WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      488,407
COMMITMENTS
 161,042  128,157  112,432  178,171  204,458  451,645  445,047   36,762   43,360

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:      6,374)
    -756     -712    1,942    4,199    5,875    5,385    7,105      989     -731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     26.2     23.0     36.5     41.9     92.5     91.1      7.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     139      103      128      105      127      312      309                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       19,133
COMMITMENTS
   3,824    1,040      400   14,559   17,083   18,783   18,523      350      610

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:        165)
     200      100        0       65      115      265      215     -100      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      5.4      2.1     76.1     89.3     98.2     96.8      1.8      3.2

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 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      293,107
COMMITMENTS
  95,385   54,228   61,896  111,408  153,447  268,689  269,571   24,418   23,536

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:      9,653)
     458     -465    5,982    2,942    4,038    9,382    9,555      271       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     18.5     21.1     38.0     52.4     91.7     92.0      8.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      77       58       68       79       95      192      197                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,622,531
COMMITMENTS
 425,419  315,808  290,503  738,523  825,214  1454445  1431525  168,086  191,006

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:    -26,525)
 -15,703  -59,379     -409  -12,791   27,257  -28,903  -32,531    2,378    6,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     19.5     17.9     45.5     50.9     89.6     88.2     10.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      817)
     186      152      170      289      362      576      607                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,403
COMMITMENTS
   2,449    1,715      216    1,260    2,944    3,925    4,875    2,478    1,528

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:      1,052)
     527      330       22       56      502      605      854      447      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     26.8      3.4     19.7     46.0     61.3     76.1     38.7     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12       10        3        8        9       23       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      856,882
COMMITMENTS
 154,900  184,674  185,228  459,253  396,275  799,381  766,177   57,501   90,705

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:      9,253)
  -1,186  -12,706    4,578    7,236   15,441   10,628    7,313   -1,375    1,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     21.6     21.6     53.6     46.2     93.3     89.4      6.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      619)
     138      178      190      187      213      460      492                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      530,702
COMMITMENTS
 110,436  107,816  130,179  252,746  261,034  493,361  499,029   37,341   31,673

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:     -5,852)
      12   -7,652   -2,391   -1,689    2,852   -4,068   -7,191   -1,784    1,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     20.3     24.5     47.6     49.2     93.0     94.0      7.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     100       88      109       91       70      259      228                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      927,355
COMMITMENTS
 144,936  248,873   17,654  630,685  474,436  793,275  740,963  134,080  186,392

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:    -16,997)
   8,398  -26,047    1,717  -14,967   16,724   -4,852   -7,606  -12,145   -9,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     26.8      1.9     68.0     51.2     85.5     79.9     14.5     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      51       30       23       85       86      144      131                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,086,657
COMMITMENTS
  97,082  342,057   16,322  832,915  599,728  946,319  958,107  140,338  128,550

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:     31,199)
 -10,126    8,694      597   40,317   24,120   30,788   33,411      411   -2,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     31.5      1.5     76.6     55.2     87.1     88.2     12.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      15       25       21       67       66       94      100                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,197
COMMITMENTS
     340    1,160       50    1,421      459    1,811    1,669      386      528

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:        -40)
    -171      -32      -13       26      -76     -158     -121      118       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     52.8      2.3     64.7     20.9     82.4     76.0     17.6     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        7        2        9        7       14       16                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      527,587
COMMITMENTS
 123,043   40,701  106,435  241,953  341,674  471,431  488,810   56,156   38,777

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:      8,962)
     498   -2,881    7,269      390    5,877    8,157   10,265      805   -1,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      7.7     20.2     45.9     64.8     89.4     92.7     10.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      93       51      107      110       99      261      225                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,044
COMMITMENTS
   1,319    2,470      300    5,037    3,873    6,656    6,643    1,388    1,401

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:       -124)
      92   -1,040       57      -60    1,037       89       54     -213     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     30.7      3.7     62.6     48.1     82.7     82.6     17.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       10        9       16       12       34       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,221,827
COMMITMENTS
 516,076  775,792   52,611  1522823  1222880  2091510  2051283  130,317  170,544

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:    -10,006)
  29,721   45,873  -16,768  -18,920  -27,853   -5,967    1,252   -4,039  -11,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     34.9      2.4     68.5     55.0     94.1     92.3      5.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      60       74       28      160      143      234      231                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,134,772
COMMITMENTS
 555,950  1171920  233,908  2947229  2245569  3737087  3651397  397,685  483,375

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:      8,636)
  11,084    4,632   -9,495   12,385   38,076   13,974   33,213   -5,338  -24,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     28.3      5.7     71.3     54.3     90.4     88.3      9.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
      74       91       60      205      215      307      338                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      627,913
COMMITMENTS
  66,517   89,625    6,227  443,321  362,129  516,065  457,981  111,848  169,932

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:     10,007)
   5,985    8,172   -4,812    2,534      818    3,707    4,178    6,300    5,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     14.3      1.0     70.6     57.7     82.2     72.9     17.8     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      13       16       11       61       59       82       78                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,518,373
COMMITMENTS
 583,109  1402950  155,599  3473156  2518946  4211864  4077495  306,509  440,878

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:     69,571)
  26,991  -13,108    2,707   29,427   93,364   59,125   82,963   10,446  -13,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     31.0      3.4     76.9     55.7     93.2     90.2      6.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      55       74       33      152      174      227      261                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,823,878
COMMITMENTS
 193,891  223,874  464,956  1121302  1069199  1780149  1758029   43,729   65,849

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:     67,132)
 -12,912    4,296   35,682   39,629   17,727   62,399   57,705    4,733    9,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     12.3     25.5     61.5     58.6     97.6     96.4      2.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      34       39       45       66       68      121      133                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       46,361
COMMITMENTS
  20,338    7,160    2,784   14,356   29,027   37,477   38,970    8,885    7,391

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:     -5,983)
  -8,146    1,227      185    1,886   -8,023   -6,076   -6,612       93      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     15.4      6.0     31.0     62.6     80.8     84.1     19.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      35       24        8       29       27       67       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,722
COMMITMENTS
  40,675   14,319    5,567   28,711   58,054   74,953   77,940   17,769   14,782

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:    -11,966)
 -16,292    2,453      369    3,772  -16,046  -12,151  -13,224      185    1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     15.4      6.0     31.0     62.6     80.8     84.1     19.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      35       24        8       29       27       67       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       28,113
COMMITMENTS
   3,149      454        0   23,679   27,456   26,828   27,910    1,285      203

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:     -1,308)
    -161        0        0   -1,081     -959   -1,242     -959      -66     -349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      1.6      0.0     84.2     97.7     95.4     99.3      4.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       11       10       14       11                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       33,055
COMMITMENTS
  17,973   27,878    4,514   10,376      626   32,863   33,018      192       37

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:     -1,140)
     112   -1,819      329   -1,562      437   -1,121   -1,053      -19      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     84.3     13.7     31.4      1.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      25       12        2        5        1       31       14                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,350
COMMITMENTS
  17,539   10,829      212   11,526   16,511   29,277   27,552       73    1,798

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:        315)
     240      224        0       65      316      305      540       10     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.8     36.9      0.7     39.3     56.3     99.8     93.9      0.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       11        1        5       15       10       26                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 10/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       17,120
COMMITMENTS
  14,426    8,406        9    2,652    7,235   17,087   15,650       33    1,470

CHANGES FROM 10/09/18 (CHANGE IN OPEN INTEREST:         85)
      62      -29        0        4      247       66      218       19     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.3     49.1      0.1     15.5     42.3     99.8     91.4      0.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5       12        1        3       11        9       23                  



Updated October 19, 2018