WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      461,262
COMMITMENTS
 157,349  120,789  104,298  163,983  189,545  425,630  414,632   35,632   46,630

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:    -11,346)
  -3,155   -3,086   -6,131   -2,647   -4,393  -11,933  -13,610      587    2,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     26.2     22.6     35.6     41.1     92.3     89.9      7.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     130      122      132      103      118      312      309                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,563
COMMITMENTS
   3,644      700      700   16,019   18,423   20,363   19,823      200      740

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:       -475)
     750     -200     -300     -725      165     -275     -335     -200     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      3.4      3.4     77.9     89.6     99.0     96.4      1.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        2        3       16       17       25       22                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      270,040
COMMITMENTS
  93,770   47,685   48,319  104,769  149,040  246,858  245,044   23,182   24,996

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:     -2,030)
     196    2,319     -323   -2,548   -4,835   -2,675   -2,839      645      809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     17.7     17.9     38.8     55.2     91.4     90.7      8.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      85       48       68       74       95      189      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,716,016
COMMITMENTS
 464,079  454,582  290,352  792,702  792,308  1547133  1537242  168,883  178,774

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:    -10,232)
  -5,363  -29,375       50   -1,939   20,956   -7,252   -8,369   -2,980   -1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     26.5     16.9     46.2     46.2     90.2     89.6      9.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      831)
     186      164      160      288      346      571      597                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,182
COMMITMENTS
   1,083      836      204    1,397    1,996    2,684    3,036    1,498    1,146

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:        216)
      53     -230       67      178      446      298      283      -82      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     20.0      4.9     33.4     47.7     64.2     72.6     35.8     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        6        2        9        6       19       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      865,196
COMMITMENTS
 161,601  216,462  174,580  470,541  387,675  806,722  778,717   58,474   86,479

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:     -3,339)
  -1,502  -16,167   -1,700     -808   15,413   -4,010   -2,454      671     -885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     25.0     20.2     54.4     44.8     93.2     90.0      6.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      628)
     148      174      177      188      212      454      483                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      588,433
COMMITMENTS
 113,109  156,336  160,609  276,048  239,493  549,766  556,438   38,667   31,995

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:    -12,951)
   1,679  -24,912    3,228  -17,901   10,890  -12,994  -10,794       43   -2,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     26.6     27.3     46.9     40.7     93.4     94.6      6.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     102      114      121      100       74      281      263                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      865,076
COMMITMENTS
 119,394  222,368   10,347  585,287  442,620  715,028  675,335  150,048  189,741

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:      7,671)
 -14,462   21,587     -358   18,761  -21,259    3,941      -30    3,730    7,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     25.7      1.2     67.7     51.2     82.7     78.1     17.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      41       31       19       81       76      129      119                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,048,223
COMMITMENTS
  91,393  325,727   18,494  792,859  588,370  902,746  932,591  145,477  115,632

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:      8,723)
     -59    4,300   -5,135   13,674    8,246    8,480    7,411      243    1,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     31.1      1.8     75.6     56.1     86.1     89.0     13.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      18       20       20       67       66       94       97                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,396
COMMITMENTS
     607    1,134      227    1,248      643    2,082    2,004      314      392

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:        264)
    -201       57       88      320      181      207      326       57      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     47.3      9.5     52.1     26.8     86.9     83.6     13.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        9        2        7        8       14       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      517,504
COMMITMENTS
 111,341   50,339  100,084  255,046  325,116  466,471  475,539   51,033   41,965

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:    -14,166)
  -6,044   -8,920      907   -7,655   -3,660  -12,792  -11,673   -1,374   -2,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      9.7     19.3     49.3     62.8     90.1     91.9      9.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      99       56      104      122      102      277      229                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,211
COMMITMENTS
   1,229    3,888       82    4,989    2,721    6,300    6,691    1,911    1,520

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:        522)
      -7      924       22        3     -563       18      383      504      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     47.4      1.0     60.8     33.1     76.7     81.5     23.3     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12       14        4       14       11       29       26                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,239,796
COMMITMENTS
 470,953  760,785  104,519  1520954  1195380  2096426  2060684  143,370  179,112

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:     50,422)
     -79   80,386    6,479   31,745  -34,943   38,145   51,922   12,277   -1,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     34.0      4.7     67.9     53.4     93.6     92.0      6.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      64       72       32      155      139      236      226                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,035,499
COMMITMENTS
 483,500  1239816  216,413  2933014  2086321  3632927  3542550  402,572  492,949

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:     49,258)
 -27,280   44,324   -7,868   82,491  -33,435   47,343    3,021    1,915   46,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     30.7      5.4     72.7     51.7     90.0     87.8     10.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      451)
      70      103       53      187      207      283      337                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      608,107
COMMITMENTS
  68,302   85,025   11,060  422,339  342,674  501,701  438,759  106,406  169,348

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:     -1,025)
  -4,439   -1,086   -2,543      631    1,806   -6,351   -1,823    5,326      798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     14.0      1.8     69.5     56.4     82.5     72.2     17.5     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      11       16       11       57       57       77       75                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,407,198
COMMITMENTS
 586,882  1413449  153,467  3350831  2395304  4091180  3962220  316,018  444,978

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:    -22,793)
  -9,110    7,803  -33,900   14,200   -7,485  -28,810  -33,582    6,017   10,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     32.1      3.5     76.0     54.3     92.8     89.9      7.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      58       74       39      142      169      224      258                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,841,941
COMMITMENTS
 182,553  220,887  466,388  1156895  1102600  1805836  1789875   36,105   52,066

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:     46,354)
  55,803   18,776  -11,397     -971   36,400   43,435   43,779    2,919    2,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     12.0     25.3     62.8     59.9     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      30       39       48       66       67      123      131                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       53,775
COMMITMENTS
  30,921    5,891    2,136   11,781   39,331   44,838   47,358    8,937    6,417

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:    -10,762)
   3,831     -574   -2,020  -11,085   -5,530   -9,274   -8,124   -1,488   -2,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5     11.0      4.0     21.9     73.1     83.4     88.1     16.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      42       20       10       26       28       72       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,549
COMMITMENTS
  61,842   11,782    4,272   23,562   78,662   89,676   94,716   17,873   12,833

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:    -21,524)
   7,662   -1,148   -4,040  -22,170  -11,060  -18,548  -16,248   -2,976   -5,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5     11.0      4.0     21.9     73.1     83.4     88.1     16.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      42       20       10       26       28       72       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       26,105
COMMITMENTS
   3,342      674        0   21,142   25,198   24,484   25,872    1,621      233

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:    -13,388)
    -202      213        0  -12,198  -12,416  -12,400  -12,203     -988   -1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      2.6      0.0     81.0     96.5     93.8     99.1      6.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        0       10       10       14       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       25,242
COMMITMENTS
  19,062   11,438      490    5,481   13,211   25,033   25,139      209      103

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:    -11,436)
  -9,939   -7,951   -1,373     -113   -2,115  -11,425  -11,439      -11        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.5     45.3      1.9     21.7     52.3     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      24       15        2        3        3       28       19                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,600
COMMITMENTS
  19,200   11,279      214   11,166   16,862   30,580   28,355       20    2,245

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:       -819)
     -34     -141        2     -770     -599     -802     -738      -17      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.7     36.9      0.7     36.5     55.1     99.9     92.7      0.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4       12        1        7       15       12       27                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/25/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,966
COMMITMENTS
  14,283    7,142        9    2,648    8,019   16,940   15,170       26    1,796

CHANGES FROM 09/18/18 (CHANGE IN OPEN INTEREST:        196)
     176       17        0        0      294      176      311       20     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.2     42.1      0.1     15.6     47.3     99.8     89.4      0.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        9        1        3       10        8       19                  



Updated September 29, 2018