WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      471,734
COMMITMENTS
 133,695  159,961  127,720  167,619  133,814  429,034  421,495   42,700   50,239

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    -28,086)
  -1,946   -3,084  -22,246   -3,323   -2,376  -27,515  -27,706     -571     -380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     33.9     27.1     35.5     28.4     90.9     89.4      9.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     119      125      122       98      104      292      291                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       14,130
COMMITMENTS
   4,475      650    1,220    8,052   11,785   13,747   13,655      383      475

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     -1,845)
  -1,542        0      120     -503   -2,165   -1,925   -2,045       80      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      4.6      8.6     57.0     83.4     97.3     96.6      2.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        5       14       12       21       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      327,373
COMMITMENTS
  82,595  112,078   84,155  123,428  109,729  290,178  305,962   37,195   21,411

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    -11,990)
    -783   -3,741   -4,636   -8,218   -3,675  -13,637  -12,052    1,647       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     34.2     25.7     37.7     33.5     88.6     93.5     11.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      75       57       75       95       72      206      179                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,748,710
COMMITMENTS
 403,322  532,560  348,743  756,456  682,530  1508521  1563833  240,189  184,877

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    -75,147)
   3,343   27,470  -71,254  -14,375  -38,970  -82,286  -82,754    7,139    7,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     30.5     19.9     43.3     39.0     86.3     89.4     13.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      833)
     182      172      201      336      320      648      610                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,038
COMMITMENTS
   1,904    1,092      340    2,053    3,492    4,297    4,924    1,741    1,114

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:        755)
     361      112      130       27      452      518      694      237       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     18.1      5.6     34.0     57.8     71.2     81.6     28.8     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        5        3       10        9       21       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      767,938
COMMITMENTS
 145,108  183,751  171,446  398,161  330,040  714,715  685,237   53,223   82,701

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     30,836)
     344   -5,053   19,755    8,754   16,893   28,853   31,595    1,983     -759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     23.9     22.3     51.8     43.0     93.1     89.2      6.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
     144      160      184      166      231      419      501                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      482,223
COMMITMENTS
 118,410  121,667  117,357  212,169  212,865  447,936  451,889   34,287   30,334

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -589)
   6,999    6,462   -3,972   -4,130   -3,180   -1,103     -690      514      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     25.2     24.3     44.0     44.1     92.9     93.7      7.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      92       96      123       84       76      256      246                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      941,668
COMMITMENTS
 160,161  185,493   17,401  604,372  595,740  781,934  798,634  159,734  143,034

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    -18,105)
  -5,668      706     -668   -5,398  -11,565  -11,734  -11,527   -6,371   -6,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     19.7      1.8     64.2     63.3     83.0     84.8     17.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      43       37       19       72       79      122      128                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,158,831
COMMITMENTS
 101,415  405,848   17,365  864,675  643,194  983,455  1066407  175,376   92,424

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    -12,405)
  -1,214    3,026     -287  -17,127   -9,976  -18,628   -7,237    6,223   -5,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     35.0      1.5     74.6     55.5     84.9     92.0     15.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      22       16       17       72       64       99       92                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,401
COMMITMENTS
     529      451       37      526      627    1,092    1,115      309      286

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:         40)
      40      142       23       38     -159      101        6      -61       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     32.2      2.6     37.5     44.8     77.9     79.6     22.1     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        4        1        6        8       15       12                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      450,720
COMMITMENTS
  86,358   72,931  101,741  212,750  239,574  400,849  414,246   49,871   36,474

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     -9,519)
    -122   -4,954    4,572  -16,169   -9,418  -11,719   -9,800    2,200      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     16.2     22.6     47.2     53.2     88.9     91.9     11.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      75       76       90      105       95      235      218                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,536
COMMITMENTS
     831    2,859      164    5,162    3,152    6,157    6,175    1,379    1,361

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -489)
       7      457       15     -480   -1,302     -458     -830      -31      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     37.9      2.2     68.5     41.8     81.7     81.9     18.3     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       14        6       11       11       28       28                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,527,661
COMMITMENTS
 888,142  1017600  139,389  2312132  2261231  3339663  3418220  187,998  109,441

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    222,660)
  -1,041   41,850   75,912  137,319  109,175  212,190  226,937   10,470   -4,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     28.8      4.0     65.5     64.1     94.7     96.9      5.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
      73       50       46      172      136      272      205                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,923,027
COMMITMENTS
 630,253  891,817  241,196  2587931  2370697  3459380  3503710  463,647  419,317

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     66,753)
 -14,217   23,124     -938   84,772   31,804   69,617   53,990   -2,864   12,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     22.7      6.1     66.0     60.4     88.2     89.3     11.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
      78       77       44      175      160      272      262                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      734,234
COMMITMENTS
  96,652  104,147    8,146  513,819  479,336  618,617  591,629  115,617  142,605

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:      1,445)
  -6,070    4,729       23    5,113   -2,623     -934    2,129    2,379     -684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     14.2      1.1     70.0     65.3     84.3     80.6     15.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      18       14       13       57       57       81       78                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,314,643
COMMITMENTS
 823,414  876,989   94,770  3048663  2987917  3966847  3959676  347,796  354,967

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     62,757)
 -19,644   -5,985   37,000   58,514    8,668   75,870   39,683  -13,113   23,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     20.3      2.2     70.7     69.3     91.9     91.8      8.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      62       56       45      152      165      236      244                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,769,336
COMMITMENTS
 213,737  365,776  421,171  1101910  939,032  1736818  1725979   32,518   43,357

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     -3,953)
  -2,019  -17,963     -112    1,220   24,111     -911    6,036   -3,042   -9,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     20.7     23.8     62.3     53.1     98.2     97.5      1.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      24       42       51       59       69      115      134                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,565
COMMITMENTS
  18,646    5,085    2,019   11,607   25,037   32,272   32,141    7,293    7,424

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -316)
   1,124     -170     -853     -195      885       76     -138     -392     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     12.9      5.1     29.3     63.3     81.6     81.2     18.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      34       20       10       23       26       60       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       79,129
COMMITMENTS
  37,291   10,170    4,038   23,214   50,074   64,543   64,282   14,586   14,847

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -631)
   2,247     -340   -1,706     -389    1,770      152     -276     -783     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     12.9      5.1     29.3     63.3     81.6     81.2     18.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      34       20       10       23       26       60       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       24,691
COMMITMENTS
   3,566      693        0   19,763   23,355   23,329   24,048    1,362      643

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:        114)
     261     -271        0     -165      528       96      257       18     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      2.8      0.0     80.0     94.6     94.5     97.4      5.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        0       12       12       15       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       27,715
COMMITMENTS
  12,258   25,778      210   15,046    1,143   27,514   27,131      201      584

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -829)
     -15     -917      -94     -726        0     -835   -1,011        6      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     93.0      0.8     54.3      4.1     99.3     97.9      0.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18       20        2        4        1       24       21                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       19,922
COMMITMENTS
  12,408    7,022       71    7,413   10,820   19,892   17,913       30    2,009

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -953)
    -963     -967        0       -9     -588     -972   -1,555       19      602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.3     35.2      0.4     37.2     54.3     99.8     89.9      0.2     10.1

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 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,971
COMMITMENTS
  14,136    4,501        9    2,769   10,807   16,914   15,317       57    1,654

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -975)
    -985   -1,259        0        0      232     -985   -1,027       10       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.3     26.5      0.1     16.3     63.7     99.7     90.3      0.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        9        1        2       11        8       20                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 04/09/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       48,320
COMMITMENTS
  18,828   18,803   29,463        0        0   48,291   48,266       29       54

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -220)
    -219     -215        0        0        0     -219     -215       -1       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     38.9     61.0      0.0      0.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7       13        4        0        0        9       16                  



Updated April 12, 2019