WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      603,702
COMMITMENTS
 119,598  143,756  218,807  222,207  191,745  560,612  554,309   43,089   49,393

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:    -19,641)
   1,178   12,207  -18,989   -4,785  -13,581  -22,596  -20,363    2,955      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     23.8     36.2     36.8     31.8     92.9     91.8      7.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
     154      131      181      123      132      370      360                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,859
COMMITMENTS
   6,246    1,115      574   13,426   17,897   20,246   19,586      613    1,273

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:        647)
   1,032     -220       70     -655      483      448      333      200      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9      5.3      2.8     64.4     85.8     97.1     93.9      2.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        4        4       15       14       22       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      340,569
COMMITMENTS
  87,786   83,569   80,546  141,309  148,584  309,641  312,699   30,927   27,870

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:    -12,920)
     758    5,989   -2,188  -12,042  -17,008  -13,472  -13,207      552      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     24.5     23.7     41.5     43.6     90.9     91.8      9.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      89       58       80       95      100      216      210                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,138,019
COMMITMENTS
 325,042  276,734  621,155  968,271  1004112  1914468  1902000  223,551  236,018

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:    -16,070)
 -28,049    3,185  -23,898   30,671   14,773  -21,276   -5,940    5,206  -10,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     12.9     29.1     45.3     47.0     89.5     89.0     10.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      877)
     216      145      244      404      406      747      699                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,521
COMMITMENTS
   3,166      894      456    1,218    4,497    4,840    5,847    2,680    1,674

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:        347)
     470     -264       41     -372      524      139      301      208       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.1     11.9      6.1     16.2     59.8     64.4     77.7     35.6     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      17        9        6        6        9       28       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      858,578
COMMITMENTS
 124,899  173,424  232,210  435,870  354,690  792,980  760,324   65,598   98,254

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:     -3,667)
  -2,297    1,233   -2,807   -1,072     -293   -6,177   -1,867    2,510   -1,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     20.2     27.0     50.8     41.3     92.4     88.6      7.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      620)
     150      180      225      204      227      495      515                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      611,161
COMMITMENTS
  96,155  141,177  190,929  283,686  246,277  570,770  578,383   40,391   32,778

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:        839)
  -1,533    7,700    9,227   -8,588  -16,961     -894      -35    1,734      874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     23.1     31.2     46.4     40.3     93.4     94.6      6.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      92      108      129      101       82      274      270                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,180,895
COMMITMENTS
  89,641  169,691  172,553  767,466  628,916  1029660  971,160  151,235  209,736

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:     36,639)
  -8,384     -416   18,055   25,882   15,846   35,553   33,485    1,086    3,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     14.4     14.6     65.0     53.3     87.2     82.2     12.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      31       41       48       98       96      154      161                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,145,454
COMMITMENTS
  87,318  362,607   40,248  868,769  627,622  996,335  1030477  149,119  114,976

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:     -2,224)
 -12,265  -18,441    1,300   15,437   16,603    4,472     -538   -6,696   -1,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     31.7      3.5     75.8     54.8     87.0     90.0     13.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      14       24       23       74       69      103      101                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,673
COMMITMENTS
     255    1,178      157    1,872      936    2,284    2,271      389      402

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:         75)
      -9      -55       20       57      112       68       77        7       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     44.1      5.9     70.0     35.0     85.4     85.0     14.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4       12        3        9       11       16       24                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      554,804
COMMITMENTS
  87,248   58,588  143,456  263,531  313,316  494,236  515,361   60,568   39,443

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:     -5,124)
  -5,735   -2,756    3,096   -2,721   -2,605   -5,360   -2,265      236   -2,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     10.6     25.9     47.5     56.5     89.1     92.9     10.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      90       68      110      120       99      271      238                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,703
COMMITMENTS
     848    2,011      620    6,013    4,986    7,481    7,617    1,221    1,085

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:       -430)
    -127     -386      -54     -270      -87     -451     -527       21       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     23.1      7.1     69.1     57.3     86.0     87.5     14.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        9       10       14       16       30       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,935,999
COMMITMENTS
 530,973  893,278  290,183  1974485  1571389  2795641  2754851  140,358  181,148

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:    308,059)
  92,134   88,967  -15,992  236,493  232,511  312,634  305,486   -4,575    2,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     30.4      9.9     67.3     53.5     95.2     93.8      4.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      65       79       54      162      151      261      251                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,588,056
COMMITMENTS
 611,272  960,108  1079420  3469838  3032139  5160529  5071667  427,527  516,389

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:    395,806)
 -35,554  -43,968  253,727  157,869  190,004  376,042  399,763   19,765   -3,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     17.2     19.3     62.1     54.3     92.3     90.8      7.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
      91       77      102      236      240      369      377                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      724,405
COMMITMENTS
  76,731   95,539   27,951  510,597  423,476  615,279  546,966  109,126  177,439

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:     42,390)
   1,001    3,961   22,589   16,026    6,898   39,616   33,448    2,774    8,942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6     13.2      3.9     70.5     58.5     84.9     75.5     15.1     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      13       17       12       64       61       87       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,491,200
COMMITMENTS
 665,794  1115060  555,131  3932233  3427062  5153157  5097253  338,042  393,946

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:    312,139)
  97,175  -45,676   25,456  164,155  331,608  286,786  311,388   25,353      751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     20.3     10.1     71.6     62.4     93.8     92.8      6.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      54       81       70      176      189      271      299                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,913,588
COMMITMENTS
 148,945  240,030  599,360  1123184  1015859  1871489  1855249   42,099   58,339

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:    128,655)
 -44,423   14,211   85,630   79,416   20,543  120,623  120,384    8,032    8,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     12.5     31.3     58.7     53.1     97.8     97.0      2.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      30       41       49       68       75      122      146                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,680
COMMITMENTS
  13,418    4,276    3,173   16,136   27,123   32,727   34,572    7,954    6,108

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:     -3,350)
  -5,470      169    1,311      553   -3,917   -3,606   -2,436      256     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0     10.5      7.8     39.7     66.7     80.4     85.0     19.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      35       17       10       30       25       69       48                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,361
COMMITMENTS
  26,835    8,551    6,346   32,272   54,246   65,453   69,144   15,907   12,217

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:     -6,700)
 -10,940      339    2,623    1,106   -7,834   -7,211   -4,872      512   -1,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0     10.5      7.8     39.7     66.7     80.4     85.0     19.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      35       17       10       30       25       69       48                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       28,640
COMMITMENTS
   2,908      454        0   24,566   27,809   27,474   28,263    1,166      377

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:        281)
    -294     -331        0      354      671       60      340      221      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      1.6      0.0     85.8     97.1     95.9     98.7      4.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        0       13       11       16       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       28,421
COMMITMENTS
  19,499   18,913    2,676    6,044    6,804   28,219   28,393      202       28

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:     -8,723)
  -8,558   10,527     -168        0  -19,084   -8,726   -8,725        3        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.6     66.5      9.4     21.3     23.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      26       15        2        3        2       31       17                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,688
COMMITMENTS
  20,316   11,383      214    9,135   15,345   29,665   26,942       23    2,746

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:     -2,082)
  -1,385     -211        2     -682   -1,556   -2,065   -1,765      -17     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.4     38.3      0.7     30.8     51.7     99.9     90.8      0.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4       12        1        5       15       10       27                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,497
COMMITMENTS
  13,796    6,608       12    2,652    8,700   16,460   15,320       37    1,177

CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST:       -502)
    -496       47        3        0     -230     -493     -180       -9     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.6     40.1      0.1     16.1     52.7     99.8     92.9      0.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5       12        1        3       10        9       22                  



Updated November 23, 2018