WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      446,492
COMMITMENTS
 149,630  132,583  115,092  146,056  152,034  410,778  399,709   35,714   46,783

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      3,530)
   2,421   -3,611    1,639   -1,331    3,425    2,729    1,453      801    2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     29.7     25.8     32.7     34.1     92.0     89.5      8.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     130      103      116       91      106      292      269                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       12,240
COMMITMENTS
   2,618      500      100    8,992   11,050   11,710   11,650      530      590

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:         50)
       0        0        0     -100      150     -100      150      150     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      4.1      0.8     73.5     90.3     95.7     95.2      4.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1       12        8       16       10                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      301,004
COMMITMENTS
  86,369   86,031   59,500  125,164  134,313  271,033  279,844   29,971   21,160

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        507)
  -3,146    3,531     -633    3,079   -3,091     -700     -193    1,207      700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     28.6     19.8     41.6     44.6     90.0     93.0     10.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      83       55       75       84       90      199      196                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,641,752
COMMITMENTS
 404,691  269,833  357,211  702,871  825,020  1464773  1452064  176,979  189,688

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     20,037)
 -14,934   24,545   13,618   15,652  -25,843   14,336   12,320    5,701    7,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     16.4     21.8     42.8     50.3     89.2     88.4     10.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      793)
     190      145      183      306      338      589      599                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,930
COMMITMENTS
   2,443      661      289    1,014    3,987    3,746    4,937    2,184      993

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        861)
     369      -44      150       96      570      615      676      246      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     11.1      4.9     17.1     67.2     63.2     83.3     36.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      13        3        3        6        9       22       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      684,787
COMMITMENTS
 127,580  131,687  130,463  377,383  337,791  635,426  599,941   49,361   84,846

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     11,014)
  -8,860    6,021   10,667    8,119   -6,345    9,926   10,343    1,088      671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     19.2     19.1     55.1     49.3     92.8     87.6      7.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      600)
     132      169      160      158      231      394      481                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      491,962
COMMITMENTS
 109,600  109,114  129,575  215,580  221,858  454,755  460,547   37,207   31,415

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     14,216)
   5,735    3,359    6,528    1,454    3,521   13,717   13,408      499      808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     22.2     26.3     43.8     45.1     92.4     93.6      7.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      86      100      109       92       68      250      236                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      943,744
COMMITMENTS
 120,600  146,073   14,717  646,670  625,146  781,987  785,936  161,757  157,808

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      8,489)
   7,206    2,027   -2,057   11,331   12,451   16,480   12,421   -7,991   -3,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     15.5      1.6     68.5     66.2     82.9     83.3     17.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      38       29       18       75       88      120      128                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,136,876
COMMITMENTS
  98,948  380,880   15,398  859,089  644,530  973,435  1040808  163,441   96,068

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     37,229)
   5,600   24,827      190   25,043   15,101   30,833   40,118    6,396   -2,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     33.5      1.4     75.6     56.7     85.6     91.5     14.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      20       19       19       70       64       97       95                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,467
COMMITMENTS
     214      945        0    1,988    1,061    2,202    2,006      265      461

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:         34)
      10       89      -58       52      -68        4      -37       30       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     38.3      0.0     80.6     43.0     89.3     81.3     10.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        8        0        8        7       12       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      447,505
COMMITMENTS
  97,744   51,472   88,596  209,514  268,779  395,854  408,847   51,651   38,658

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      2,569)
   1,432   10,262   -1,702    8,576   -9,388    8,306     -828   -5,737    3,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     11.5     19.8     46.8     60.1     88.5     91.4     11.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      84       66       97       99       83      243      205                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,571
COMMITMENTS
     803    3,437        7    5,759    3,050    6,569    6,494    1,002    1,077

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:         54)
     -83      -63       -7      136      254       46      184        8     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     45.4      0.1     76.1     40.3     86.8     85.8     13.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10       14        2       16        9       26       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,675,462
COMMITMENTS
 490,530  757,739   89,991  1927868  1688502  2508389  2536232  167,073  139,230

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:    103,887)
  41,593     -131   39,244   17,071   62,034   97,908  101,147    5,979    2,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     28.3      3.4     72.1     63.1     93.8     94.8      6.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      59       59       34      157      138      240      207                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,076,915
COMMITMENTS
 649,982  850,166  268,705  2721482  2564884  3640169  3683755  436,746  393,160

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:    -16,216)
    -807   11,309    6,929  -23,225   -2,077  -17,103   16,161      887  -32,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     20.9      6.6     66.8     62.9     89.3     90.4     10.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
      87       74       57      190      191      304      295                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      711,151
COMMITMENTS
  90,053  135,506    4,955  515,795  417,193  610,803  557,654  100,348  153,497

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     -1,318)
   8,440    1,254      -43     -819   -3,130    7,578   -1,919   -8,896      601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     19.1      0.7     72.5     58.7     85.9     78.4     14.1     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      13       17       12       60       62       80       84                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,534,842
COMMITMENTS
 738,047  1037640   73,455  3392360  3063493  4203862  4174588  330,980  360,254

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:    -29,922)
  39,695   48,934   21,183  -83,077  -98,361  -22,199  -28,244   -7,723   -1,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     22.9      1.6     74.8     67.6     92.7     92.1      7.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      56       68       42      150      169      230      255                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,038,912
COMMITMENTS
 267,448  378,890  449,892  1276011  1152304  1993351  1981086   45,561   57,826

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     43,479)
 -12,704  -17,546   21,560   28,415   33,633   37,271   37,647    6,208    5,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     18.6     22.1     62.6     56.5     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      40       44       55       67       75      135      150                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       37,610
COMMITMENTS
  17,272    6,171      606   14,270   22,557   32,147   29,333    5,463    8,277

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        382)
     396    1,828       72     -398   -2,115       70     -216      313      598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     16.4      1.6     37.9     60.0     85.5     78.0     14.5     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       23        7       22       23       49       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       75,219
COMMITMENTS
  34,544   12,341    1,211   28,539   45,113   64,294   58,665   10,925   16,554

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        764)
     792    3,656      143     -796   -4,230      139     -431      625    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     16.4      1.6     37.9     60.0     85.5     78.0     14.5     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       23        7       22       23       49       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,543
COMMITMENTS
   2,740      446        0   25,909   28,898   28,649   29,344      894      199

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     -2,795)
    -369        0        0   -2,167   -2,245   -2,536   -2,245     -259     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      1.5      0.0     87.7     97.8     97.0     99.3      3.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        0       15        9       18       10                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       33,047
COMMITMENTS
  27,020   31,486      281    5,129    1,228   32,430   32,995      617       52

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,598)
     665    1,607        0      597       -2    1,262    1,605      336       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.8     95.3      0.9     15.5      3.7     98.1     99.8      1.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      27       15        2        3        2       32       17                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,783
COMMITMENTS
  15,751   11,684      140   12,862   13,606   28,753   25,430       30    3,353

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        761)
     722     -137        0       20      755      742      618       19      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.7     40.6      0.5     44.7     47.3     99.9     88.4      0.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       11        1        4       14       11       25                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 01/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       15,449
COMMITMENTS
  12,863    7,580       28    2,534    5,741   15,425   13,349       24    2,100

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        844)
     366      523        0      461      -29      827      494       17      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.3     49.1      0.2     16.4     37.2     99.8     86.4      0.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5       11        2        2        8        9       19                  



Updated February 12, 2019