WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      444,957
COMMITMENTS
 131,334  136,705  133,202  146,694  133,035  411,230  402,942   33,727   42,015

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:    -10,391)
  -4,497  -15,257    3,651   -8,734    2,533   -9,580   -9,073     -811   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     30.7     29.9     33.0     29.9     92.4     90.6      7.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     122      111      122       84      110      268      293                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       16,982
COMMITMENTS
   3,789      300    1,770   11,163   14,179   16,722   16,249      260      733

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:          6)
      61        0        0      145       -6      206       -6     -200       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      1.8     10.4     65.7     83.5     98.5     95.7      1.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        1        4       17       15       25       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      328,319
COMMITMENTS
  79,575   97,646   94,441  124,426  115,665  298,442  307,752   29,877   20,567

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:     -4,358)
  -1,858   -9,503   -3,410    2,969    8,299   -2,299   -4,614   -2,059      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     29.7     28.8     37.9     35.2     90.9     93.7      9.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      88       57       78       84       79      209      184                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,818,382
COMMITMENTS
 438,646  328,652  350,414  766,568  923,105  1555628  1602171  262,754  216,211

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:     76,283)
  23,095  -83,654   25,045    4,026  114,081   52,166   55,472   24,117   20,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     18.1     19.3     42.2     50.8     85.6     88.1     14.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      873)
     228      143      193      344      371      672      627                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,691
COMMITMENTS
   3,524      360      500    1,295    5,351    5,319    6,211    2,372    1,480

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:        989)
     453       76      171       17      514      641      761      348      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8      4.7      6.5     16.8     69.6     69.2     80.8     30.8     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        5        3        8       11       25       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      778,621
COMMITMENTS
 144,604  221,587  185,565  393,773  301,637  723,942  708,789   54,679   69,832

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:      7,099)
  -5,342  -28,300   15,663   -7,429   19,480    2,892    6,843    4,207      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     28.5     23.8     50.6     38.7     93.0     91.0      7.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      590)
     140      163      176      162      218      414      474                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      551,055
COMMITMENTS
 124,297  146,531  133,311  257,658  241,733  515,266  521,575   35,789   29,480

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:       -937)
  -2,760  -12,777      782     -569   10,413   -2,547   -1,582    1,610      645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     26.6     24.2     46.8     43.9     93.5     94.7      6.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      99      106      126       94       77      273      257                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,022,234
COMMITMENTS
 166,965  176,296   52,896  610,213  660,434  830,074  889,626  192,160  132,608

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:    -16,096)
  20,085  -14,594    3,208  -45,215    1,383  -21,922  -10,003    5,826   -6,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     17.2      5.2     59.7     64.6     81.2     87.0     18.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      45       30       34       79       79      136      132                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,255,523
COMMITMENTS
  82,904  408,127   78,964  915,226  672,036  1077094  1159127  178,429   96,396

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:     -9,424)
  -5,854   -7,977   35,407  -44,342  -49,868  -14,789  -22,438    5,365   13,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     32.5      6.3     72.9     53.5     85.8     92.3     14.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      20       22       25       73       69      106      103                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      500,486
COMMITMENTS
  92,460   81,431  115,101  242,007  272,138  449,568  468,670   50,918   31,816

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:     -3,095)
     663  -13,543   -5,649   -1,638   15,889   -6,624   -3,303    3,529      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     16.3     23.0     48.4     54.4     89.8     93.6     10.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      79       70       83      104       94      235      206                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,295
COMMITMENTS
   1,159    2,296      146    4,279    3,709    5,584    6,151    1,711    1,144

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:        563)
     409     -644       98     -301    1,169      206      623      357      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     31.5      2.0     58.7     50.8     76.5     84.3     23.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13       15        7       11       10       30       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,803,511
COMMITMENTS
 994,067  1096864  102,528  2511285  2479777  3607880  3679169  195,631  124,342

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:   -244,005)
-104,079  -35,097 -102,524  -28,993 -113,819 -235,596 -251,440   -8,409    7,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     28.8      2.7     66.0     65.2     94.9     96.7      5.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      79       56       51      187      145      291      227                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,509,558
COMMITMENTS
 607,956  984,129  685,200  2666001  2359692  3959157  4029021  550,401  480,537

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:    273,888)
 -11,538  -58,716  346,552 -108,692  -83,783  226,322  204,053   47,566   69,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     21.8     15.2     59.1     52.3     87.8     89.3     12.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      74       67       61      186      181      288      281                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      778,223
COMMITMENTS
  98,675  102,176   19,975  529,351  487,295  648,001  609,446  130,222  168,777

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:      8,051)
   4,252  -10,217    4,196  -15,388    4,489   -6,940   -1,532   14,991    9,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     13.1      2.6     68.0     62.6     83.3     78.3     16.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      18       14       20       55       56       82       82                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,000,222
COMMITMENTS
 794,839  906,276  297,103  3477688  3412916  4569630  4616295  430,592  383,927

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:     54,505)
  10,597  -46,642   55,037  -98,925   14,978  -33,291   23,373   87,796   31,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     18.1      5.9     69.6     68.3     91.4     92.3      8.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      57       60       60      153      167      242      256                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,403,395
COMMITMENTS
 241,307  431,857  585,391  1540534  1335028  2367232  2352276   36,163   51,119

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:    102,839)
  16,216   54,188   -4,002   86,390   49,431   98,604   99,617    4,235    3,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     18.0     24.4     64.1     55.5     98.5     97.9      1.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      32       39       48       63       74      117      140                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,694
COMMITMENTS
  12,774    8,461    3,819   14,985   19,781   31,577   32,061    8,117    7,634

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:      1,033)
  -4,175       66    2,090    2,560      -26      475    2,130      559   -1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     21.3      9.6     37.8     49.8     79.6     80.8     20.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      29       25       12       26       25       62       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       79,388
COMMITMENTS
  25,547   16,921    7,638   29,969   39,562   63,154   64,121   16,234   15,267

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:      2,066)
  -8,350      131    4,179    5,120      -51      949    4,259    1,117   -2,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     21.3      9.6     37.8     49.8     79.6     80.8     20.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      29       25       12       26       25       62       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       27,397
COMMITMENTS
   2,243      900        0   23,592   24,130   25,835   25,030    1,562    2,367

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:     -1,508)
    -466     -234        0     -996   -1,351   -1,462   -1,585      -46       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      3.3      0.0     86.1     88.1     94.3     91.4      5.7      8.6

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 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       31,924
COMMITMENTS
  25,166   30,636      107    6,478    1,146   31,751   31,889      173       35

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:     -1,007)
  -1,019   -1,012        4        2        0   -1,013   -1,008        6        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.8     96.0      0.3     20.3      3.6     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      24       16        3        4        1       29       19                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,290
COMMITMENTS
  16,536    6,198       86    7,622   15,900   24,244   22,184       46    2,106

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:        631)
     504      188       11       76      362      591      561       40       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.1     25.5      0.4     31.4     65.5     99.8     91.3      0.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        9        2        4       15       11       25                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       19,773
COMMITMENTS
  16,973    6,740        9    2,762   10,835   19,744   17,584       29    2,189

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:      1,000)
     998      701        0        0       74      998      775        2      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.8     34.1      0.0     14.0     54.8     99.9     88.9      0.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6       12        1        2       11        9       23                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 05/28/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       51,004
COMMITMENTS
  21,520   21,516   29,464        0        0   50,984   50,980       20       24

CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST:        115)
      95       96        0        0        0       95       96       20       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     42.2     57.8      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8       14        4        0        0       10       17                  



Updated May 31, 2019