WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      572,520
COMMITMENTS
 125,081  136,745  200,717  205,548  186,755  531,346  524,217   41,174   48,303

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:      7,790)
  -6,126    6,578   -4,104   15,643    4,166    5,413    6,640    2,377    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8     23.9     35.1     35.9     32.6     92.8     91.6      7.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     138      127      160      115      112      343      320                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED 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:       13,373
COMMITMENTS
   2,727      300      600    9,682   12,078   13,009   12,978      364      395

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:        894)
     320        0      200      650      889    1,170    1,089     -277     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      2.2      4.5     72.4     90.3     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        3       12        7       18       10                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      320,343
COMMITMENTS
  84,706   84,911   67,891  136,149  144,941  288,746  297,743   31,597   22,600

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:       -847)
  -4,914     -258     -850    4,839   -1,326     -924   -2,433       78    1,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4     26.5     21.2     42.5     45.2     90.1     92.9      9.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      94       52       83       96       95      219      204                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    2,018,548
COMMITMENTS
 326,050  252,030  622,451  838,863  910,517  1787364  1784997  231,184  233,551

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     29,360)
 -26,179   11,914   22,096   27,689   -5,610   23,606   28,400    5,753      959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     12.5     30.8     41.6     45.1     88.5     88.4     11.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      814)
     225      133      238      367      359      693      646                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        6,182
COMMITMENTS
   2,765      508      512      876    4,166    4,153    5,185    2,029      996

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:       -372)
      37     -166        4     -260      -72     -219     -234     -154     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.7      8.2      8.3     14.2     67.4     67.2     83.9     32.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        5        5       12       10       31       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      811,858
COMMITMENTS
 128,624  114,442  216,644  405,758  378,745  751,027  709,832   60,831  102,026

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     -9,552)
  11,336  -11,108  -11,464  -11,878    9,151  -12,006  -13,422    2,454    3,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     14.1     26.7     50.0     46.7     92.5     87.4      7.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      604)
     140      167      204      205      249      466      517                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      526,650
COMMITMENTS
 120,909   75,853  150,255  215,031  271,370  486,195  497,478   40,455   29,172

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     -6,242)
   7,951  -21,041   -4,997  -11,256   20,667   -8,302   -5,371    2,060     -871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     14.4     28.5     40.8     51.5     92.3     94.5      7.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      92       96      123       91       84      267      245                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,130,273
COMMITMENTS
 108,246  146,601  127,301  714,935  690,967  950,482  964,869  179,791  165,404

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:    -81,503)
  16,785   10,245  -50,639  -47,281  -39,935  -81,135  -80,330     -368   -1,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     13.0     11.3     63.3     61.1     84.1     85.4     15.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      40       32       48       90       97      151      156                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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:    1,171,310
COMMITMENTS
 105,649  417,771   13,644  895,737  651,495  1015031  1082910  156,280   88,400

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:     15,034)
   6,467    5,442   -2,827   15,896   16,738   19,535   19,353   -4,501   -4,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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)
      19       18       19       72       66       99       95                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:      494,047
COMMITMENTS
  93,170   61,321  120,087  224,354  273,983  437,611  455,391   56,436   38,656

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:      6,501)
    -343    8,038    1,901    4,631   -3,028    6,190    6,912      311     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     12.4     24.3     45.4     55.5     88.6     92.2     11.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      87       65      103      109       96      255      225                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:        7,500
COMMITMENTS
     698    3,143      267    5,246    2,830    6,212    6,240    1,288    1,260

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:       -358)
     -35     -372       40     -548     -217     -543     -549      185      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     41.9      3.6     70.0     37.7     82.8     83.2     17.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       18        8       16       11       28       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    2,850,966
COMMITMENTS
 467,079  732,025  245,729  1975196  1740220  2688005  2717974  162,962  132,993

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:    191,204)
  11,482   15,412   93,190   85,346   80,882  190,018  189,483    1,186    1,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     25.7      8.6     69.3     61.0     94.3     95.3      5.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      61       61       50      162      141      251      224                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    4,584,036
COMMITMENTS
 627,204  748,523  560,940  2928838  2835570  4116983  4145034  467,053  439,002

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:   -363,702)
 -25,697  -11,704 -196,264 -151,396 -154,109 -373,357 -362,077    9,655   -1,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     16.3     12.2     63.9     61.9     89.8     90.4     10.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
      85       72       94      209      207      338      330                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:    4,762,077
COMMITMENTS
 774,220  922,298  277,752  3356898  3199266  4408870  4399316  353,207  362,761

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:   -141,437)
    -968   18,360  -83,492  -72,911  -75,466 -157,371 -140,597   15,934     -840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     19.4      5.8     70.5     67.2     92.6     92.4      7.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
      59       64       62      170      180      263      272                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    2,034,368
COMMITMENTS
 271,162  311,701  475,645  1244170  1192292  1990978  1979638   43,390   54,730

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:       -447)
  16,021  -30,430    5,772  -23,297   29,440   -1,504    4,781    1,057   -5,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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)
      45       40       60       67       76      140      154                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       40,372
COMMITMENTS
  15,855    9,116    1,992   16,634   20,782   34,480   31,890    5,892    8,482

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:        673)
  -1,218    1,232      972      888   -1,573      641      631       32       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.3     22.6      4.9     41.2     51.5     85.4     79.0     14.6     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       24        6       27       27       53       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       80,745
COMMITMENTS
  31,709   18,233    3,983   33,268   41,563   68,961   63,780   11,784   16,965

CHANGES FROM 01/22/19 (CHANGE IN OPEN INTEREST:      1,346)
  -2,437    2,465    1,944    1,775   -3,147    1,282    1,262       64       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.3     22.6      4.9     41.2     51.5     85.4     79.0     14.6     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       24        6       27       27       53       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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