WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      504,375
COMMITMENTS
 114,513   82,509  202,651  154,082  173,817  471,247  458,978   33,127   45,397

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     17,956)
  -8,164   -1,861   18,055    6,856    2,986   16,747   19,180    1,209   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7     16.4     40.2     30.5     34.5     93.4     91.0      6.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
     113      120      146       92      118      288      308                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       24,993
COMMITMENTS
  10,837        0    1,355   12,213   22,913   24,405   24,268      588      725

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      1,286)
     991        0      231      202      988    1,425    1,219     -138       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.4      0.0      5.4     48.9     91.7     97.6     97.1      2.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        0        4       16       14       23       18                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      298,936
COMMITMENTS
  73,049   75,397   83,981  113,916  117,314  270,945  276,692   27,991   22,245

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      3,939)
   4,597    2,102     -632   -1,784    3,398    2,181    4,868    1,758     -929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     25.2     28.1     38.1     39.2     90.6     92.6      9.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      75       69       69       80       89      195      194                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,424,021
COMMITMENTS
 427,915  143,819  720,282  903,805  1294749  2052002  2158850  372,019  265,171

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     41,786)
  -3,791  -13,671   19,414   21,173   31,113   36,797   36,856    4,989    4,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      5.9     29.7     37.3     53.4     84.7     89.1     15.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      974)
     274      149      292      444      450      836      785                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,080
COMMITMENTS
   2,347      143      115      884    3,783    3,345    4,041    1,735    1,040

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:         80)
     -55       43        2      108      -27       54       18       26       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.2      2.8      2.3     17.4     74.5     65.8     79.5     34.2     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        2        3        6       10       19       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      811,228
COMMITMENTS
 122,073  131,786  260,525  367,563  339,924  750,161  732,235   61,068   78,994

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     -1,205)
   1,387   -3,765    4,170   -4,871      205      686      610   -1,890   -1,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     16.2     32.1     45.3     41.9     92.5     90.3      7.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      581)
     164      146      206      203      221      480      478                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      457,869
COMMITMENTS
 111,143  115,132   97,587  213,688  213,053  422,419  425,772   35,450   32,097

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     10,907)
   2,217    2,853    2,326    5,963    4,462   10,506    9,641      401    1,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     25.1     21.3     46.7     46.5     92.3     93.0      7.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      96       87      103       84       75      240      224                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,079,291
COMMITMENTS
 134,143  162,683  110,406  652,813  661,583  897,362  934,672  181,929  144,619

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      8,560)
     462    3,274    1,815    9,318    2,102   11,595    7,190   -3,035    1,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     15.1     10.2     60.5     61.3     83.1     86.6     16.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      42       28       45       83       83      142      139                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,158,241
COMMITMENTS
  95,590  389,921   12,379  875,878  662,232  983,847  1064532  174,393   93,708

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      7,197)
     766     -540    1,297    2,560    2,637    4,623    3,394    2,573    3,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     33.7      1.1     75.6     57.2     84.9     91.9     15.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      23       18       19       75       68      105       98                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      476,053
COMMITMENTS
  66,376   69,117  129,617  232,420  245,804  428,413  444,538   47,640   31,515

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      4,219)
    -401    1,126    4,048    2,345     -988    5,992    4,186   -1,774       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     14.5     27.2     48.8     51.6     90.0     93.4     10.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      69       65      100      106       94      236      214                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,556
COMMITMENTS
   1,333    1,604      512    4,153    4,418    5,998    6,534    1,559    1,022

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      1,021)
     450     -102      207      416      763    1,073      868      -52      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     21.2      6.8     55.0     58.5     79.4     86.5     20.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       17        8       12       14       29       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,664,289
COMMITMENTS
 870,027  1170905  156,848  2428400  2223023  3455275  3550776  209,013  113,513

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     87,357)
  47,214   45,411   39,566   -5,878    6,011   80,901   90,987    6,455   -3,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     32.0      4.3     66.3     60.7     94.3     96.9      5.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      81       52       59      183      137      295      217                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,656,866
COMMITMENTS
 621,702  1006264  725,504  2810247  2478488  4157453  4210256  499,413  446,610

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     81,928)
  11,415   45,106   74,681     -323  -48,680   85,773   71,107   -3,845   10,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     21.6     15.6     60.3     53.2     89.3     90.4     10.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
      92       81      104      210      202      355      334                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      768,816
COMMITMENTS
 145,485  101,241   10,493  491,591  505,153  647,569  616,887  121,247  151,929

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     10,583)
     794  -12,833      311     -892   12,664      213      142   10,370   10,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     13.2      1.4     63.9     65.7     84.2     80.2     15.8     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      14       13       11       55       61       75       79                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,912,305
COMMITMENTS
 845,096  930,263  339,424  3357485  3323053  4542004  4592739  370,301  319,566

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:    132,417)
  -5,561    5,374   71,121   60,315   77,542  125,875  154,036    6,542  -21,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     18.9      6.9     68.3     67.6     92.5     93.5      7.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      57       56       68      156      172      250      259                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,202,761
COMMITMENTS
 354,705  389,235  448,272  1368232  1311277  2171209  2148784   31,552   53,977

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:    102,217)
    -922   30,432   36,391   80,494   38,589  115,963  105,413  -13,747   -3,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     17.7     20.4     62.1     59.5     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      39       48       52       65       82      130      158                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       49,370
COMMITMENTS
  27,664    5,101    1,305   12,318   33,183   41,286   39,589    8,084    9,782

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:      8,341)
   6,708      526      -94    1,983    6,526    8,597    6,958     -256    1,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.0     10.3      2.6     24.9     67.2     83.6     80.2     16.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      34       21        4       25       32       59       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,741
COMMITMENTS
  55,328   10,202    2,610   24,635   66,366   82,573   79,178   16,168   19,563

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     16,683)
  13,416    1,051     -187    3,965   13,052   17,194   13,915     -511    2,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.0     10.3      2.6     24.9     67.2     83.6     80.2     16.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      34       21        4       25       32       59       57                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       26,677
COMMITMENTS
   2,394    1,618        0   21,853   24,569   24,247   26,187    2,430      490

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     -2,683)
     -23        0        0   -2,747   -2,669   -2,770   -2,669       87      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      6.1      0.0     81.9     92.1     90.9     98.2      9.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        0       12       10       15       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       22,187
COMMITMENTS
  14,158   19,250      645    7,113    2,251   21,916   22,146      271       41

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:        733)
     636      843       -1       97     -129      732      713        1       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.8     86.8      2.9     32.1     10.1     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      25       15        3        4        2       31       18                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       19,605
COMMITMENTS
  15,291    3,767       69    4,202   13,374   19,562   17,210       43    2,395

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:       -824)
    -840   -1,224        0        5      101     -835   -1,123       11      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.0     19.2      0.4     21.4     68.2     99.8     87.8      0.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        7        1        4       16       10       23                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       11,106
COMMITMENTS
   7,123    6,165        0    3,932    3,529   11,055    9,694       51    1,412

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:        552)
     549      907        0        0     -241      549      666        3     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.1     55.5      0.0     35.4     31.8     99.5     87.3      0.5     12.7

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       49,802
COMMITMENTS
  21,410   21,384   28,392        0        0   49,802   49,776        0       26

CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST:     -2,693)
  -2,671   -2,703        0        0        0   -2,671   -2,703      -22       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0     42.9     57.0      0.0      0.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6       17        5        0        0        8       21                  



Updated July 19, 2019