WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      499,820
COMMITMENTS
 135,641  163,045  149,966  170,942  136,190  456,549  449,201   43,271   50,619

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:      4,507)
  -1,284   -9,956    4,746      702    7,578    4,164    2,368      343    2,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     32.6     30.0     34.2     27.2     91.3     89.9      8.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     135      119      130       99       98      306      292                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       15,975
COMMITMENTS
   6,017      650    1,100    8,555   13,950   15,672   15,700      303      275

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:        372)
     454      150       50     -132      171      372      371        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      4.1      6.9     53.6     87.3     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        3        4       16       13       25       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      339,363
COMMITMENTS
  83,378  115,819   88,791  131,646  113,404  303,815  318,014   35,548   21,349

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:      8,343)
  -3,184    2,255   10,354     -728   -5,271    6,442    7,338    1,901    1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     34.1     26.2     38.8     33.4     89.5     93.7     10.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      81       59       88       93       77      218      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,823,857
COMMITMENTS
 399,979  505,090  419,997  770,831  721,500  1590807  1646587  233,050  177,270

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:     10,349)
 -10,260   33,003     -449   13,791  -20,154    3,082   12,400    7,267   -2,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     27.7     23.0     42.3     39.6     87.2     90.3     12.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      830)
     187      167      206      334      328      647      616                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,283
COMMITMENTS
   1,543      980      210    2,026    3,040    3,779    4,230    1,504    1,053

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:        305)
      49      119      -25      116      117      140      211      165       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     18.6      4.0     38.3     57.5     71.5     80.1     28.5     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        4        3        9        9       17       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      737,102
COMMITMENTS
 144,764  188,804  151,691  389,407  313,147  685,862  653,642   51,240   83,460

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:     25,391)
   9,603   26,132    1,442   12,303     -355   23,348   27,219    2,043   -1,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     25.6     20.6     52.8     42.5     93.0     88.7      7.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      611)
     145      160      173      164      230      409      493                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      482,812
COMMITMENTS
 111,411  115,205  121,329  216,299  216,045  449,039  452,579   33,773   30,233

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:     -1,997)
    -565   12,083   -9,351    8,339   -5,885   -1,577   -3,153     -420    1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     23.9     25.1     44.8     44.7     93.0     93.7      7.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      94      100      128       82       77      254      251                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      959,773
COMMITMENTS
 165,829  184,787   18,069  609,770  607,305  793,668  810,161  166,105  149,612

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:    -25,094)
  -6,360   -5,357      335   -4,637  -16,862  -10,662  -21,884  -14,432   -3,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     19.3      1.9     63.5     63.3     82.7     84.4     17.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      42       33       17       75       81      121      127                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,171,236
COMMITMENTS
 102,629  402,822   17,652  881,802  653,170  1002083  1073644  169,153   97,592

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:     31,024)
  -1,015     -884     -205   26,553   35,537   25,333   34,448    5,691   -3,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     34.4      1.5     75.3     55.8     85.6     91.7     14.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      22       17       16       73       64       99       93                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,361
COMMITMENTS
     489      309       14      488      786      991    1,109      370      252

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:        -27)
      16       87      -26       37      -91       27      -30      -54        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     22.7      1.0     35.9     57.8     72.8     81.5     27.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        1        9        9       17       13                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      460,239
COMMITMENTS
  86,480   77,885   97,169  228,919  248,992  412,568  424,046   47,671   36,193

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:     -2,253)
  -8,681      846    3,197    3,714   -8,388   -1,770   -4,345     -483    2,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     16.9     21.1     49.7     54.1     89.6     92.1     10.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      75       78       86      106       94      237      211                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,025
COMMITMENTS
     824    2,402      149    5,642    4,454    6,615    7,005    1,410    1,020

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:       -609)
     -11     -557      -46     -500      151     -557     -452      -52     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     29.9      1.9     70.3     55.5     82.4     87.3     17.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       16        5       14       13       30       31                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,305,001
COMMITMENTS
 889,183  975,750   63,477  2174813  2152056  3127473  3191283  177,528  113,718

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:    171,238)
 102,447   35,000   20,035   56,060  117,524  178,542  172,559   -7,304   -1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     29.5      1.9     65.8     65.1     94.6     96.6      5.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
      73       54       43      160      134      257      207                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,856,274
COMMITMENTS
 644,470  868,693  242,134  2503159  2338893  3389763  3449720  466,511  406,554

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:    -89,981)
 -55,282    2,423   11,340  -53,327 -105,491  -97,269  -91,728    7,288    1,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     22.5      6.3     64.9     60.7     87.9     89.5     12.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
      68       80       40      175      157      259      261                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      732,789
COMMITMENTS
 102,722   99,418    8,123  508,706  481,959  619,551  589,500  113,238  143,289

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:     18,736)
   9,371     -867    1,262    7,155   28,087   17,788   28,482      948   -9,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     13.6      1.1     69.4     65.8     84.5     80.4     15.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      18       13       13       58       57       82       77                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,251,886
COMMITMENTS
 843,058  882,974   57,770  2990149  2979249  3890977  3919993  360,909  331,893

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:    -16,590)
  44,774  -81,060  -13,148    3,290  102,091   34,916    7,883  -51,506  -24,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     20.8      1.4     70.3     70.1     91.5     92.2      8.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      68       54       37      143      158      223      237                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,773,289
COMMITMENTS
 215,756  383,739  421,283  1100690  914,921  1737729  1719943   35,560   53,346

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:    -54,951)
  -4,307    5,462    4,694  -54,219  -62,483  -53,832  -52,327   -1,119   -2,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     21.6     23.8     62.1     51.6     98.0     97.0      2.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      22       46       48       62       70      114      136                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,880
COMMITMENTS
  17,522    5,255    2,872   11,802   24,152   32,196   32,279    7,685    7,601

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:        785)
    -904      -68      554    1,042      731      692    1,218       93     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     13.2      7.2     29.6     60.6     80.7     80.9     19.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      34       19        7       22       27       59       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       79,760
COMMITMENTS
  35,044   10,510    5,744   23,603   48,304   64,391   64,558   15,369   15,202

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:      1,569)
  -1,807     -135    1,108    2,083    1,462    1,384    2,435      185     -866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     13.2      7.2     29.6     60.6     80.7     80.9     19.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      34       19        7       22       27       59       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       24,577
COMMITMENTS
   3,305      964        0   19,928   22,827   23,233   23,791    1,344      786

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:      2,452)
      37      512        0    2,372    1,868    2,409    2,380       43       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      3.9      0.0     81.1     92.9     94.5     96.8      5.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0       12       11       15       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       28,544
COMMITMENTS
  12,273   26,695      304   15,772    1,143   28,349   28,142      195      402

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:      4,157)
      52    3,909        0    4,080        0    4,132    3,909       25      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     93.5      1.1     55.3      4.0     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18       18        2        4        1       24       19                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       20,875
COMMITMENTS
  13,371    7,989       71    7,422   11,408   20,864   19,468       11    1,407

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:     -2,403)
  -1,944     -131      -12     -438     -357   -2,394     -500       -9   -1,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1     38.3      0.3     35.6     54.6     99.9     93.3      0.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       10        1        5       14       12       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       17,946
COMMITMENTS
  15,121    5,760        9    2,769   10,575   17,899   16,344       47    1,602

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:      2,801)
   2,776     -120        0        0    3,664    2,776    3,544       25     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.3     32.1      0.1     15.4     58.9     99.7     91.1      0.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5       10        1        2       11        8       21                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 04/02/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       48,540
COMMITMENTS
  19,047   19,018   29,463        0        0   48,510   48,481       30       59

CHANGES FROM 03/26/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     39.2     60.7      0.0      0.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9       12        4        0        0       11       15                  



Updated April 5, 2019