WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      542,214
COMMITMENTS
 125,494  143,722  176,741  200,218  175,692  502,453  496,155   39,761   46,059

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:     20,787)
     -94   14,588    4,883   11,925    1,705   16,713   21,175    4,074     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     26.5     32.6     36.9     32.4     92.7     91.5      7.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     125      128      146      112      118      323      316                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       17,784
COMMITMENTS
   6,585      500      100   10,521   16,210   17,206   16,810      578      974

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:        -30)
     -40        0        0       12      -42      -29      -42       -2       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.0      2.8      0.6     59.2     91.2     96.8     94.5      3.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        1       14       14       19       16                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      315,588
COMMITMENTS
  87,237   85,194   71,979  127,228  137,308  286,444  294,480   29,144   21,109

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:      7,673)
  -1,098    5,787    1,557    6,967      932    7,425    8,275      248     -602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6     27.0     22.8     40.3     43.5     90.8     93.3      9.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      84       61       78       94      101      210      213                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,880,756
COMMITMENTS
 361,349  245,070  495,175  812,247  922,659  1668771  1662904  211,986  217,853

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:     23,888)
 -13,055   24,193   21,147   11,036  -18,004   19,128   27,336    4,761   -3,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     13.0     26.3     43.2     49.1     88.7     88.4     11.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      823)
     199      144      220      356      379      660      660                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,327
COMMITMENTS
   2,069      694      277    1,089    3,468    3,435    4,439    1,892      888

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:       -183)
    -354        2      129       41     -210     -185      -80        2     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.8     13.0      5.2     20.4     65.1     64.5     83.3     35.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      13        4        5       10       10       26       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      767,589
COMMITMENTS
 122,314  126,516  190,551  398,387  357,217  711,252  674,285   56,337   93,304

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:    -33,705)
  -5,235    3,897   -1,749  -20,460  -28,985  -27,444  -26,837   -6,261   -6,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     16.5     24.8     51.9     46.5     92.7     87.8      7.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      605)
     136      164      199      204      241      455      516                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      497,575
COMMITMENTS
  99,923  115,044  132,500  229,142  220,528  461,565  468,071   36,010   29,504

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:      4,615)
   3,300    5,780     -805    2,013     -928    4,508    4,046      107      569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     23.1     26.6     46.1     44.3     92.8     94.1      7.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      90       90      118       96       83      258      251                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,137,410
COMMITMENTS
  94,076  117,038  158,838  719,427  687,539  972,341  963,414  165,070  173,996

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:      7,954)
    -180     -423    7,728   -6,348    3,339    1,201   10,645    6,753   -2,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     10.3     14.0     63.3     60.4     85.5     84.7     14.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      38       38       51       88       95      150      160                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,091,244
COMMITMENTS
  90,192  350,638   13,181  830,571  633,733  933,944  997,552  157,300   93,692

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:      4,309)
   8,216   -2,234    1,916  -12,022   11,035   -1,890   10,717    6,199   -6,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     32.1      1.2     76.1     58.1     85.6     91.4     14.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      19       22       21       73       65      101       99                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,817
COMMITMENTS
     238      979       59    2,314    1,376    2,611    2,414      206      403

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:        -69)
    -105      -24      -18      103      -49      -20      -91      -49       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     34.8      2.1     82.1     48.8     92.7     85.7      7.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5       11        2       10       11       17       22                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      453,318
COMMITMENTS
  83,088   52,275  100,107  214,932  262,256  398,127  414,638   55,191   38,680

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:     -8,712)
     153   -7,021      915   -8,698   -2,414   -7,630   -8,520   -1,082     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     11.5     22.1     47.4     57.9     87.8     91.5     12.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      78       61      101      103       87      244      208                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,537
COMMITMENTS
     770    3,062      190    5,368    3,037    6,328    6,288    1,209    1,249

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:       -294)
      67      594      -27     -279     -852     -239     -285      -56      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     40.6      2.5     71.2     40.3     84.0     83.4     16.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       15        6       15       11       26       29                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,791,536
COMMITMENTS
 523,009  766,338  113,863  1996485  1772604  2633357  2652805  158,179  138,731

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:     62,687)
  41,243    6,653   15,943    1,972   52,866   59,158   75,462    3,529  -12,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     27.5      4.1     71.5     63.5     94.3     95.0      5.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      54       65       41      155      149      231      233                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,902,587
COMMITMENTS
 607,791  885,501  729,314  3121413  2831105  4458518  4445920  444,069  456,667

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:    204,711)
  69,126   25,627   66,793   86,183  118,031  222,102  210,452  -17,391   -5,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     18.1     14.9     63.7     57.7     90.9     90.7      9.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
      88       80       97      210      229      343      361                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      711,435
COMMITMENTS
  79,079  129,349    5,049  506,162  425,985  590,290  560,383  121,145  151,052

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:     14,293)
   7,280    6,756      -29    7,357   14,050   14,608   20,777     -315   -6,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     18.2      0.7     71.1     59.9     83.0     78.8     17.0     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      13       16       11       58       58       78       78                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,036,733
COMMITMENTS
 734,957  991,643  337,190  3637533  3330335  4709679  4659168  327,054  377,566

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:    138,864)
  68,313   57,003    4,275   74,844   74,246  147,432  135,524   -8,568    3,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     19.7      6.7     72.2     66.1     93.5     92.5      6.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
      58       67       64      160      183      252      280                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,282,760
COMMITMENTS
 340,937  397,581  524,255  1369341  1302271  2234534  2224107   48,227   58,653

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:     27,174)
  26,654   14,420    7,718    3,715   17,434   38,087   39,572  -10,913  -12,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     17.4     23.0     60.0     57.0     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      30       53       54       72       83      133      164                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       38,140
COMMITMENTS
  17,348    4,005      950   14,575   26,570   32,872   31,524    5,268    6,615

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:     -4,927)
  -3,542      -17     -214    1,446   -6,313   -2,310   -6,544   -2,618    1,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.5     10.5      2.5     38.2     69.7     86.2     82.7     13.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      24       17        8       26       23       56       42                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       76,280
COMMITMENTS
  34,695    8,010    1,900   29,150   53,139   65,744   63,049   10,535   13,231

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:     -9,855)
  -7,083      -33     -428    2,892  -12,627   -4,619  -13,088   -5,235    3,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.5     10.5      2.5     38.2     69.7     86.2     82.7     13.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      24       17        8       26       23       56       42                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       32,388
COMMITMENTS
   2,669      446        0   28,492   31,186   31,161   31,632    1,227      756

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:      2,441)
     833        0        0    2,082    1,899    2,915    1,899     -474      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      1.4      0.0     88.0     96.3     96.2     97.7      3.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       13       11       15       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       32,552
COMMITMENTS
  28,520   30,731      281    3,548    1,465   32,349   32,477      203       75

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:      2,436)
   4,113    2,393       12   -1,675        0    2,450    2,405      -14       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.6     94.4      0.9     10.9      4.5     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      23       15        2        4        3       29       18                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,553
COMMITMENTS
  13,620   12,025      163   13,747   11,972   27,530   24,160       23    3,393

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:        283)
      18      399        0      256     -257      274      142        9      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.4     43.6      0.6     49.9     43.5     99.9     87.7      0.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5       13        2        4       13       11       26                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       15,646
COMMITMENTS
  13,525    7,975       12    2,094    5,817   15,631   13,804       15    1,842

CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST:      1,821)
   1,384    1,917        0      448      -23    1,832    1,894      -11      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.4     51.0      0.1     13.4     37.2     99.9     88.2      0.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4       12        1        2        9        7       21                  



Updated February 5, 2019