WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      522,159
COMMITMENTS
 107,761   89,976  223,787  159,220  163,267  490,768  477,029   31,391   45,130

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     -5,244)
  -1,510     -481   10,967  -12,762  -13,314   -3,305   -2,828   -1,939   -2,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     17.2     42.9     30.5     31.3     94.0     91.4      6.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     107      121      149      105      117      300      311                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       19,257
COMMITMENTS
   7,708      592      809    9,725   16,892   18,241   18,294    1,016      963

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:       -936)
    -595      225      -42     -365   -1,019   -1,001     -837       65      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0      3.1      4.2     50.5     87.7     94.7     95.0      5.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        3        9       14       14       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      314,218
COMMITMENTS
  73,091   91,688   83,817  127,920  117,120  284,829  292,625   29,389   21,593

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:      4,280)
  -2,701    7,352   -1,699    6,493   -1,004    2,093    4,649    2,187     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.3     29.2     26.7     40.7     37.3     90.6     93.1      9.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      89       64       78      103       88      228      202                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,351,921
COMMITMENTS
 353,475  215,890  708,210  946,830  1164457  2008515  2088557  343,406  263,364

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:      3,849)
 -12,352   31,113   16,333   21,072  -56,334   25,053   -8,888  -21,204   12,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0      9.2     30.1     40.3     49.5     85.4     88.8     14.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      965)
     258      152      272      481      443      864      755                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,565
COMMITMENTS
   2,089      383      116      798    3,078    3,003    3,577    1,562      988

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:       -132)
      -9      -75       -2      -49     -149      -59     -226      -73       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.8      8.4      2.5     17.5     67.4     65.8     78.4     34.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        4        3        7        8       18       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      751,743
COMMITMENTS
 130,495  168,129  210,969  351,815  297,845  693,279  676,943   58,464   74,800

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:    -19,140)
   4,649   -1,907  -16,044  -11,644   -2,074  -23,039  -20,025    3,899      884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     22.4     28.1     46.8     39.6     92.2     90.0      7.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      574)
     164      148      208      200      212      480      465                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      485,712
COMMITMENTS
 116,132   75,270  117,075  215,344  263,407  448,551  455,753   37,161   29,959

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     16,994)
   7,201  -43,891   12,735   -4,537   50,146   15,399   18,989    1,595   -1,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     15.5     24.1     44.3     54.2     92.3     93.8      7.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      97       70      114       87       83      253      229                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,313,485
COMMITMENTS
 130,036  175,671  238,317  753,665  748,990  1122018  1162978  191,467  150,507

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     89,389)
   7,707      282   46,244   31,061   47,337   85,012   93,862    4,377   -4,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     13.4     18.1     57.4     57.0     85.4     88.5     14.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      41       37       54       99       94      166      159                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,225,775
COMMITMENTS
 112,247  409,609   39,585  893,047  687,695  1044879  1136889  180,896   88,886

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     34,392)
    -450   16,089   13,677   18,982    4,401   32,209   34,167    2,183      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     33.4      3.2     72.9     56.1     85.2     92.7     14.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      21       23       26       83       73      118      108                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      476,971
COMMITMENTS
  73,518   87,869  122,693  229,302  233,543  425,514  444,105   51,458   32,866

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:      1,220)
   2,333   -2,734   -6,556    3,173    9,557   -1,050      266    2,270      954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     18.4     25.7     48.1     49.0     89.2     93.1     10.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      69       71      101      119       91      249      216                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,187
COMMITMENTS
   1,527    1,478    1,156    4,885    5,505    7,568    8,139    1,618    1,048

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:         50)
    -710       69      209      447     -191      -53       87      103      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     16.1     12.6     53.2     59.9     82.4     88.6     17.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      19       11       12       16       16       39       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,052,895
COMMITMENTS
 967,015  1296283  357,026  2508512  2266533  3832553  3919843  220,342  133,052

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     39,431)
 -51,412  -32,848   86,926    6,846  -34,009   42,360   20,069   -2,930   19,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     32.0      8.8     61.9     55.9     94.6     96.7      5.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
      77       58       63      187      143      299      230                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,110,951
COMMITMENTS
 604,621  978,722  909,337  3094604  2792824  4608562  4680883  502,390  430,069

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:    124,429)
 -24,685  -13,617   45,521   97,613   97,599  118,449  129,503    5,979   -5,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     19.1     17.8     60.5     54.6     90.2     91.6      9.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
      83       81       97      221      204      355      331                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      797,138
COMMITMENTS
 128,213  132,681   11,625  537,490  489,622  677,328  633,928  119,810  163,210

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:      9,946)
 -17,862    5,017   -2,324   25,686    6,458    5,500    9,151    4,446      795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     16.6      1.5     67.4     61.4     85.0     79.5     15.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      14       16       10       58       60       77       81                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,116,832
COMMITMENTS
 782,097  870,166  593,682  3374836  3331890  4750615  4795738  366,216  321,093

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     10,996)
   7,770  -19,829   68,588  -76,039  -41,350      319    7,409   10,677    3,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     17.0     11.6     66.0     65.1     92.8     93.7      7.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      59       59       73      167      175      262      271                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,859,320
COMMITMENTS
 246,137  310,971  344,029  1227596  1153373  1817762  1808374   41,558   50,946

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:    -75,665)
   5,052 -128,861   22,925 -104,230   32,216  -76,253  -73,720      589   -1,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     16.7     18.5     66.0     62.0     97.8     97.3      2.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      39       37       52       63       75      127      141                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       46,137
COMMITMENTS
  25,002    3,177      778   12,513   33,672   38,293   37,627    7,844    8,510

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     -3,520)
  -3,988     -133       22      259   -3,999   -3,706   -4,109      187      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.2      6.9      1.7     27.1     73.0     83.0     81.6     17.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      31       14        8       24       32       57       52                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,274
COMMITMENTS
  50,003    6,353    1,556   25,026   67,344   76,586   75,254   15,688   17,021

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     -7,039)
  -7,975     -267       45      517   -7,997   -7,413   -8,219      374    1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.2      6.9      1.7     27.1     73.0     83.0     81.6     17.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      31       14        8       24       32       57       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       36,111
COMMITMENTS
   1,950    1,912        0   32,340   33,752   34,290   35,664    1,821      447

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     10,666)
     -36      235        0   11,052   10,484   11,016   10,719     -350      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      5.3      0.0     89.6     93.5     95.0     98.8      5.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        0       11       10       14       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       27,734
COMMITMENTS
  18,699   21,889    1,986    6,883    3,812   27,568   27,687      166       47

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     -2,289)
    -522     -458   -1,846       93        0   -2,275   -2,304      -14       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.4     78.9      7.2     24.8     13.7     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      26       17        5        4        3       33       22                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,600
COMMITMENTS
  23,379    4,444       67    3,130   20,386   26,576   24,897       24    1,703

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:      1,574)
  -1,467       91       -2    3,035    2,076    1,566    2,165        8     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.9     16.7      0.3     11.8     76.6     99.9     93.6      0.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        6        1        3       15       11       21                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:        9,741
COMMITMENTS
   4,039    3,427        0    5,668    4,246    9,707    7,673       34    2,068

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     -1,154)
  -2,884   -1,206        0    1,736     -257   -1,148   -1,463       -6      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.5     35.2      0.0     58.2     43.6     99.7     78.8      0.3     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        9        0        3       10        9       19                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       48,944
COMMITMENTS
  17,866   17,859   31,072        0        0   48,938   48,931        6       13

CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST:     -3,616)
  -2,706   -2,695     -911        0        0   -3,617   -3,606        1      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.5     36.5     63.5      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4       20        5        0        0        7       23                  



Updated August 16, 2019