WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      385,557
COMMITMENTS
 118,406  102,091  115,639  122,620  125,135  356,665  342,865   28,892   42,692

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:    -14,263)
  -2,482    2,663    4,055  -13,926  -18,764  -12,353  -12,046   -1,910   -2,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     26.5     30.0     31.8     32.5     92.5     88.9      7.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     102      111      127       85      108      261      285                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       17,838
COMMITMENTS
   7,275      800      580    8,985   15,503   16,840   16,883      998      955

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:       -738)
    -329      329     -149     -320     -818     -798     -638       60     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8      4.5      3.3     50.4     86.9     94.4     94.6      5.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        2        8       13       12       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      290,450
COMMITMENTS
  78,989   91,442   62,705  121,579  115,519  263,273  269,666   27,177   20,784

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:       -601)
  -1,953    6,578   -5,369    5,394   -1,416   -1,928     -207    1,327     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     31.5     21.6     41.9     39.8     90.6     92.8      9.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      88       62       72       96       82      216      192                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,765,396
COMMITMENTS
 415,025  253,386  316,012  762,662  1001090  1493699  1570488  271,697  194,908

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:    -49,268)
  -9,322   50,659  -40,221    1,378  -58,020  -48,165  -47,582   -1,103   -1,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     14.4     17.9     43.2     56.7     84.6     89.0     15.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      889)
     203      147      199      412      390      732      644                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,365
COMMITMENTS
   2,102      434        0      735    2,977    2,837    3,411    1,528      954

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:       -127)
      -9      -80        0      -48     -148      -57     -228      -70      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.2      9.9      0.0     16.8     68.2     65.0     78.1     35.0     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        4        0        6        7       15       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      622,488
COMMITMENTS
 151,720  169,367  115,314  305,577  272,002  572,611  556,683   49,877   65,805

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:    -10,579)
   5,765   -2,065  -10,567   -8,997      172  -13,799  -12,460    3,220    1,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     27.2     18.5     49.1     43.7     92.0     89.4      8.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      521)
     136      129      150      169      195      392      407                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      461,327
COMMITMENTS
 115,944   77,645  102,302  207,567  253,136  425,813  433,083   35,514   28,244

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     12,467)
   5,357  -41,727   10,636   -5,131   45,965   10,862   14,874    1,605   -2,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     16.8     22.2     45.0     54.9     92.3     93.9      7.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      91       71      110       85       76      246      218                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      998,940
COMMITMENTS
 143,078  210,379   26,835  657,298  630,181  827,211  867,395  171,729  131,545

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     23,970)
   6,878   17,906   -2,326   20,113   15,030   24,665   30,610     -695   -6,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     21.1      2.7     65.8     63.1     82.8     86.8     17.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      35       40       32       85       85      137      140                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,224,607
COMMITMENTS
 112,658  409,588   39,045  892,241  687,633  1043944  1136266  180,663   88,341

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     34,005)
    -316   15,990   13,741   18,559    4,453   31,984   34,184    2,021     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     33.4      3.2     72.9     56.2     85.2     92.8     14.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      23       19       24       82       73      117      104                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      444,681
COMMITMENTS
  84,335   88,340   96,983  215,377  227,876  396,695  413,199   47,986   31,482

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:       -641)
   2,674   -3,045   -7,932    2,459    9,142   -2,799   -1,835    2,158    1,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     19.9     21.8     48.4     51.2     89.2     92.9     10.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      76       63       89      116       80      243      195                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,958
COMMITMENTS
   2,197    1,473      173    3,982    5,268    6,352    6,914    1,606    1,044

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:        -85)
    -628      102       87      356     -239     -185      -50      100      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     18.5      2.2     50.0     66.2     79.8     86.9     20.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        9        5       12       14       35       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,985,486
COMMITMENTS
 966,597  1291960  316,374  2484255  2245559  3767226  3853893  218,260  131,593

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     27,969)
 -51,654  -35,158   80,369    1,787  -36,763   30,502    8,448   -2,533   19,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     32.4      7.9     62.3     56.3     94.5     96.7      5.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
      76       57       58      184      137      290      223                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,038,857
COMMITMENTS
 635,384  1049730  318,175  2616217  2284537  3569776  3652442  469,081  386,415

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     28,546)
 -23,062      398    7,081   40,837   30,570   24,856   38,049    3,690   -9,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     26.0      7.9     64.8     56.6     88.4     90.4     11.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
      84       71       64      196      177      310      282                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      797,138
COMMITMENTS
 128,213  132,681   11,625  537,490  489,622  677,328  633,928  119,810  163,210

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:      9,946)
 -17,862    5,017   -2,324   25,686    6,458    5,500    9,151    4,446      795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     16.6      1.5     67.4     61.4     85.0     79.5     15.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      14       16       10       58       60       77       81                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,643,743
COMMITMENTS
 804,711  908,568  321,168  3159242  3105578  4285121  4335314  358,622  308,429

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:    -35,556)
   1,741  -25,716   46,787  -94,016  -58,084  -45,488  -37,013    9,932    1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     19.6      6.9     68.0     66.9     92.3     93.4      7.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      53       64       54      152      169      236      256                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,856,593
COMMITMENTS
 243,707  309,409  344,029  1227352  1152296  1815088  1805734   41,505   50,859

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:    -74,971)
   5,695 -128,447   22,925 -104,186   32,481  -75,566  -73,041      595   -1,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     16.7     18.5     66.1     62.1     97.8     97.3      2.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      38       37       52       63       75      126      141                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       45,609
COMMITMENTS
  25,025    3,224      503   12,325   33,487   37,852   37,214    7,757    8,395

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     -3,520)
  -3,996      -86      -22      234   -4,001   -3,784   -4,108      264      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.9      7.1      1.1     27.0     73.4     83.0     81.6     17.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      31       14        6       21       31       53       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,218
COMMITMENTS
  50,049    6,448    1,006   24,649   66,974   75,704   74,428   15,514   16,790

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     -7,039)
  -7,992     -172      -43      468   -8,001   -7,567   -8,216      528    1,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.9      7.1      1.1     27.0     73.4     83.0     81.6     17.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      31       14        6       21       31       53       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       36,111
COMMITMENTS
   1,950    1,912        0   32,340   33,752   34,290   35,664    1,821      447

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     10,666)
     -36      235        0   11,052   10,484   11,016   10,719     -350      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      5.3      0.0     89.6     93.5     95.0     98.8      5.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        0       11       10       14       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       27,734
COMMITMENTS
  18,699   21,889    1,986    6,883    3,812   27,568   27,687      166       47

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     -2,289)
    -522     -458   -1,846       93        0   -2,275   -2,304      -14       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     78.9      7.2     24.8     13.7     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      26       17        5        4        3       33       22                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,600
COMMITMENTS
  23,379    4,444       67    3,130   20,386   26,576   24,897       24    1,703

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:      1,574)
  -1,467       91       -2    3,035    2,076    1,566    2,165        8     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.9     16.7      0.3     11.8     76.6     99.9     93.6      0.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        6        1        3       15       11       21                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:        9,741
COMMITMENTS
   4,039    3,427        0    5,668    4,246    9,707    7,673       34    2,068

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     -1,154)
  -2,884   -1,206        0    1,736     -257   -1,148   -1,463       -6      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     35.2      0.0     58.2     43.6     99.7     78.8      0.3     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        9        0        3       10        9       19                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 08/13/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       48,944
COMMITMENTS
  17,866   17,859   31,072        0        0   48,938   48,931        6       13

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     -3,616)
  -2,706   -2,695     -911        0        0   -3,617   -3,606        1      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     36.5     63.5      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4       20        5        0        0        7       23                  



Updated August 16, 2019