WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      467,427
COMMITMENTS
 148,759  130,318  125,505  155,316  164,274  429,580  420,097   37,847   47,330

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:      1,882)
   3,848   -8,830    3,611   -6,378    5,703    1,081      484      801    1,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     27.9     26.9     33.2     35.1     91.9     89.9      8.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     140      106      129       96      110      308      286                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       11,490
COMMITMENTS
     648      400      750    9,472   10,065   10,870   11,215      620      275

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:     -1,035)
  -1,650        0      250       65   -1,165   -1,335     -915      300     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      3.5      6.5     82.4     87.6     94.6     97.6      5.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        2       13        8       17       11                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      303,201
COMMITMENTS
  88,683   88,802   51,519  132,925  142,029  273,127  282,350   30,074   20,851

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:      5,516)
  -2,111    3,883      989    6,116    1,382    4,994    6,254      522     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     29.3     17.0     43.8     46.8     90.1     93.1      9.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      86       53       68       92       90      210      188                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,704,301
COMMITMENTS
 392,584  264,367  409,828  721,668  832,799  1524080  1506994  180,221  197,307

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:     13,606)
  19,076    5,731    2,797   -9,517      776   12,356    9,304    1,250    4,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     15.5     24.0     42.3     48.9     89.4     88.4     10.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      770)
     184      138      185      317      328      605      570                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,861
COMMITMENTS
   2,479      295      373      736    4,290    3,588    4,958    2,273      903

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:          5)
    -293     -216       59      -36      220     -270       63      275      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3      5.0      6.4     12.6     73.2     61.2     84.6     38.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      14        3        4        9       10       26       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      740,350
COMMITMENTS
 135,122  128,230  153,266  395,323  363,320  683,711  644,816   56,639   95,534

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:     48,434)
   5,557    7,237   16,500   21,223   19,118   43,280   42,855    5,154    5,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     17.3     20.7     53.4     49.1     92.3     87.1      7.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
     120      166      172      163      235      410      475                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      505,696
COMMITMENTS
 128,519   70,386  129,997  210,443  278,280  468,959  478,663   36,737   27,033

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:      5,330)
   9,119  -10,293   -2,908    1,648   19,918    7,859    6,717   -2,529   -1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     13.9     25.7     41.6     55.0     92.7     94.7      7.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     103       92      123       85       78      264      246                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      956,955
COMMITMENTS
 119,149  152,928   26,014  659,777  616,545  804,940  795,487  152,015  161,468

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:        764)
 -15,280    1,669    7,282   23,698  -16,163   15,700   -7,212  -14,936    7,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     16.0      2.7     68.9     64.4     84.1     83.1     15.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      36       34       27       76       87      126      135                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,181,630
COMMITMENTS
 111,578  403,348   22,483  895,185  661,194  1029246  1087025  152,384   94,605

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:     10,521)
   5,874  -14,449    8,986     -552    9,699   14,308    4,236   -3,787    6,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     34.1      1.9     75.8     56.0     87.1     92.0     12.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      23       14       20       77       70      108       96                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,183
COMMITMENTS
     203      883        2    1,598      840    1,803    1,725      380      458

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:       -175)
      51     -242        1     -259       13     -207     -228       32       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     40.4      0.1     73.2     38.5     82.6     79.0     17.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        8        1        5        7       11       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      466,157
COMMITMENTS
  93,037   71,335  102,885  217,688  255,747  413,610  429,967   52,547   36,190

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:      3,957)
  -3,717    9,500    4,463    3,047   -8,975    3,793    4,988      164   -1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     15.3     22.1     46.7     54.9     88.7     92.2     11.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      84       74       99      104       93      248      224                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,150
COMMITMENTS
     817    3,203      149    4,915    2,743    5,881    6,095    1,269    1,055

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:        123)
      24       64       99      -63      106       60      269       63     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     44.8      2.1     68.7     38.4     82.3     85.2     17.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       16        5       13       10       26       28                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,048,468
COMMITMENTS
 506,988  890,593  271,005  2097369  1761340  2875362  2922938  173,106  125,530

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:    216,788)
  36,658  157,531   43,004  125,763   22,736  205,425  223,271   11,363   -6,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     29.2      8.9     68.8     57.8     94.3     95.9      5.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      60       60       39      158      146      244      219                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,005,731
COMMITMENTS
 636,682  799,632  312,209  2608142  2489079  3557033  3600920  448,698  404,811

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:    -20,961)
  -4,796   23,707   38,712  -67,488  -77,237  -33,572  -14,818   12,611   -6,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     20.0      7.8     65.1     62.1     88.8     89.9     11.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
      84       77       61      182      186      297      293                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      693,042
COMMITMENTS
  77,680  155,379    8,418  503,798  378,338  589,896  542,135  103,146  150,907

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:      3,947)
  -9,861   20,591    2,948   10,362  -20,499    3,449    3,040      498      907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     22.4      1.2     72.7     54.6     85.1     78.2     14.9     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      13       16       10       65       59       85       78                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,519,900
COMMITMENTS
 768,329  972,889  184,546  3169111  2983468  4121986  4140903  397,914  378,997

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:    -11,525)
  -9,414   12,312   49,443 -101,398  -95,992  -61,369  -34,237   49,844   22,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     21.5      4.1     70.1     66.0     91.2     91.6      8.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      49       69       43      164      172      236      261                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,750,774
COMMITMENTS
 192,099  335,706  440,243  1076267  911,061  1708609  1687010   42,165   63,764

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:   -282,906)
 -79,018   24,241  -35,054 -167,903 -281,231 -281,975 -292,044     -931    9,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     19.2     25.1     61.5     52.0     97.6     96.4      2.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      28       45       48       59       72      115      140                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       42,870
COMMITMENTS
  15,892   12,490      899   19,503   20,970   36,293   34,359    6,577    8,511

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:      3,696)
     -17    3,474     -456    3,339      530    2,867    3,548      830      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     29.1      2.1     45.5     48.9     84.7     80.1     15.3     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      25       27        8       27       26       56       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,739
COMMITMENTS
  31,783   24,980    1,797   39,005   41,940   72,585   68,717   13,154   17,022

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:      7,392)
     -33    6,947     -911    6,677    1,059    5,733    7,095    1,659      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     29.1      2.1     45.5     48.9     84.7     80.1     15.3     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      25       27        8       27       26       56       57                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       30,235
COMMITMENTS
   2,186      766        0   26,538   28,627   28,724   29,393    1,511      842

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:        627)
     154      320        0      657      180      811      500     -184      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      2.5      0.0     87.8     94.7     95.0     97.2      5.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        0       12        7       15        9                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       27,355
COMMITMENTS
  19,079   25,655      289    7,259    1,203   26,627   27,147      728      208

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:     -1,469)
  -3,653   -1,451        8    2,130      -25   -1,515   -1,468       46       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.7     93.8      1.1     26.5      4.4     97.3     99.2      2.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      24       16        2        3        2       29       18                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,243
COMMITMENTS
  16,180   12,099      150   12,849   13,938   29,179   26,187       64    3,056

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:       -693)
    -823      219       -1      110     -691     -714     -473       21     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.3     41.4      0.5     43.9     47.7     99.8     89.5      0.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       11        2        4       13       12       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       14,806
COMMITMENTS
  11,257    7,181       47    3,474    5,682   14,778   12,910       28    1,896

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:        316)
     103      380        3      218      -19      324      364       -8      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.0     48.5      0.3     23.5     38.4     99.8     87.2      0.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       12        2        2        8        9       20                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
FUTURES ONLY POSITIONS AS OF 02/05/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       72,357
COMMITMENTS
  17,889   18,623   53,704        0        0   71,593   72,327      764       30

CHANGES FROM 01/29/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     25.7     74.2      0.0      0.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5       15        4        0        0        8       17                  



Updated February 22, 2019