WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      455,348
COMMITMENTS
 135,831  151,962  129,551  155,428  130,502  420,810  412,015   34,538   43,333

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:    -41,656)
  -6,743  -34,017   -9,021  -22,132    2,441  -37,896  -40,597   -3,760   -1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     33.4     28.5     34.1     28.7     92.4     90.5      7.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     131      115      122       89      102      282      288                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       16,976
COMMITMENTS
   3,728      300    1,770   11,018   14,185   16,516   16,255      460      721

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:      1,600)
    -220        0       20    1,740    1,440    1,540    1,460       60      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      1.8     10.4     64.9     83.6     97.3     95.8      2.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        1        4       17       13       24       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      332,677
COMMITMENTS
  81,433  107,149   97,851  121,457  107,366  300,741  312,366   31,936   20,311

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:     -7,569)
  -1,510   -8,506    4,153   -9,430   -2,636   -6,787   -6,989     -782     -580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     32.2     29.4     36.5     32.3     90.4     93.9      9.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      87       57       74       84       77      205      181                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,742,099
COMMITMENTS
 415,551  412,306  325,369  762,542  809,024  1503462  1546699  238,637  195,400

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:    105,577)
  41,920 -145,214   37,166   21,795  183,856  100,881   75,808    4,696   29,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     23.7     18.7     43.8     46.4     86.3     88.8     13.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      846)
     214      145      191      338      353      653      611                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,702
COMMITMENTS
   3,071      284      329    1,278    4,837    4,678    5,450    2,024    1,252

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:        663)
     327      -19      105      104      328      536      414      127      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8      4.2      4.9     19.1     72.2     69.8     81.3     30.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13        4        3        7       11       22       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      771,522
COMMITMENTS
 149,946  249,887  169,902  401,202  282,157  721,050  701,946   50,472   69,576

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:     14,434)
  10,743  -12,711    4,302      -83   23,537   14,962   15,128     -528     -694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     32.4     22.0     52.0     36.6     93.5     91.0      6.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      593)
     144      169      167      160      217      400      479                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      551,992
COMMITMENTS
 127,057  159,308  132,529  258,227  231,320  517,813  523,157   34,179   28,835

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:      4,790)
   3,844   -8,141      823    1,861   13,972    6,528    6,654   -1,738   -1,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     28.9     24.0     46.8     41.9     93.8     94.8      6.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
      98      110      121       92       72      266      251                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,038,330
COMMITMENTS
 146,880  190,890   49,688  655,428  659,051  851,996  899,629  186,334  138,701

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:     34,826)
    -270   -2,203   11,609   17,651   24,867   28,990   34,273    5,836      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     18.4      4.8     63.1     63.5     82.1     86.6     17.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      40       33       34       83       85      137      139                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,264,947
COMMITMENTS
  88,758  416,104   43,557  959,568  721,904  1091883  1181565  173,064   83,382

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:      8,465)
   4,203   -1,960    4,598     -446    7,329    8,355    9,967      110   -1,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     32.9      3.4     75.9     57.1     86.3     93.4     13.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      24       23       23       85       72      121      106                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,588
COMMITMENTS
     103      759       25    1,214      488    1,342    1,272      246      316

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:       -196)
     -29     -100       25     -186      -59     -190     -134       -6      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     47.8      1.6     76.4     30.7     84.5     80.1     15.5     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        7        1        9        7       12       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      503,581
COMMITMENTS
  91,797   94,974  120,750  243,645  256,249  456,192  471,973   47,389   31,608

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:      5,438)
  -2,668  -10,786    8,533     -272    8,754    5,593    6,501     -155   -1,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     18.9     24.0     48.4     50.9     90.6     93.7      9.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      84       69       94      104       91      243      216                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,732
COMMITMENTS
     750    2,940       48    4,580    2,540    5,378    5,528    1,354    1,204

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:       -268)
      -5     -366      -51     -160      220     -216     -197      -52      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     43.7      0.7     68.0     37.7     79.9     82.1     20.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10       12        5       15        9       27       24                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,047,516
COMMITMENTS
 1098146  1131961  205,052  2540278  2593596  3843476  3930609  204,040  116,907

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:   -309,085)
 -64,892  -64,382 -168,759  -94,975  -74,236 -328,626 -307,377   19,541   -1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     28.0      5.1     62.8     64.1     95.0     97.1      5.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      76       53       48      180      141      280      218                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,235,670
COMMITMENTS
 619,494  1042845  338,648  2774693  2443475  3732835  3824968  502,835  410,702

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:     70,902)
   3,092   73,626   66,316  -26,003  -56,246   43,405   83,696   27,497  -12,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     24.6      8.0     65.5     57.7     88.1     90.3     11.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
      79       76       64      202      179      310      290                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      770,172
COMMITMENTS
  94,423  112,393   15,779  544,739  482,806  654,941  610,978  115,231  159,194

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:      4,207)
    -365    4,812    1,605      157  -14,210    1,397   -7,793    2,810   12,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     14.6      2.0     70.7     62.7     85.0     79.3     15.0     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      18       14       15       55       56       80       78                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,945,717
COMMITMENTS
 784,242  952,918  242,066  3576613  3397938  4602921  4592922  342,796  352,795

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:     33,879)
 -27,529    3,244  -52,748  121,503   63,653   41,226   14,149   -7,347   19,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     19.3      4.9     72.3     68.7     93.1     92.9      6.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      56       64       55      164      173      254      258                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,300,556
COMMITMENTS
 225,091  377,669  589,393  1454144  1285597  2268628  2252659   31,928   47,897

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:    174,138)
  -2,835   36,186   50,123  128,236   95,036  175,524  181,345   -1,386   -7,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     16.4     25.6     63.2     55.9     98.6     97.9      1.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      31       41       48       55       71      109      138                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       38,661
COMMITMENTS
  16,949    8,395    1,730   12,425   19,807   31,103   29,931    7,559    8,730

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:     -1,784)
  -3,137     -510      985      683   -3,105   -1,469   -2,630     -315      847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     21.7      4.5     32.1     51.2     80.4     77.4     19.6     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      32       22       10       26       24       63       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,322
COMMITMENTS
  33,897   16,790    3,459   24,849   39,613   62,205   59,862   15,117   17,460

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:     -3,567)
  -6,273   -1,020    1,970    1,366   -6,210   -2,937   -5,260     -630    1,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     21.7      4.5     32.1     51.2     80.4     77.4     19.6     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      32       22       10       26       24       63       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       28,905
COMMITMENTS
   2,709    1,134        0   24,588   25,481   27,297   26,615    1,608    2,290

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:      1,136)
     161       60        0      875      823    1,036      883      100      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      3.9      0.0     85.1     88.2     94.4     92.1      5.6      7.9

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 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       32,931
COMMITMENTS
  26,185   31,648      103    6,476    1,146   32,764   32,897      167       34

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:     -4,129)
  -4,110   -4,139        0       -2        0   -4,112   -4,139      -17       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.5     96.1      0.3     19.7      3.5     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      23       16        3        4        1       28       19                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,659
COMMITMENTS
  16,032    6,010       75    7,546   15,538   23,653   21,623        6    2,036

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:         -1)
     113     -242        0     -114      299       -1       57        0      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8     25.4      0.3     31.9     65.7    100.0     91.4      0.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        9        1        5       15       13       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,773
COMMITMENTS
  15,975    6,039        9    2,762   10,761   18,746   16,809       27    1,964

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:        452)
     437     -215        0        1      124      438      -91       14      543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.1     32.2      0.0     14.7     57.3     99.9     89.5      0.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5       13        1        2       11        8       24                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 05/21/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       50,889
COMMITMENTS
  21,425   21,420   29,464        0        0   50,889   50,884        0        5

CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST:      1,369)
   1,369    1,369        0        0        0    1,369    1,369        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     42.1     57.9      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9       14        4        0        0       11       17                  



Updated May 24, 2019