     16,136)
   3,507    1,933    3,245   10,610    9,906   17,362   15,084   -1,226    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     35.8     23.9     39.6     33.5     90.0     93.2     10.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      91       60       75       99       78      224      186                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,840,777
COMMITMENTS
 417,527  590,669  369,468  812,096  699,633  1599091  1659770  241,686  181,007

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:     30,280)
   5,115   23,766    3,483   22,897    4,896   31,495   32,145   -1,215   -1,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     32.1     20.1     44.1     38.0     86.9     90.2     13.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      827)
     196      165      207      342      323      654      617                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,056
COMMITMENTS
   2,244      182      135    1,933    4,722    4,312    5,039    1,744    1,017

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:        -74)
     365      -86     -100     -163      187      102        1     -176      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      3.0      2.2     31.9     78.0     71.2     83.2     28.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        3        2        7       11       16       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      811,336
COMMITMENTS
 142,923  229,423  171,731  443,607  329,066  758,261  730,220   53,075   81,116

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:     24,212)
    -361   29,233   -2,998   27,487    1,253   24,128   27,488       84   -3,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     28.3     21.2     54.7     40.6     93.5     90.0      6.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      621)
     140      172      185      191      227      443      505                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      487,432
COMMITMENTS
 118,067  141,048  107,225  226,267  209,283  451,559  457,556   35,873   29,876

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:     12,674)
    -128   15,961    4,317    4,927   -7,262    9,116   13,016    3,558     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     28.9     22.0     46.4     42.9     92.6     93.9      7.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      89      112      118       86       77      250      258                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      942,264
COMMITMENTS
 146,257  186,302   19,394  604,924  588,162  770,575  793,858  171,689  148,406

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:     -7,752)
 -10,142    5,314    2,511     -996  -13,855   -8,627   -6,030      875   -1,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     19.8      2.1     64.2     62.4     81.8     84.3     18.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      43       32       21       75       76      121      126                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,184,696
COMMITMENTS
  99,818  422,649   18,821  896,905  649,174  1015544  1090644  169,152   94,052

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:      8,363)
     195    9,611       18    8,834   -2,273    9,047    7,356     -684    1,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     35.7      1.6     75.7     54.8     85.7     92.1     14.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      21       20       20       77       67      107       98                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      451,093
COMMITMENTS
  92,719   82,391   92,090  218,414  237,652  403,223  412,133   47,870   38,960

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:        509)
   5,466    6,521   -4,527    1,463   -2,821    2,402     -827   -1,893    1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     18.3     20.4     48.4     52.7     89.4     91.4     10.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      84       75       89      108       93      242      219                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,738
COMMITMENTS
     938    3,359       92    5,121    2,952    6,151    6,403    1,587    1,335

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:          1)
      51       46       25     -116      -72      -40       -1       41        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     43.4      1.2     66.2     38.1     79.5     82.7     20.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13       14        4       11       11       24       29                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,732,420
COMMITMENTS
 938,097  1068943  195,635  2419382  2353585  3553114  3618163  179,306  114,257

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:    141,190)
  75,681   34,905   29,399   27,394   72,271  132,474  136,575    8,716    4,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     28.6      5.2     64.8     63.1     95.2     96.9      4.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
      79       58       47      168      138      273      217                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,019,262
COMMITMENTS
 585,339  909,130  251,019  2743686  2432085  3580044  3592234  439,218  427,028

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:     35,526)
 -35,045   13,096   -4,996   80,393   32,499   40,352   40,599   -4,826   -5,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     22.6      6.2     68.3     60.5     89.1     89.4     10.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
      78       71       49      185      169      286      266                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      754,063
COMMITMENTS
  83,299  110,709    8,131  551,682  495,249  643,112  614,089  110,951  139,974

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:      5,847)
    -725      173     -850   16,952   12,337   15,377   11,660   -9,530   -5,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     14.7      1.1     73.2     65.7     85.3     81.4     14.7     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      17       13       11       58       60       80       79                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,599,028
COMMITMENTS
 860,858  907,680  161,304  3238193  3186805  4260355  4255789  338,673  343,239

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:    102,747)
  29,958   13,869   12,715   81,020   86,674  123,693  113,258  -20,946  -10,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     19.7      3.5     70.4     69.3     92.6     92.5      7.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      68       56       46      151      167      243      245                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,923,109
COMMITMENTS
 155,991  356,104  516,946  1215367  1000298  1888304  1873348   34,805   49,761

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:    127,030)
 -27,414   -9,632   86,750   70,139   41,587  129,475  118,705   -2,445    8,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     18.5     26.9     63.2     52.0     98.2     97.4      1.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      28       43       52       57       66      117      132                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,466
COMMITMENTS
  17,054    4,722    3,281   11,797   24,867   32,132   32,869    8,334    7,597

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:       -479)
  -1,216      182    1,836     -219   -2,282      401     -265     -880     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     11.7      8.1     29.2     61.5     79.4     81.2     20.6     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      36       20        8       23       27       63       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       80,932
COMMITMENTS
  34,108    9,443    6,562   23,594   49,733   64,264   65,738   16,668   15,194

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:       -958)
  -2,431      363    3,671     -438   -4,564      802     -530   -1,760     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     11.7      8.1     29.2     61.5     79.4     81.2     20.6     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      36       20        8       23       27       63       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       24,483
COMMITMENTS
   2,829      452        0   20,087   22,582   22,916   23,034    1,567    1,449

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:     -1,811)
  -1,107        0        0   -1,004   -2,034   -2,111   -2,034      300      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      1.8      0.0     82.0     92.2     93.6     94.1      6.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        0       13       10       16       11                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       27,834
COMMITMENTS
  12,592   26,499      100   14,961    1,182   27,653   27,781      181       53

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:       -182)
     -34     -241        0      -81       39     -115     -202      -67       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     95.2      0.4     53.8      4.2     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      20       17        1        5        2       26       19                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       21,484
COMMITMENTS
  13,728    6,404       75    7,660   12,365   21,463   18,844       21    2,640

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:      1,621)
   1,646       52        4      -33    1,612    1,617    1,668        4      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.9     29.8      0.3     35.7     57.6     99.9     87.7      0.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       10        1        5       14       13       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,460
COMMITMENTS
  13,652    4,307        9    2,755   10,620   16,416   14,936       44    1,524

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:          4)
      34      -94        0       -2       93       32       -1      -28        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.9     26.2      0.1     16.7     64.5     99.7     90.7      0.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6       10        1        2       11        9       21                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 04/23/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       49,118
COMMITMENTS
  19,608   19,647   29,464        0        0   49,072   49,111       46        7

CHANGES FROM 04/16/19 (CHANGE IN OPEN INTEREST:        675)
     672      694        1        0        0      673      695        2      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     40.0     60.0      0.0      0.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       15        4        0        0        8       18                  



Updated April 26, 2019