WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      482,033
COMMITMENTS
 161,798  128,869  110,490  173,972  198,583  446,260  437,942   35,773   44,091

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:      6,036)
     313    2,529    1,318    4,623    1,589    6,254    5,436     -218      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     26.7     22.9     36.1     41.2     92.6     90.9      7.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     135      110      129      110      124      320      305                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       18,968
COMMITMENTS
   3,624      940      400   14,494   16,968   18,518   18,308      450      660

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:     -3,230)
    -420      200     -200   -2,360   -2,160   -2,980   -2,160     -250   -1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      5.0      2.1     76.4     89.5     97.6     96.5      2.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        3       18       17       24       22                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      283,454
COMMITMENTS
  94,927   54,693   55,914  108,466  149,409  259,307  260,016   24,147   23,438

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:      3,455)
  -1,181    1,056    6,295   -2,587   -3,770    2,527    3,581      928     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     19.3     19.7     38.3     52.7     91.5     91.7      8.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      84       54       65       81       96      194      195                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,649,056
COMMITMENTS
 441,122  375,187  290,912  751,314  797,957  1483348  1464056  165,708  185,000

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:    -34,220)
 -12,212  -21,982   -5,761  -15,606  -11,851  -33,579  -39,594     -641    5,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     22.8     17.6     45.6     48.4     90.0     88.8     10.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      827)
     184      158      178      284      355      577      614                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,351
COMMITMENTS
   1,922    1,385      194    1,204    2,442    3,320    4,021    2,031    1,330

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:      1,032)
     700      363      -50       15      424      665      737      367      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     25.9      3.6     22.5     45.6     62.0     75.1     38.0     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        7        2        7        8       21       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      847,629
COMMITMENTS
 156,086  197,380  180,650  452,017  380,834  788,753  758,864   58,876   88,765

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:    -14,123)
  -6,218   -3,951    3,401  -13,708  -15,580  -16,525  -16,130    2,402    2,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     23.3     21.3     53.3     44.9     93.1     89.5      6.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      620)
     137      180      180      190      214      449      492                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      536,554
COMMITMENTS
 110,424  115,468  132,570  254,435  258,182  497,429  506,220   39,125   30,334

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:    -17,384)
  -4,668  -11,873   -5,500   -6,637    2,565  -16,805  -14,808     -579   -2,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     21.5     24.7     47.4     48.1     92.7     94.3      7.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      98       90      109       88       71      255      227                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      944,352
COMMITMENTS
 136,538  274,920   15,937  645,652  457,712  798,127  748,569  146,225  195,783

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:     58,234)
  19,164   37,738     -334   47,752    5,917   66,582   43,321   -8,348   14,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     29.1      1.7     68.4     48.5     84.5     79.3     15.5     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      42       38       24       85       84      135      138                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,055,458
COMMITMENTS
 107,208  333,363   15,725  792,598  575,608  915,531  924,696  139,927  130,762

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:      6,730)
  15,167      585     -526   -7,368   -3,832    7,273   -3,773     -543   10,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     31.6      1.5     75.1     54.5     86.7     87.6     13.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      16       25       21       65       66       92      101                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,237
COMMITMENTS
     511    1,192       63    1,395      535    1,969    1,790      268      447

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:       -143)
      -9       63     -134       34     -131     -109     -202      -34       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     53.3      2.8     62.4     23.9     88.0     80.0     12.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6       10        1        9        6       15       17                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      518,625
COMMITMENTS
 122,545   43,582   99,166  241,563  335,797  463,274  478,545   55,351   40,080

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:      2,652)
   5,573   -8,262    4,686   -9,632    6,954      627    3,378    2,025     -726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      8.4     19.1     46.6     64.7     89.3     92.3     10.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      98       46      102      114      103      267      226                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,168
COMMITMENTS
   1,227    3,510      243    5,097    2,836    6,567    6,589    1,601    1,579

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:       -854)
    -132     -864     -127     -381      217     -640     -774     -214      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     43.0      3.0     62.4     34.7     80.4     80.7     19.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       12        7       17       13       33       29                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,231,833
COMMITMENTS
 486,355  729,919   69,379  1541743  1250733  2097477  2050031  134,356  181,802

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:     47,416)
  31,338  -18,116    3,126   13,602   60,802   48,066   45,812     -650    1,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     32.7      3.1     69.1     56.0     94.0     91.9      6.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
      62       73       27      157      144      232      231                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,126,136
COMMITMENTS
 544,866  1167288  243,403  2934844  2207493  3723113  3618184  403,023  507,952

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:    147,309)
 118,607      837   12,058   32,507  117,480  163,172  130,375  -15,863   16,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     28.3      5.9     71.1     53.5     90.2     87.7      9.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
      76       95       58      187      211      292      335                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      617,906
COMMITMENTS
  60,532   81,453   11,039  440,787  361,311  512,358  453,803  105,548  164,103

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:     -1,851)
  -2,767   -3,880   -1,069    2,584    6,353   -1,252    1,404     -599   -3,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     13.2      1.8     71.3     58.5     82.9     73.4     17.1     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      10       17        9       60       58       78       76                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,448,802
COMMITMENTS
 556,118  1416058  152,892  3443729  2425582  4152739  3994532  296,063  454,270

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:     43,248)
  -3,625   30,356  -17,112   80,222   31,537   59,485   44,781  -16,237   -1,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     31.8      3.4     77.4     54.5     93.3     89.8      6.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      52       79       36      152      176      226      269                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,756,746
COMMITMENTS
 206,803  219,578  429,274  1081673  1051472  1717750  1700324   38,996   56,422

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:     -9,212)
  36,724   16,972  -13,358  -34,763  -13,291  -11,397   -9,677    2,185      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     12.5     24.4     61.6     59.9     97.8     96.8      2.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      34       38       45       65       65      122      129                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       52,344
COMMITMENTS
  28,484    5,933    2,599   12,470   37,050   43,552   45,582    8,792    6,762

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:     -4,838)
  -4,886      -52      800   -1,186   -5,071   -5,272   -4,322      434     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     11.3      5.0     23.8     70.8     83.2     87.1     16.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      39       20        8       30       31       70       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,688
COMMITMENTS
  56,967   11,866    5,198   24,939   74,100   87,104   91,164   17,584   13,524

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:     -9,675)
  -9,772     -103    1,600   -2,371  -10,141  -10,543   -8,644      868   -1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     11.3      5.0     23.8     70.8     83.2     87.1     16.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      39       20        8       30       31       70       58                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,421
COMMITMENTS
   3,310      454        0   24,760   28,415   28,070   28,869    1,351      552

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:        -21)
      82     -352        0      259       21      341     -331     -362      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      1.5      0.0     84.2     96.6     95.4     98.1      4.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       11       11       14       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       34,195
COMMITMENTS
  17,861   29,697    4,185   11,938      189   33,984   34,071      211      124

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:      4,304)
  -3,346    8,306    1,883    5,789   -5,877    4,326    4,312      -22       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2     86.8     12.2     34.9      0.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      23       13        2        4        2       28       16                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,035
COMMITMENTS
  17,299   10,605      212   11,461   16,195   28,972   27,012       63    2,023

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:         97)
     -78      335       -2      153     -130       73      203       24     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.6     36.5      0.7     39.5     55.8     99.8     93.0      0.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5       11        1        5       15       11       26                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 10/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       17,035
COMMITMENTS
  14,364    8,435        9    2,648    6,988   17,021   15,432       14    1,603

CHANGES FROM 10/02/18 (CHANGE IN OPEN INTEREST:        521)
     638    1,097        0     -125     -555      513      542        8      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.3     49.5      0.1     15.5     41.0     99.9     90.6      0.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5       11        1        3       11        9       22                  



Updated October 12, 2018