WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      387,336
COMMITMENTS
 112,957  105,200  115,278  131,299  123,777  359,534  344,255   27,802   43,081

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:      1,779)
  -5,449    3,109     -361    8,679   -1,358    2,869    1,390   -1,090      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     27.2     29.8     33.9     32.0     92.8     88.9      7.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
      98      113      127       95       98      271      273                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       17,835
COMMITMENTS
   5,856    1,546      729   10,422   14,700   17,007   16,975      828      860

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:         -3)
  -1,419      746      149    1,437     -803      167       92     -170      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      8.7      4.1     58.4     82.4     95.4     95.2      4.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        6        1       10       12       14       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      293,109
COMMITMENTS
  77,287   93,474   64,536  124,269  114,636  266,092  272,646   27,017   20,463

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:      2,659)
  -1,702    2,032    1,831    2,690     -883    2,819    2,980     -160     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     31.9     22.0     42.4     39.1     90.8     93.0      9.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      92       56       75       93       78      220      185                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,743,824
COMMITMENTS
 415,713  321,629  296,608  760,654  942,256  1472975  1560493  270,849  183,331

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:    -21,572)
     688   68,243  -19,404   -2,008  -58,834  -20,724   -9,995     -848  -11,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     18.4     17.0     43.6     54.0     84.5     89.5     15.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      897)
     202      160      191      423      387      740      639                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,598
COMMITMENTS
   2,073      375        0    1,098    3,437    3,171    3,812    1,427      786

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:        233)
     -29      -59        0      363      460      334      401     -101     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1      8.2      0.0     23.9     74.7     69.0     82.9     31.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        3        0        6        8       15       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      642,876
COMMITMENTS
 153,047  174,787  128,800  312,853  275,649  594,700  579,236   48,176   63,640

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:     20,388)
   1,327    5,420   13,486    7,276    3,647   22,089   22,553   -1,701   -2,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     27.2     20.0     48.7     42.9     92.5     90.1      7.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
     137      133      162      165      192      396      420                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      478,222
COMMITMENTS
 117,410   84,158  113,427  211,852  253,657  442,689  451,242   35,533   26,980

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:     16,895)
   1,466    6,513   11,125    4,285      521   16,876   18,159       19   -1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     17.6     23.7     44.3     53.0     92.6     94.4      7.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      93       76      120       85       80      253      236                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,019,215
COMMITMENTS
 143,285  208,361   39,634  662,473  622,716  845,392  870,711  173,823  148,504

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:     20,275)
     207   -2,018   12,799    5,175   -7,465   18,181    3,316    2,094   16,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     20.4      3.9     65.0     61.1     82.9     85.4     17.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      34       40       35       85       85      138      141                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,213,876
COMMITMENTS
 112,632  418,732   57,519  856,473  641,018  1026624  1117269  187,252   96,607

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:    -10,731)
     -26    9,144   18,474  -35,768  -46,615  -17,320  -18,997    6,589    8,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     34.5      4.7     70.6     52.8     84.6     92.0     15.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      25       17       22       76       67      110       97                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      447,831
COMMITMENTS
  84,386   88,308   96,730  218,381  231,602  399,497  416,640   48,334   31,191

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:      3,150)
      51      -32     -253    3,004    3,726    2,802    3,441      348     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     19.7     21.6     48.8     51.7     89.2     93.0     10.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      77       64       89      112       81      237      199                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,629
COMMITMENTS
   2,364    2,337      256    4,267    4,929    6,887    7,522    1,742    1,107

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:        671)
     167      864       83      285     -339      535      608      136       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     27.1      3.0     49.4     57.1     79.8     87.2     20.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17       14        5       13       14       33       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,925,900
COMMITMENTS
 951,083  1283509  297,948  2451334  2218659  3700365  3800116  225,535  125,784

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:    -59,586)
 -15,514   -8,451  -18,426  -32,921  -26,900  -66,861  -53,777    7,275   -5,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     32.7      7.6     62.4     56.5     94.3     96.8      5.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
      77       54       53      185      139      290      219                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,048,888
COMMITMENTS
 620,463  1022267  316,257  2655922  2320923  3592642  3659447  456,246  389,441

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:     10,031)
 -14,921  -27,463   -1,918   39,705   36,386   22,866    7,005  -12,835    3,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     25.2      7.8     65.6     57.3     88.7     90.4     11.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
      80       71       66      198      181      309      287                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      799,512
COMMITMENTS
 117,445  144,858   15,298  548,609  481,800  681,352  641,956  118,160  157,556

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:      2,374)
 -10,768   12,177    3,673   11,119   -7,822    4,024    8,028   -1,650   -5,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     18.1      1.9     68.6     60.3     85.2     80.3     14.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      16       17       12       54       66       77       88                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,677,775
COMMITMENTS
 795,268  910,740  329,662  3169214  3046669  4294144  4287071  383,631  390,704

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:     34,032)
  -9,443    2,172    8,494    9,972  -58,909    9,023  -48,243   25,009   82,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     19.5      7.0     67.8     65.1     91.8     91.6      8.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      49       66       53      163      168      243      256                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,925,207
COMMITMENTS
 263,724  304,649  375,224  1245138  1198132  1884086  1878005   41,121   47,202

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:     68,614)
  20,017   -4,760   31,195   17,786   45,836   68,998   72,271     -384   -3,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     15.8     19.5     64.7     62.2     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      43       37       54       63       72      128      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       41,103
COMMITMENTS
  21,113    2,797      486   12,412   29,878   34,010   33,160    7,093    7,943

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:     -4,506)
  -3,912     -428      -18       87   -3,609   -3,842   -4,054     -664     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4      6.8      1.2     30.2     72.7     82.7     80.7     17.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      29       12        5       22       33       52       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,206
COMMITMENTS
  42,226    5,593      971   24,823   59,756   68,020   66,320   14,186   15,886

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:     -9,012)
  -7,823     -855      -35      174   -7,218   -7,684   -8,108   -1,328     -904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4      6.8      1.2     30.2     72.7     82.7     80.7     17.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      29       12        5       22       33       52       49                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       39,445
COMMITMENTS
   1,912    1,725        0   28,051   34,533   29,963   36,258    9,482    3,187

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:      3,334)
     -38     -187        0   -4,289      781   -4,327      594    7,661    2,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      4.4      0.0     71.1     87.5     76.0     91.9     24.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        0       11       10       13       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       26,402
COMMITMENTS
  17,546   20,761    1,879    6,802    3,725   26,227   26,365      175       37

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:     -1,332)
  -1,153   -1,128     -107      -81      -87   -1,341   -1,322        9      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.5     78.6      7.1     25.8     14.1     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      24       17        5        4        3       31       22                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,943
COMMITMENTS
  23,701    4,857       67    3,142   20,411   26,910   25,335       33    1,608

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:        343)
     322      413        0       12       25      334      438        9      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.0     18.0      0.2     11.7     75.8     99.9     94.0      0.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        7        1        3       15        9       22                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:        9,684
COMMITMENTS
   3,777    3,528        0    5,855    4,055    9,632    7,583       52    2,101

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:        -57)
    -262      101        0      187     -191      -75      -90       18       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     36.4      0.0     60.5     41.9     99.5     78.3      0.5     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        9        0        3        9        8       18                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 08/20/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       48,848
COMMITMENTS
  17,776   17,732   31,072        0        0   48,848   48,804        0       44

CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST:        -96)
     -90     -127        0        0        0      -90     -127       -6       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     36.3     63.6      0.0      0.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4       18        5        0        0        7       21                  



Updated August 23, 2019