WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      597,702
COMMITMENTS
 110,692  150,590  229,099  209,909  165,200  549,700  544,888   48,003   52,814

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    -24,236)
  -1,741   -3,791  -19,205   -2,959     -926  -23,905  -23,922     -331     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     25.2     38.3     35.1     27.6     92.0     91.2      8.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     131      136      168      116      112      345      333                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       16,952
COMMITMENTS
   5,753      925    2,109    8,673   13,427   16,535   16,462      417      491

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     -1,661)
  -1,471      -41      173     -443   -1,993   -1,742   -1,861       81      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9      5.5     12.4     51.2     79.2     97.5     97.1      2.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        3        5       15       12       23       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      352,512
COMMITMENTS
  75,562  111,315  106,530  131,035  112,339  313,127  330,184   39,385   22,328

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    -11,037)
    -522   -3,843   -3,826   -8,258   -3,462  -12,606  -11,130    1,569       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     31.6     30.2     37.2     31.9     88.8     93.7     11.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      72       60       81       98       82      210      194                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,165,129
COMMITMENTS
 294,137  516,244  653,148  912,024  771,967  1859309  1941359  305,820  223,770

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    -51,876)
  -3,059   27,873  -50,030   -6,752  -38,268  -59,841  -60,424    7,965    8,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     23.8     30.2     42.1     35.7     85.9     89.7     14.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      885)
     224      178      264      399      357      758      695                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,369
COMMITMENTS
   1,876    1,051      500    2,200    3,619    4,576    5,170    1,793    1,199

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:        773)
     358       85      152       19      456      529      693      244       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     16.5      7.8     34.5     56.8     71.8     81.2     28.2     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      11        5        5       11        9       25       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      900,302
COMMITMENTS
 134,191  180,681  260,540  445,237  364,168  839,968  805,389   60,334   94,912

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     37,893)
  -2,014   -6,751   24,919   13,034   20,076   35,940   38,244    1,953     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     20.1     28.9     49.5     40.4     93.3     89.5      6.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      654)
     160      180      235      212      247      508      556                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      511,702
COMMITMENTS
 112,842  120,646  137,883  225,820  222,610  476,545  481,139   35,156   30,563

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:        345)
   6,454    6,468   -3,635   -2,937   -2,477     -119      355      464      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     23.6     26.9     44.1     43.5     93.1     94.0      6.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      96       96      134       92       87      271      264                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,135,140
COMMITMENTS
 142,581  175,505  142,420  677,164  662,331  962,165  980,256  172,975  154,883

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    -20,442)
  -8,832    1,865   -4,554      822  -11,468  -12,564  -14,157   -7,878   -6,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     15.5     12.5     59.7     58.3     84.8     86.4     15.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      46       42       50       88       90      158      158                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,159,052
COMMITMENTS
 101,389  405,864   17,454  864,675  643,194  983,518  1066512  175,534   92,540

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    -12,418)
  -1,187    3,039     -312  -17,127   -9,976  -18,626   -7,249    6,208   -5,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     35.0      1.5     74.6     55.5     84.9     92.0     15.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      22       18       18       72       64       99       95                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,401
COMMITMENTS
     529      451       37      526      627    1,092    1,115      309      286

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:         40)
      40      142       23       38     -159      101        6      -61       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.8     32.2      2.6     37.5     44.8     77.9     79.6     22.1     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        4        1        6        8       15       12                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      477,077
COMMITMENTS
  81,990   73,343  121,500  220,932  244,149  424,422  438,992   52,655   38,085

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     -8,949)
     945   -3,949    4,383  -16,359   -9,793  -11,031   -9,359    2,081      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     15.4     25.5     46.3     51.2     89.0     92.0     11.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      74       81      101      110       99      245      232                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,322
COMMITMENTS
     577    2,950      673    5,564    3,271    6,814    6,894    1,508    1,428

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -441)
    -147      684      -31     -242   -1,442     -420     -789      -21      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     35.4      8.1     66.9     39.3     81.9     82.8     18.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       18       10       14       12       31       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,631,920
COMMITMENTS
 885,910  1014351  209,830  2346450  2296370  3442190  3520552  189,730  111,369

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:    220,973)
     501   40,293   77,522  132,951  107,836  210,974  225,651    9,999   -4,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     27.9      5.8     64.6     63.2     94.8     96.9      5.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      74       51       59      176      139      286      213                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,697,177
COMMITMENTS
 629,387  818,388  655,776  2923434  2774479  4208597  4248642  488,580  448,535

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     13,264)
 -21,591   35,390  -51,397   92,835   24,503   19,846    8,496   -6,582    4,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     17.4     14.0     62.2     59.1     89.6     90.5     10.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
      87       78      101      197      199      330      332                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      734,253
COMMITMENTS
  96,666  104,147    8,146  513,819  479,336  618,632  591,629  115,621  142,623

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:      1,423)
  -6,064    4,716       16    5,095   -2,623     -952    2,110    2,375     -686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     14.2      1.1     70.0     65.3     84.3     80.6     15.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      18       14       13       57       57       81       78                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,756,115
COMMITMENTS
 806,836  823,860  376,666  3213858  3189427  4397360  4389954  358,755  366,162

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     41,973)
 -15,749  -12,222   22,202   49,348   11,382   55,801   21,362  -13,828   20,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0     17.3      7.9     67.6     67.1     92.5     92.3      7.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      60       60       67      164      173      262      262                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,769,884
COMMITMENTS
 213,737  365,716  421,719  1101910  939,092  1737366  1726527   32,518   43,357

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:     -4,050)
  -2,286  -18,214       58    1,220   24,095   -1,008    5,939   -3,042   -9,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     20.7     23.8     62.3     53.1     98.2     97.6      1.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      24       43       51       59       69      115      135                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,980
COMMITMENTS
  18,646    5,013    2,188   11,755   25,213   32,589   32,415    7,391    7,565

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -285)
   1,124     -155     -848     -177      897       98     -107     -382     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.6     12.5      5.5     29.4     63.1     81.5     81.1     18.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      34       20       11       25       27       63       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       79,960
COMMITMENTS
  37,291   10,027    4,377   23,510   50,426   65,178   64,830   14,782   15,130

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -569)
   2,247     -310   -1,697     -355    1,794      195     -213     -764     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.6     12.5      5.5     29.4     63.1     81.5     81.1     18.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      34       20       11       25       27       63       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       24,691
COMMITMENTS
   3,566      693        0   19,763   23,355   23,329   24,048    1,362      643

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:        114)
     261     -271        0     -165      528       96      257       18     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4      2.8      0.0     80.0     94.6     94.5     97.4      5.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        0       12       12       15       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       27,715
COMMITMENTS
  12,258   25,778      210   15,046    1,143   27,514   27,131      201      584

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -829)
     -15     -917      -94     -726        0     -835   -1,011        6      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2     93.0      0.8     54.3      4.1     99.3     97.9      0.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18       20        2        4        1       24       21                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       19,922
COMMITMENTS
  12,408    7,022       71    7,413   10,820   19,892   17,913       30    2,009

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -953)
    -963     -967        0       -9     -588     -972   -1,555       19      602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.3     35.2      0.4     37.2     54.3     99.8     89.9      0.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       10        1        5       14       12       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,971
COMMITMENTS
  14,136    4,501        9    2,769   10,807   16,914   15,317       57    1,654

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -975)
    -985   -1,259        0        0      232     -985   -1,027       10       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.3     26.5      0.1     16.3     63.7     99.7     90.3      0.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        9        1        2       11        8       20                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       48,320
COMMITMENTS
  18,828   18,803   29,463        0        0   48,291   48,266       29       54

CHANGES FROM 04/02/19 (CHANGE IN OPEN INTEREST:       -220)
    -219     -215        0        0        0     -219     -215       -1       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     38.9     61.0      0.0      0.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7       13        4        0        0        9       16                  



Updated April 12, 2019