WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      399,820
COMMITMENTS
 120,888   99,428  111,584  136,546  143,899  369,018  354,911   30,802   44,909

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     20,684)
    -603    7,795   14,994    5,423   -3,448   19,814   19,341      870    1,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     24.9     27.9     34.2     36.0     92.3     88.8      7.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     113       98      125       83      102      261      271                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       18,576
COMMITMENTS
   7,604      471      729    9,305   16,321   17,638   17,521      938    1,055

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     -3,863)
  -1,664      231     -421   -1,781   -3,923   -3,866   -4,113        3      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9      2.5      3.9     50.1     87.9     95.0     94.3      5.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        2        6       13       11       17                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      291,051
COMMITMENTS
  80,942   84,864   68,074  116,185  116,935  265,201  269,873   25,850   21,178

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:      3,308)
     968    6,258   -1,878    5,507   -2,188    4,597    2,192   -1,289    1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     29.2     23.4     39.9     40.2     91.1     92.7      8.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      95       55       76       91       82      218      190                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,814,664
COMMITMENTS
 424,347  202,727  356,233  761,284  1059110  1541864  1618070  272,800  196,594

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     32,814)
  -8,749   11,290    5,200   39,434   20,230   35,885   36,720   -3,071   -3,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     11.2     19.6     42.0     58.4     85.0     89.2     15.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      868)
     201      126      201      406      390      719      629                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,492
COMMITMENTS
   2,111      514        0      783    3,125    2,894    3,639    1,598      853

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:       -242)
    -108       56        0       28      -76      -80      -20     -162     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     11.4      0.0     17.4     69.6     64.4     81.0     35.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        4        0        6        8       15       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      633,067
COMMITMENTS
 145,955  171,432  125,881  314,574  271,830  586,410  569,143   46,657   63,924

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     27,071)
   8,193   22,387    2,606   19,769    5,149   30,568   30,142   -3,497   -3,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     27.1     19.9     49.7     42.9     92.6     89.9      7.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      547)
     133      140      167      171      199      402      439                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      448,860
COMMITMENTS
 110,587  119,372   91,666  212,698  207,171  414,951  418,209   33,909   30,651

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     17,674)
   3,656   11,374    1,124   10,115    3,214   14,895   15,712    2,779    1,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     26.6     20.4     47.4     46.2     92.4     93.2      7.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      98       94      107       84       72      241      234                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      974,970
COMMITMENTS
 136,200  192,473   29,161  637,185  615,151  802,546  836,785  172,424  138,185

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     41,875)
 -10,312   13,436   10,424   34,972   15,063   35,084   38,923    6,791    2,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     19.7      3.0     65.4     63.1     82.3     85.8     17.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      34       36       32       77       79      127      131                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,190,602
COMMITMENTS
 112,974  393,598   25,304  873,682  683,180  1011960  1102082  178,642   88,520

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     31,287)
  19,229   12,781    8,345    4,334   12,121   31,908   33,247     -621   -1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     33.1      2.1     73.4     57.4     85.0     92.6     15.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      24       19       20       77       73      109      104                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      445,322
COMMITMENTS
  81,661   91,385  104,915  212,918  218,734  399,494  415,034   45,828   30,288

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     15,180)
   8,853   11,244     -475    4,228    3,424   12,606   14,193    2,574      987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     20.5     23.6     47.8     49.1     89.7     93.2     10.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      74       67       88      111       80      237      198                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,043
COMMITMENTS
   2,825    1,371       86    3,626    5,507    6,537    6,964    1,506    1,079

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:       -840)
    -252     -232     -335      111     -311     -476     -878     -364       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     17.0      1.1     45.1     68.5     81.3     86.6     18.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      23        9        5        7       13       32       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,957,517
COMMITMENTS
 1018251  1327118  236,005  2482468  2282322  3736724  3845445  220,793  112,072

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:    121,153)
  72,826   67,278   62,483  -21,313  -11,858  113,996  117,903    7,157    3,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     33.5      6.0     62.7     57.7     94.4     97.2      5.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
      74       54       51      192      137      295      214                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,010,311
COMMITMENTS
 658,446  1049332  311,094  2575380  2253967  3544920  3614393  465,391  395,918

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     86,289)
 -34,857  -27,813   12,019   96,424   86,929   73,586   71,135   12,703   15,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     26.2      7.8     64.2     56.2     88.4     90.1     11.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
      88       67       65      190      180      311      279                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      787,192
COMMITMENTS
 146,075  127,664   13,949  511,804  483,164  671,828  624,777  115,364  162,415

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     14,737)
 -12,289   12,696    4,266   24,132   -9,431   16,109    7,531   -1,372    7,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     16.2      1.8     65.0     61.4     85.3     79.4     14.7     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      16       14       10       57       63       76       84                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,679,299
COMMITMENTS
 802,970  934,284  274,381  3253258  3163662  4330609  4372327  348,690  306,972

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     62,537)
 -44,605  -29,232   61,493   49,014   20,520   65,902   52,781   -3,365    9,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     20.0      5.9     69.5     67.6     92.5     93.4      7.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      51       64       52      154      171      236      256                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,931,564
COMMITMENTS
 238,012  437,856  321,104  1331538  1119815  1890654  1878775   40,910   52,789

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:   -408,195)
-145,600  -90,770  -76,708 -180,169 -229,709 -402,477 -397,187   -5,718  -11,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     22.7     16.6     68.9     58.0     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      40       41       52       64       77      128      146                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       49,129
COMMITMENTS
  29,021    3,310      525   12,091   37,488   41,636   41,322    7,493    7,807

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     -1,436)
   1,333   -1,099     -604   -1,791    1,736   -1,063       33     -373   -1,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.1      6.7      1.1     24.6     76.3     84.7     84.1     15.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      34       15        5       22       29       57       48                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,257
COMMITMENTS
  58,041    6,620    1,049   24,181   74,975   83,271   82,644   14,986   15,613

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     -2,871)
   2,665   -2,197   -1,208   -3,582    3,471   -2,125       66     -746   -2,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.1      6.7      1.1     24.6     76.3     84.7     84.1     15.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      34       15        5       22       29       57       48                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       25,445
COMMITMENTS
   1,986    1,677        0   21,288   23,268   23,274   24,945    2,171      500

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:     -1,089)
     -83      151        0     -606   -1,382     -689   -1,231     -400      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      6.6      0.0     83.7     91.4     91.5     98.0      8.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        0       12        9       15       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       30,023
COMMITMENTS
  19,221   22,347    3,832    6,790    3,812   29,843   29,991      180       32

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:      3,956)
     937       39    3,075      -67      847    3,945    3,961       11       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.0     74.4     12.8     22.6     12.7     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      25       16        5        4        3       32       21                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,026
COMMITMENTS
  24,846    4,353       69       95   18,310   25,010   22,732       16    2,294

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:      3,041)
   3,859      248        0     -808    2,880    3,051    3,128      -10      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    99.3     17.4      0.3      0.4     73.2     99.9     90.8      0.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        6        1        2       15       10       21                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       10,895
COMMITMENTS
   6,923    4,633        0    3,932    4,503   10,855    9,136       40    1,759

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:       -329)
    -317   -1,659        0        0    1,030     -317     -629      -12      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     42.5      0.0     36.1     41.3     99.6     83.9      0.4     16.1

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 08/06/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       52,560
COMMITMENTS
  20,572   20,554   31,983        0        0   52,555   52,537        5       23

CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST:       -734)
    -724     -734        0        0        0     -724     -734      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     39.1     60.9      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5       18        5        0        0        8       21                  



Updated August 09, 2019