WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      465,545
COMMITMENTS
 144,911  139,148  121,894  161,694  158,571  428,499  419,613   37,046   45,932

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     14,697)
  -6,439    7,040    1,178   18,101    5,177   12,840   13,395    1,857    1,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     29.9     26.2     34.7     34.1     92.0     90.1      8.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     129      119      125      100      106      307      286                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       12,525
COMMITMENTS
   2,298      400      500    9,407   11,230   12,205   12,130      320      395

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:        365)
     200      100      100      375      360      675      560     -310     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      3.2      4.0     75.1     89.7     97.4     96.8      2.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        2       12        7       17       10                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      297,685
COMMITMENTS
  90,794   84,919   50,530  126,809  140,647  268,133  276,096   29,552   21,589

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:        416)
  -3,419      254     -356    3,940   -1,182      165   -1,284      251    1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     28.5     17.0     42.6     47.2     90.1     92.7      9.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      90       52       74       90       92      211      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,690,695
COMMITMENTS
 373,508  258,636  407,031  731,185  832,023  1511724  1497690  178,971  193,005

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     31,322)
 -22,936   10,194   21,867   27,579   -1,180   26,510   30,881    4,812      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     15.3     24.1     43.2     49.2     89.4     88.6     10.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      773)
     184      140      186      314      331      602      575                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,856
COMMITMENTS
   2,772      511      314      772    4,070    3,858    4,895    1,998      961

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:       -354)
      44     -182        6     -245      -45     -195     -221     -159     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3      8.7      5.4     13.2     69.5     65.9     83.6     34.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      16        3        3        9        9       27       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      691,916
COMMITMENTS
 129,565  120,993  136,766  374,100  344,202  640,431  601,961   51,485   89,955

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     -4,202)
   8,323  -12,086   -3,036  -11,453    8,142   -6,166   -6,980    1,964    2,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     17.5     19.8     54.1     49.7     92.6     87.0      7.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      571)
     123      155      159      155      234      384      466                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      500,366
COMMITMENTS
 119,400   80,679  132,905  208,795  258,362  461,100  471,946   39,266   28,420

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     -7,098)
   4,518  -16,792   -5,646   -7,668   16,365   -8,796   -6,073    1,698   -1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     16.1     26.6     41.7     51.6     92.2     94.3      7.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      87       98      119       85       74      257      234                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      956,191
COMMITMENTS
 134,429  151,259   18,732  636,079  632,708  789,240  802,699  166,951  153,492

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:    -15,829)
   7,019    2,813   -2,653  -21,001  -14,955  -16,635  -14,795      806   -1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     15.8      2.0     66.5     66.2     82.5     83.9     17.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      41       28       27       75       88      126      133                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,171,109
COMMITMENTS
 105,704  417,797   13,497  895,737  651,495  1014938  1082789  156,171   88,320

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     16,615)
   6,779    5,340   -2,224   16,153   16,738   20,708   19,854   -4,093   -3,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     35.7      1.2     76.5     55.6     86.7     92.5     13.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      21       16       16       72       66       98       93                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,358
COMMITMENTS
     152    1,125        1    1,857      827    2,010    1,953      348      405

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:        -24)
     -41      154       -2      -76     -180     -119      -28       95        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     47.7      0.0     78.8     35.1     85.2     82.8     14.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4       11        1        5        7       10       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      462,200
COMMITMENTS
  96,754   61,835   98,422  214,641  264,722  409,817  424,979   52,383   37,221

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:      7,892)
    -651    7,330    4,401    4,122   -3,358    7,872    8,373       20     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     13.4     21.3     46.4     57.3     88.7     91.9     11.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      84       67       97      102       89      245      213                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,027
COMMITMENTS
     793    3,139       50    4,978    2,637    5,821    5,826    1,206    1,201

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:       -431)
      -4     -395       40     -640     -235     -604     -590      173      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     44.7      0.7     70.8     37.5     82.8     82.9     17.2     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       16        4       14        6       26       23                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,831,680
COMMITMENTS
 470,330  733,062  228,001  1971606  1738604  2669937  2699667  161,743  132,013

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:    207,389)
   9,012   13,299  108,348   88,952   83,950  206,312  205,597    1,077    1,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     25.9      8.1     69.6     61.4     94.3     95.3      5.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      61       59       38      161      140      244      215                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,026,692
COMMITMENTS
 641,478  775,925  273,497  2675630  2566316  3590605  3615738  436,087  410,954

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     -2,553)
 -45,456  -36,761   16,894   20,571   24,111   -7,991    4,244    5,438   -6,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     19.3      6.8     66.4     63.7     89.2     89.8     10.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
      85       68       60      182      181      297      280                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      689,095
COMMITMENTS
  87,541  134,788    5,470  493,436  398,837  586,447  539,095  102,648  150,000

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:    -13,731)
  -2,909      115    1,066  -15,639   -6,428  -17,482   -5,247    3,751   -8,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     19.6      0.8     71.6     57.9     85.1     78.2     14.9     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      14       17       12       63       59       84       81                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,531,425
COMMITMENTS
 777,743  960,577  135,103  3270509  3079460  4183355  4175140  348,070  356,285

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     25,452)
 -13,457   -6,152   37,297  -15,467   -7,310    8,373   23,835   17,079    1,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     21.2      3.0     72.2     68.0     92.3     92.1      7.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      57       64       44      158      173      237      259                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,033,680
COMMITMENTS
 271,117  311,465  475,297  1244170  1192292  1990584  1979054   43,096   54,626

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:       -395)
  16,061  -30,409    5,772  -23,297   29,440   -1,464    4,803    1,069   -5,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     15.3     23.4     61.2     58.6     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      46       39       60       67       76      140      154                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,174
COMMITMENTS
  15,908    9,017    1,354   16,164   20,441   33,426   30,811    5,748    8,363

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:        664)
  -1,185    1,306      899      903   -1,577      617      628       47       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     23.0      3.5     41.3     52.2     85.3     78.7     14.7     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       23        5       24       26       50       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       78,347
COMMITMENTS
  31,816   18,033    2,708   32,328   40,881   66,852   61,622   11,495   16,725

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:      1,328)
  -2,370    2,612    1,798    1,806   -3,154    1,234    1,256       94       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     23.0      3.5     41.3     52.2     85.3     78.7     14.7     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       23        5       24       26       50       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,608
COMMITMENTS
   2,032      446        0   25,881   28,447   27,913   28,893    1,695      715

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:        142)
     119        0        0     -477     -363     -358     -363      500      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      1.5      0.0     87.4     96.1     94.3     97.6      5.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       13        7       15        8                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       28,824
COMMITMENTS
  22,732   27,106      281    5,129    1,228   28,142   28,615      682      209

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     -1,190)
  -1,271   -1,189        0        0        0   -1,271   -1,189       81       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.9     94.0      1.0     17.8      4.3     97.6     99.3      2.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      26       15        2        3        2       31       17                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,936
COMMITMENTS
  17,003   11,880      151   12,739   14,629   29,893   26,660       43    3,276

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:        611)
     718      392       11     -123      312      606      715        5     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8     39.7      0.5     42.6     48.9     99.9     89.1      0.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       11        2        4       14       12       25                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 01/29/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       14,490
COMMITMENTS
  11,154    6,801       44    3,256    5,701   14,454   12,546       36    1,944

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:      1,157)
    -501    1,244       16    1,627        7    1,142    1,267       15     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.0     46.9      0.3     22.5     39.3     99.8     86.6      0.2     13.4

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



Updated February 19, 2019