WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      528,844
COMMITMENTS
 114,316  147,602  169,282  204,453  162,347  488,051  479,231   40,793   49,613

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:    -74,858)
  -5,282    3,846  -49,526  -17,754  -29,398  -72,562  -75,078   -2,296      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     27.9     32.0     38.7     30.7     92.3     90.6      7.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     138      120      153      115      127      333      330                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,948
COMMITMENTS
   7,102      925      764   12,990   18,870   20,855   20,559    1,093    1,389

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:      1,089)
     855     -190      190     -436      974      609      974      480      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4      4.2      3.5     59.2     86.0     95.0     93.7      5.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        5        4       15       15       22       21                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      314,082
COMMITMENTS
  94,155   92,090   63,937  127,271  132,962  285,363  288,990   28,718   25,092

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:    -26,487)
   6,369    8,521  -16,608  -14,039  -15,621  -24,278  -23,709   -2,209   -2,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     29.3     20.4     40.5     42.3     90.9     92.0      9.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      90       59       80      107      101      226      215                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,918,320
COMMITMENTS
 317,833  289,842  484,865  893,632  919,989  1696331  1694695  221,989  223,625

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:   -219,699)
  -7,208   13,108 -136,289  -74,639  -84,123 -218,137 -207,305   -1,562  -12,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     15.1     25.3     46.6     48.0     88.4     88.3     11.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      830)
     186      145      218      380      386      684      661                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,160
COMMITMENTS
   2,750      860       90    1,067    4,095    3,906    5,044    2,254    1,116

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:     -1,361)
    -416      -35     -366     -152     -402     -934     -803     -427     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.6     14.0      1.5     17.3     66.5     63.4     81.9     36.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      16        5        4        6       10       23       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      863,843
COMMITMENTS
 129,050  176,976  226,625  443,192  362,526  798,867  766,128   64,975   97,715

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:      5,265)
   4,151    3,552   -5,584    7,322    7,836    5,888    5,804     -623     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     20.5     26.2     51.3     42.0     92.5     88.7      7.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      620)
     140      176      217      214      228      498      508                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      565,612
COMMITMENTS
  95,752  140,357  155,936  272,871  236,193  524,559  532,486   41,053   33,126

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:    -45,549)
    -402     -820  -34,993  -10,815  -10,084  -46,211  -45,897      662      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     24.8     27.6     48.2     41.8     92.7     94.1      7.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      85      106      115      102       79      261      259                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,292,983
COMMITMENTS
  90,167  173,533  238,545  783,861  642,799  1112573  1054877  180,410  238,106

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:    112,088)
     527    3,843   65,992   16,395   13,883   82,914   83,718   29,175   28,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     13.4     18.4     60.6     49.7     86.0     81.6     14.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      28       39       46       97       95      150      156                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,138,870
COMMITMENTS
  84,391  365,161   29,978  857,295  614,914  971,665  1010054  167,205  128,816

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:     -6,584)
  -2,927    2,554  -10,270  -11,474  -12,708  -24,670  -20,423   18,086   13,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     32.1      2.6     75.3     54.0     85.3     88.7     14.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      17       18       19       73       65       99       93                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,625
COMMITMENTS
     417    1,185       72    1,725    1,001    2,214    2,258      411      367

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        -48)
     162        7      -85     -147       65      -70      -13       22      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     45.1      2.7     65.7     38.1     84.3     86.0     15.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5       11        3        8       11       15       24                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      511,839
COMMITMENTS
  82,427   63,011  115,205  253,968  292,436  451,600  470,652   60,239   41,188

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:    -42,965)
  -4,821    4,423  -28,252   -9,563  -20,880  -42,635  -44,709     -329    1,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     12.3     22.5     49.6     57.1     88.2     92.0     11.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      72       72      102      120      103      259      236                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,432
COMMITMENTS
     818    2,017      549    5,735    4,792    7,103    7,358    1,329    1,073

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:       -271)
     -30        7      -72     -278     -194     -379     -259      108      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     23.9      6.5     68.0     56.8     84.2     87.3     15.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12       10       11       15       17       32       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,794,688
COMMITMENTS
 477,132  772,206  170,689  1980118  1640768  2627939  2583663  166,749  211,025

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:   -141,311)
 -53,841 -121,072 -119,494    5,633   69,378 -167,701 -171,188   26,391   29,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     27.6      6.1     70.9     58.7     94.0     92.4      6.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
      60       73       51      164      148      254      243                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,075,140
COMMITMENTS
 605,421  834,157  793,700  3224212  2860203  4623333  4488060  451,807  587,080

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:   -512,915)
  -5,851 -125,951 -285,720 -245,626 -171,936 -537,196 -583,607   24,281   70,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     16.4     15.6     63.5     56.4     91.1     88.4      8.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
      90       66       93      212      211      337      335                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      737,997
COMMITMENTS
  75,685   95,973   10,172  504,342  430,269  590,199  536,414  147,798  201,583

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:     13,592)
  -1,046      434  -17,779   -6,255    6,793  -25,080  -10,552   38,672   24,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3     13.0      1.4     68.3     58.3     80.0     72.7     20.0     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      12       16       11       60       61       80       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,324,402
COMMITMENTS
 668,730  996,323  463,136  3798599  3446897  4930466  4906356  393,936  418,046

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:   -166,798)
   2,936 -118,738  -91,994 -133,634   19,835 -222,692 -190,897   55,894   24,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     18.7      8.7     71.3     64.7     92.6     92.1      7.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      53       77       80      170      187      272      296                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,957,695
COMMITMENTS
 177,859  260,782  587,342  1149103  1049162  1914304  1897286   43,391   60,409

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:     44,107)
  28,915   20,752  -12,018   25,919   33,303   42,815   42,037    1,291    2,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     13.3     30.0     58.7     53.6     97.8     96.9      2.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      32       41       49       68       74      120      148                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,836
COMMITMENTS
  13,826    3,965    2,714   15,735   27,480   32,276   34,159    8,560    6,677

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        156)
     409     -311     -459     -401      357     -451     -413      607      569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9      9.7      6.6     38.5     67.3     79.0     83.6     21.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      36       15       10       31       29       71       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,672
COMMITMENTS
  27,653    7,930    5,427   31,471   54,960   64,551   68,317   17,121   13,355

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        311)
     818     -622     -919     -802      714     -902     -827    1,214    1,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9      9.7      6.6     38.5     67.3     79.0     83.6     21.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      36       15       10       31       29       71       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       28,280
COMMITMENTS
   2,928      454        0   24,085   27,569   27,013   28,023    1,267      257

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:       -360)
      20        0        0     -481     -240     -461     -240      101     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      1.6      0.0     85.2     97.5     95.5     99.1      4.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        0       13       11       17       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       37,968
COMMITMENTS
  29,355   17,350    2,392    6,044   18,172   37,791   37,914      177       54

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:      9,547)
   9,856   -1,563     -284        0   11,368    9,572    9,521      -25       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    77.3     45.7      6.3     15.9     47.9     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      30       13        2        3        2       35       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,321
COMMITMENTS
  20,362   11,632      209    9,716   15,639   30,287   27,480       34    2,841

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        633)
      46      249       -5      581      294      622      538       11       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.2     38.4      0.7     32.0     51.6     99.9     90.6      0.1      9.4

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 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,926
COMMITMENTS
  14,229    6,722       12    2,652    8,614   16,893   15,348       33    1,578

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        429)
     433      114        0        0      -86      433       28       -4      401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    84.1     39.7      0.1     15.7     50.9     99.8     90.7      0.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6       11        1        3       10       10       21                  



Updated November 30, 2018