WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      470,846
COMMITMENTS
 135,683  190,861  123,528  172,698  111,933  431,909  426,322   38,937   44,524

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:     -9,818)
  -3,341    4,764   -5,633     -459   -6,497   -9,433   -7,366     -385   -2,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     40.5     26.2     36.7     23.8     91.7     90.5      8.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     119      129      123       97       90      290      282                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       16,750
COMMITMENTS
   6,193      700    1,550    8,607   14,205   16,350   16,455      400      295

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:        495)
     700      100      300     -550       75      450      475       45       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      4.2      9.3     51.4     84.8     97.6     98.2      2.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        3        4       14       15       21       22                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      325,496
COMMITMENTS
  87,505  123,546   78,963  125,715  100,847  292,183  303,356   33,313   22,140

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:    -10,002)
  -1,258    3,590   -1,387   -7,090  -11,523   -9,735   -9,320     -267     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     38.0     24.3     38.6     31.0     89.8     93.2     10.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      85       71       68       91       74      213      181                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,636,675
COMMITMENTS
 373,602  581,894  305,362  728,139  585,227  1407103  1472483  229,572  164,192

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:   -204,102)
 -43,925   -8,775  -64,106  -83,957 -114,406 -191,988 -187,287  -12,114  -16,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     35.6     18.7     44.5     35.8     86.0     90.0     14.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      817)
     207      158      183      326      308      629      577                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,214
COMMITMENTS
   2,707      182      165    1,266    4,652    4,138    4,999    2,076    1,215

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:        158)
     463        0       30     -667      -70     -174      -40      332      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6      2.9      2.7     20.4     74.9     66.6     80.4     33.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        3        1        6       10       17       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      727,156
COMMITMENTS
 125,622  243,957  151,342  401,434  256,155  678,398  651,454   48,758   75,702

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:    -84,180)
 -17,301   14,534  -20,389  -42,173  -72,911  -79,863  -78,766   -4,317   -5,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     33.5     20.8     55.2     35.2     93.3     89.6      6.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     128      173      167      156      217      391      487                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      487,072
COMMITMENTS
 112,803  147,004  107,299  233,735  201,267  453,837  455,570   33,235   31,502

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:       -360)
  -5,264    5,956       74    7,468   -8,016    2,278   -1,986   -2,638    1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     30.2     22.0     48.0     41.3     93.2     93.5      6.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      84      115      112       84       68      245      244                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      945,884
COMMITMENTS
 139,904  177,975   16,751  619,409  602,417  776,064  797,143  169,820  148,741

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:      3,620)
  -6,353   -8,327   -2,643   14,485   14,255    5,489    3,285   -1,869      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     18.8      1.8     65.5     63.7     82.0     84.3     18.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      42       27       26       74       79      123      125                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,198,284
COMMITMENTS
  98,362  422,242   23,092  912,250  656,365  1033704  1101699  164,580   96,585

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:     13,588)
  -1,456     -407    4,271   15,345    7,191   18,160   11,055   -4,572    2,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     35.2      1.9     76.1     54.8     86.3     91.9     13.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      21       19       20       78       68      108       98                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,485
COMMITMENTS
     248      689        0      946      464    1,194    1,153      291      332

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     46.4      0.0     63.7     31.2     80.4     77.6     19.6     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        0        8        7       13       12                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      464,308
COMMITMENTS
  95,256   78,532  102,646  221,194  246,420  419,096  427,598   45,212   36,710

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:     13,215)
   2,537   -3,859   10,556    2,780    8,768   15,873   15,465   -2,658   -2,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     16.9     22.1     47.6     53.1     90.3     92.1      9.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      88       69       91      107       92      252      213                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,786
COMMITMENTS
     463    3,592      163    5,366    2,150    5,992    5,905    1,794    1,881

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:         48)
    -475      233       71      245     -802     -159     -498      207      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     46.1      2.1     68.9     27.6     77.0     75.8     23.0     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       15        4       12        6       22       23                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,061,736
COMMITMENTS
 1104459  1151956  282,992  2489725  2508916  3877176  3943864  184,560  117,872

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:    329,316)
 166,362   83,013   87,357   70,343  155,331  324,062  325,701    5,254    3,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     28.4      7.0     61.3     61.8     95.5     97.1      4.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
      75       57       45      177      137      279      212                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,008,342
COMMITMENTS
 589,086  877,007  256,262  2705895  2456881  3551243  3590150  457,099  418,192

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:    -10,920)
   3,747  -32,123    5,243  -37,791   24,796  -28,801   -2,084   17,881   -8,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     21.9      6.4     67.5     61.3     88.6     89.6     11.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
      79       77       50      178      178      282      280                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      765,123
COMMITMENTS
  94,748  112,552    8,830  551,946  498,662  655,524  620,044  109,599  145,079

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:     11,060)
  11,449    1,843      699      264    3,413   12,412    5,955   -1,352    5,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     14.7      1.2     72.1     65.2     85.7     81.0     14.3     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      16       14       12       57       59       78       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,784,948
COMMITMENTS
 885,752  992,628  187,472  3372404  3272584  4445628  4452684  339,320  332,264

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:    185,920)
  24,894   84,948   26,168  134,211   85,779  185,273  196,895      647  -10,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     20.7      3.9     70.5     68.4     92.9     93.1      7.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      61       61       45      157      167      243      248                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,116,667
COMMITMENTS
 210,294  432,331  525,155  1347211  1116110  2082660  2073596   34,007   43,071

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:    193,558)
  54,303   76,227    8,209  131,844  115,812  194,356  200,248     -798   -6,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     20.4     24.8     63.6     52.7     98.4     98.0      1.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      36       36       50       66       72      126      136                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       41,063
COMMITMENTS
  17,738    5,630    3,255   11,734   23,802   32,727   32,686    8,336    8,377

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:        597)
     684      908      -26      -63   -1,065      595     -183        2      780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     13.7      7.9     28.6     58.0     79.7     79.6     20.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      34       24        9       24       27       61       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,126
COMMITMENTS
  35,476   11,259    6,510   23,468   47,603   65,454   65,372   16,672   16,754

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:      1,194)
   1,368    1,816      -52     -126   -2,130    1,190     -366        4    1,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     13.7      7.9     28.6     58.0     79.7     79.6     20.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      34       24        9       24       27       61       57                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       26,562
COMMITMENTS
   2,923    1,057        0   22,219   23,676   25,142   24,733    1,420    1,829

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:      2,079)
      94      605        0    2,132    1,094    2,226    1,699     -147      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      4.0      0.0     83.6     89.1     94.7     93.1      5.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        0       11       10       14       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       28,326
COMMITMENTS
  13,080   27,021      100   14,961    1,182   28,141   28,303      185       23

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:        492)
     488      522        0        0        0      488      522        4      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     95.4      0.4     52.8      4.2     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      21       16        1        5        2       27       18                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,461
COMMITMENTS
  15,743    6,191       75    7,637   14,567   23,455   20,833        6    2,628

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:      1,977)
   2,015     -213        0      -23    2,202    1,992    1,989      -15      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     26.4      0.3     32.6     62.1    100.0     88.8      0.0     11.2

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 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       15,917
COMMITMENTS
  13,118    4,288        9    2,755    9,920   15,882   14,217       35    1,700

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:       -543)
    -534      -19        0        0     -700     -534     -719       -9      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.4     26.9      0.1     17.3     62.3     99.8     89.3      0.2     10.7

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 04/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       48,714
COMMITMENTS
  19,234   19,243   29,464        0        0   48,698   48,707       16        7

CHANGES FROM 04/23/19 (CHANGE IN OPEN INTEREST:       -404)
    -374     -404        0        0        0     -374     -404      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     39.5     60.5      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8       15        4        0        0       10       18                  



Updated May 03, 2019