WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      577,232
COMMITMENTS
 126,156  130,002  210,094  198,423  185,321  534,673  525,416   42,558   51,815

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     -6,115)
  -5,791    1,192   -1,698      545   -7,626   -6,944   -8,132      829    2,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     22.5     36.4     34.4     32.1     92.6     91.0      7.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     152      118      174      115      112      355      327                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED 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:       12,816
COMMITMENTS
   1,480      362      850    9,972   11,298   12,302   12,510      514      306

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:        220)
     287       62        0       88      127      375      189     -155       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      2.8      6.6     77.8     88.2     96.0     97.6      4.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        2        3       14        9       20       13                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      315,093
COMMITMENTS
  79,349   94,248   66,371  134,397  131,052  280,116  291,671   34,977   23,422

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:    -10,507)
  -3,984    5,701   -2,700   -6,486  -15,070  -13,169  -12,068    2,662    1,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     29.9     21.1     42.7     41.6     88.9     92.6     11.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      84       62       81      100       94      221      206                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    2,104,872
COMMITMENTS
 331,853  289,768  638,029  892,839  933,878  1862721  1861675  242,151  243,197

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     34,086)
 -11,434   29,358  -10,213   50,260   10,975   28,613   30,120    5,472    3,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     13.8     30.3     42.4     44.4     88.5     88.4     11.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      817)
     216      143      240      376      365      703      652                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        5,984
COMMITMENTS
   2,567      323      313      815    4,279    3,695    4,916    2,289    1,068

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:       -233)
      55       52     -290       13     -108     -222     -346      -12      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.9      5.4      5.2     13.6     71.5     61.8     82.1     38.2     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      14        4        5       10        9       27       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      861,492
COMMITMENTS
 126,864  120,878  232,426  439,216  397,286  798,507  750,591   62,985  110,901

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     -1,262)
  -8,001    3,941   -4,376   14,112   -3,289    1,736   -3,724   -2,998    2,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     14.0     27.0     51.0     46.1     92.7     87.1      7.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      638)
     139      180      239      223      249      515      548                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      554,377
COMMITMENTS
 127,258   62,726  169,261  220,654  294,615  517,173  526,601   37,205   27,776

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     19,085)
  -2,540     -833   18,829    3,305    1,041   19,593   19,037     -508       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     11.3     30.5     39.8     53.1     93.3     95.0      6.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     108       83      138       95       91      290      261                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,157,076
COMMITMENTS
 102,243  141,344  147,999  734,069  692,072  984,311  981,415  172,765  175,661

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     16,083)
   4,935   -4,961   13,203  -10,370    5,540    7,767   13,781    8,316    2,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     12.2     12.8     63.4     59.8     85.1     84.8     14.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      36       35       51       91       96      155      155                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED 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:    1,225,966
COMMITMENTS
 110,166  425,489   33,040  918,020  672,607  1061226  1131136  164,741   94,831

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     44,138)
  -1,364   22,175   10,411   22,835   11,413   31,882   43,999   12,256      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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:      132)
      22       18       26       79       67      113       99                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      498,296
COMMITMENTS
  84,557   82,995  125,548  229,470  248,352  439,575  456,895   58,721   41,401

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:       -975)
  -5,075   11,789     -309    2,100  -16,408   -3,285   -4,929    2,310    3,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0     16.7     25.2     46.1     49.8     88.2     91.7     11.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      77       80      107      112      101      259      239                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:        8,456
COMMITMENTS
     678    3,655      673    5,695    2,751    7,046    7,079    1,411    1,377

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:        818)
     -43      454      303      505     -164      766      594       52      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     43.2      8.0     67.3     32.5     83.3     83.7     16.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       19       11       15       10       30       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    3,278,696
COMMITMENTS
 587,712  940,434  305,804  2195152  1914957  3088668  3161195  190,028  117,501

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:    211,353)
  84,608   51,636   15,874   95,412  152,745  195,894  220,255   15,460   -8,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     28.7      9.3     67.0     58.4     94.2     96.4      5.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      64       59       48      167      147      258      227                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    4,758,925
COMMITMENTS
 675,363  807,786  686,239  2927625  2836639  4289228  4330665  469,697  428,261

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:    122,748)
  52,099   59,457    7,732   67,691   58,306  127,522  125,495   -4,774   -2,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     17.0     14.4     61.5     59.6     90.1     91.0      9.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
      93       77      103      218      211      358      344                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:    4,799,962
COMMITMENTS
 769,154  960,563  354,873  3301986  3102036  4426013  4417473  373,950  382,490

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:      6,967)
   4,310   24,367    6,002   25,775  -20,588   36,088    9,781  -29,120   -2,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     20.0      7.4     68.8     64.6     92.2     92.0      7.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      56       69       66      170      180      265      276                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:    1,825,942
COMMITMENTS
 222,557  418,879  450,038  1114861  896,005  1787456  1764922   38,486   61,020

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     74,509)
  30,382   82,994    9,429   38,594  -15,056   78,405   77,367   -3,895   -2,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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)
      34       44       55       59       70      121      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       43,110
COMMITMENTS
  16,408   10,464    1,713   18,000   22,044   36,121   34,220    6,989    8,890

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:       -987)
     454   -2,187      173   -1,909      816   -1,283   -1,198      296      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.1     24.3      4.0     41.8     51.1     83.8     79.4     16.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      26       26        6       29       29       58       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       86,220
COMMITMENTS
  32,817   20,927    3,425   36,000   44,088   72,242   68,441   13,978   17,780

CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST:     -1,974)
     907   -4,374      346   -3,818    1,633   -2,566   -2,395      592      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.1     24.3      4.0     41.8     51.1     83.8     79.4     16.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      26       26        6       29       29       58       58                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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