WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      379,136
COMMITMENTS
 121,491   91,633   96,590  131,123  147,347  349,204  335,570   29,932   43,566

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:     -3,441)
   3,449   -7,125  -10,518    4,465   14,059   -2,604   -3,584     -837      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     24.2     25.5     34.6     38.9     92.1     88.5      7.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     123       91      126       76      101      264      263                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       22,439
COMMITMENTS
   9,268      240    1,150   11,086   20,244   21,504   21,634      935      805

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:        440)
     440      240     -300      275      510      415      450       25      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3      1.1      5.1     49.4     90.2     95.8     96.4      4.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        1        4       11       14       18       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      287,743
COMMITMENTS
  79,974   78,606   69,952  110,678  119,123  260,604  267,681   27,139   20,062

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      1,536)
   3,571   -1,390   -1,898     -231    4,809    1,442    1,521       94       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     27.3     24.3     38.5     41.4     90.6     93.0      9.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      88       59       73       85       80      208      186                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,781,850
COMMITMENTS
 433,096  191,437  351,033  721,850  1038880  1505979  1581350  275,871  200,500

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:     -1,409)
 -22,939   22,438   10,869    2,827  -28,852   -9,243    4,455    7,834   -5,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     10.7     19.7     40.5     58.3     84.5     88.7     15.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      880)
     214      136      202      377      393      698      647                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,734
COMMITMENTS
   2,219      458        0      755    3,201    2,974    3,659    1,760    1,075

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:        -66)
    -218      225        0       29     -323     -189      -98      123       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9      9.7      0.0     15.9     67.6     62.8     77.3     37.2     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10        4        0        5        7       15       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      605,996
COMMITMENTS
 137,762  149,045  123,275  294,805  266,681  555,842  539,001   50,154   66,995

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    -60,539)
  -6,970    8,433  -26,856  -25,733  -40,502  -59,559  -58,925     -980   -1,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     24.6     20.3     48.6     44.0     91.7     88.9      8.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      515)
     131      119      163      160      191      390      412                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      431,186
COMMITMENTS
 106,931  107,998   90,542  202,583  203,957  400,056  402,497   31,130   28,689

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    -16,979)
  -3,119  -10,968   -4,985   -7,823      908  -15,927  -15,045   -1,052   -1,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     25.0     21.0     47.0     47.3     92.8     93.3      7.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      93       84      109       82       73      244      229                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      933,095
COMMITMENTS
 146,512  179,037   18,737  602,213  600,088  767,462  797,862  165,633  135,233

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:        602)
   8,250     -871   -2,899   -1,258      464    4,093   -3,306   -3,491    3,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     19.2      2.0     64.5     64.3     82.2     85.5     17.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      37       29       21       76       73      121      115                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,159,315
COMMITMENTS
  93,745  380,817   16,959  869,348  671,059  980,052  1068835  179,263   90,480

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      3,290)
   1,537     -363    3,556   -2,246    2,477    2,847    5,670      443   -2,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     32.8      1.5     75.0     57.9     84.5     92.2     15.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      25       18       19       75       66      106       97                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      430,142
COMMITMENTS
  72,808   80,141  105,390  208,690  215,310  386,888  400,841   43,254   29,301

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    -22,664)
  -3,205    7,322   -6,293  -14,991  -24,204  -24,489  -23,175    1,825      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     18.6     24.5     48.5     50.1     89.9     93.2     10.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      70       60       90      104       82      230      195                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,883
COMMITMENTS
   3,077    1,603      421    3,515    5,818    7,013    7,842    1,870    1,041

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      1,748)
   1,253      176      244     -115    1,371    1,382    1,791      366      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     18.0      4.7     39.6     65.5     78.9     88.3     21.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16       16        7        8       14       30       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,836,364
COMMITMENTS
 945,425  1259840  173,522  2503781  2294180  3622728  3727542  213,636  108,822

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    139,752)
 -12,377   41,392   33,385  125,174   60,727  146,182  135,504   -6,430    4,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     32.8      4.5     65.3     59.8     94.4     97.2      5.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
      90       52       50      186      135      302      212                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,924,022
COMMITMENTS
 693,303  1077145  299,075  2478956  2167038  3471334  3543258  452,688  380,764

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:     63,060)
  14,814   18,487   29,371   17,986   17,850   62,171   65,708      889   -2,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     27.5      7.6     63.2     55.2     88.5     90.3     11.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
      92       64       60      178      168      298      264                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      772,455
COMMITMENTS
 158,364  114,968    9,683  487,672  492,595  655,719  617,246  116,736  155,209

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      3,814)
   9,767   -1,484      324  -15,841   -3,939   -5,750   -5,099    9,564    8,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     14.9      1.3     63.1     63.8     84.9     79.9     15.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      14       13        9       58       60       76       78                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,616,762
COMMITMENTS
 847,575  963,516  212,888  3204244  3143142  4264707  4319546  352,055  297,216

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:     74,164)
 -10,801    6,345   43,934   28,462   43,212   61,595   93,491   12,569  -19,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     20.9      4.6     69.4     68.1     92.4     93.6      7.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      56       60       57      153      169      241      254                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,339,759
COMMITMENTS
 383,612  528,626  397,812  1511707  1349524  2293131  2275962   46,628   63,797

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:    100,995)
  52,251   53,206  -25,990   66,842   66,931   93,103   94,147    7,892    6,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     22.6     17.0     64.6     57.7     98.0     97.3      2.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      47       47       56       72       82      143      164                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       50,564
COMMITMENTS
  27,688    4,409    1,129   13,882   35,752   42,698   41,289    7,866    9,275

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      3,723)
   1,317      259      -31    2,570    3,586    3,856    3,814     -133      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.8      8.7      2.2     27.5     70.7     84.4     81.7     15.6     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      31       22        6       22       31       56       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      101,128
COMMITMENTS
  55,376    8,817    2,257   27,763   71,504   85,396   82,578   15,732   18,550

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      7,445)
   2,634      517      -62    5,139    7,172    7,711    7,627     -266     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.8      8.7      2.2     27.5     70.7     84.4     81.7     15.6     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      31       22        6       22       31       56       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       26,534
COMMITMENTS
   2,069    1,526        0   21,894   24,650   23,963   26,176    2,571      358

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:        566)
    -120      -52        0      551      467      431      415      135      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      5.8      0.0     82.5     92.9     90.3     98.7      9.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        0       11       10       14       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       26,067
COMMITMENTS
  18,284   22,308      757    6,857    2,965   25,898   26,030      169       37

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:        -13)
     -74     -775       60        0      714      -14       -1        1      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1     85.6      2.9     26.3     11.4     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      23       17        4        4        2       30       20                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       21,985
COMMITMENTS
  20,987    4,105       69      903   15,430   21,959   19,604       26    2,381

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      1,872)
   5,071       -3        0   -3,199    1,815    1,872    1,812        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    95.5     18.7      0.3      4.1     70.2     99.9     89.2      0.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        7        1        3       17        9       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       11,224
COMMITMENTS
   7,240    6,292        0    3,932    3,473   11,172    9,765       52    1,459

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:       -619)
    -620     -633        0        0      -58     -620     -691        1       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.5     56.1      0.0     35.0     30.9     99.5     87.0      0.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       11        0        2        9        7       20                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 07/30/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       53,294
COMMITMENTS
  21,296   21,288   31,983        0        0   53,279   53,271       15       23

CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST:      1,165)
  -2,441   -2,418    3,591        0        0    1,150    1,173       15       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     39.9     60.0      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       17        5        0        0        8       20                  



Updated August 02, 2019