WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      464,700
COMMITMENTS
 141,211  132,363  127,044  157,071  155,668  425,326  415,075   39,374   49,625

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     -2,727)
  -7,548    2,045    1,539    1,755   -8,606   -4,254   -5,022    1,527    2,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     28.5     27.3     33.8     33.5     91.5     89.3      8.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     139      109      134      100      105      313      290                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       11,931
COMMITMENTS
   1,098      400      750    9,603   10,475   11,451   11,625      480      306

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:        441)
     450        0        0      131      410      581      410     -140       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      3.4      6.3     80.5     87.8     96.0     97.4      4.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        2       14        9       19       12                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      292,934
COMMITMENTS
  86,138   94,853   49,069  124,679  126,607  259,886  270,529   33,048   22,405

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:    -10,267)
  -2,545    6,051   -2,450   -8,246  -15,422  -13,241  -11,821    2,974    1,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     32.4     16.8     42.6     43.2     88.7     92.4     11.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      78       62       73       95       90      211      197                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,748,355
COMMITMENTS
 395,065  296,763  397,934  768,176  850,665  1561175  1545362  187,180  202,993

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     44,054)
   2,481   32,396  -11,894   46,508   17,866   37,095   38,368    6,959    5,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     17.0     22.8     43.9     48.7     89.3     88.4     10.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      770)
     183      136      182      323      331      604      573                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,657
COMMITMENTS
   2,548      343       98      752    4,202    3,398    4,643    2,259    1,014

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:       -204)
      69       48     -275       16      -88     -190     -315      -14      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0      6.1      1.7     13.3     74.3     60.1     82.1     39.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      14        3        3        9        9       25       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      731,689
COMMITMENTS
 125,813  131,135  144,460  407,788  359,284  678,061  634,879   53,628   96,810

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     -8,661)
  -9,309    2,905   -8,806   12,465   -4,036   -5,650   -9,937   -3,011    1,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     17.9     19.7     55.7     49.1     92.7     86.8      7.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      601)
     124      161      180      171      234      424      484                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      520,190
COMMITMENTS
 127,702   72,725  143,243  212,908  277,125  483,853  493,093   36,337   27,097

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     14,494)
    -817    2,339   13,246    2,465   -1,155   14,894   14,430     -400       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     14.0     27.5     40.9     53.3     93.0     94.8      7.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      99       89      127       88       77      273      244                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      965,380
COMMITMENTS
 123,028  149,706   33,260  651,334  619,554  807,622  802,520  157,758  162,860

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:      8,425)
   3,879   -3,222    7,246   -8,443    3,009    2,682    7,033    5,743    1,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     15.5      3.4     67.5     64.2     83.7     83.1     16.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      39       29       31       79       81      130      131                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,225,789
COMMITMENTS
 110,210  425,541   32,899  918,020  672,607  1061129  1131047  164,660   94,742

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     44,159)
  -1,368   22,193   10,416   22,835   11,413   31,883   44,022   12,276      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     34.7      2.7     74.9     54.9     86.6     92.3     13.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      23       16       24       79       67      113       96                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      464,871
COMMITMENTS
  88,403   83,005  101,888  219,406  239,836  409,697  424,729   55,174   40,142

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     -1,286)
  -4,634   11,670     -997    1,718  -15,911   -3,913   -5,238    2,627    3,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     17.9     21.9     47.2     51.6     88.1     91.4     11.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      78       76       99      107       96      250      227                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,745
COMMITMENTS
   1,045    3,594      175    5,172    2,656    6,392    6,425    1,353    1,320

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:        595)
     228      391       26      257      -87      511      330       84      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     46.4      2.3     66.8     34.3     82.5     83.0     17.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14       13        5       13        9       28       26                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,257,090
COMMITMENTS
 590,956  942,920  285,258  2192509  1912490  3068723  3140668  188,367  116,422

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:    208,622)
  83,968   52,327   14,253   95,140  151,150  193,361  217,730   15,261   -9,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     28.9      8.8     67.3     58.7     94.2     96.4      5.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      63       59       39      165      146      252      220                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,117,159
COMMITMENTS
 694,179  859,668  315,082  2665100  2538497  3674361  3713247  442,798  403,912

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:    111,428)
  57,497   60,036    2,873   56,958   49,418  117,328  112,327   -5,900     -899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     20.9      7.7     64.7     61.7     89.2     90.2     10.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      423)
      88       80       60      193      190      310      301                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      683,695
COMMITMENTS
  60,105  152,666   11,556  497,990  362,673  569,651  526,895  114,044  156,800

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     -9,347)
 -17,575   -2,713    3,138   -5,808  -15,665  -20,245  -15,240   10,898    5,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     22.3      1.7     72.8     53.0     83.3     77.1     16.7     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      11       16       11       62       58       81       77                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,492,647
COMMITMENTS
 779,560  1010454  157,764  3187402  2952478  4124726  4120696  367,921  371,951

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:    -27,253)
  11,231   37,565  -26,782   18,291  -30,990    2,740  -20,207  -29,993   -7,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     22.5      3.5     70.9     65.7     91.8     91.7      8.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      55       69       47      163      173      245      262                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,825,200
COMMITMENTS
 222,486  418,771  449,596  1114861  896,005  1786943  1764372   38,257   60,828

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     74,426)
  30,387   83,065    9,353   38,594  -15,056   78,334   77,362   -3,908   -2,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     22.9     24.6     61.1     49.1     97.9     96.7      2.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      35       43       55       59       70      121      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       41,834
COMMITMENTS
  16,590   10,543      797   17,601   21,778   34,987   33,117    6,848    8,717

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     -1,036)
     698   -1,947     -102   -1,902      808   -1,306   -1,242      271      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     25.2      1.9     42.1     52.1     83.6     79.2     16.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      26       25        5       26       28       55       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       83,668
COMMITMENTS
  33,179   21,086    1,593   35,201   43,555   69,973   66,234   13,695   17,434

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     -2,071)
   1,396   -3,894     -204   -3,804    1,615   -2,612   -2,483      541      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     25.2      1.9     42.1     52.1     83.6     79.2     16.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      26       25        5       26       28       55       55                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,987
COMMITMENTS
   2,253      749        0   26,320   28,465   28,573   29,214    1,414      773

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:       -248)
      67      -17        0     -218     -162     -151     -179      -97      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      2.5      0.0     87.8     94.9     95.3     97.4      4.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        0       13        7       16        9                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       29,130
COMMITMENTS
  20,900   26,870      289    7,739    1,925   28,928   29,084      202       46

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:      1,775)
   1,821    1,215        0      480      722    2,301    1,937     -526     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.7     92.2      1.0     26.6      6.6     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      27       15        2        3        3       32       18                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,654
COMMITMENTS
  15,551   12,343      126   13,943   13,936   29,620   26,405       34    3,249

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:        411)
    -629      244      -24    1,094       -2      441      218      -30      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.4     41.6      0.4     47.0     47.0     99.9     89.0      0.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6       11        2        4       12       12       23                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 02/12/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       14,899
COMMITMENTS
  11,783    7,376       55    3,049    5,570   14,887   13,001       12    1,898

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:         93)
     526      195        8     -425     -112      109       91      -16        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.1     49.5      0.4     20.5     37.4     99.9     87.3      0.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       12        2        2        8        9       20                  



Updated February 26, 2019