WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      454,002
COMMITMENTS
 162,314  116,791   97,212  160,479  195,759  420,005  409,762   33,997   44,240

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:      7,028)
  -3,181   11,895    3,765    7,393   -8,085    7,977    7,575     -949     -547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     25.7     21.4     35.3     43.1     92.5     90.3      7.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     143      116      130      102      123      316      316                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       19,612
COMMITMENTS
   3,194      400    1,000   15,218   17,332   19,412   18,732      200      880

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -1,540)
     210     -100     -450   -1,400   -1,330   -1,640   -1,880      100      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      2.0      5.1     77.6     88.4     99.0     95.5      1.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        1        3       15       16       24       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      263,307
COMMITMENTS
  91,116   36,890   44,269  105,339  157,952  240,724  239,111   22,583   24,196

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:      9,761)
  -3,021    7,279    9,951    2,535   -8,025    9,465    9,205      296      556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     14.0     16.8     40.0     60.0     91.4     90.8      8.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      86       43       64       77       91      192      180                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,677,065
COMMITMENTS
 490,870  421,662  273,439  753,409  804,135  1517718  1499236  159,347  177,829

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     21,490)
 -12,716  -10,039   19,006   17,385   15,811   23,675   24,778   -2,185   -3,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     25.1     16.3     44.9     47.9     90.5     89.4      9.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      835)
     203      143      150      276      360      566      591                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      826,269
COMMITMENTS
 154,029  220,581  157,043  458,229  361,704  769,301  739,328   56,968   86,941

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     18,125)
     516   11,411    3,283   13,360    3,434   17,159   18,128      966       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     26.7     19.0     55.5     43.8     93.1     89.5      6.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      641)
     142      190      165      191      208      440      490                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,467
COMMITMENTS
  10,078    3,723      134       11    4,757   10,223    8,614    9,244   10,853

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:       -856)
      19     -144       10        0     -720       29     -854     -885       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     19.1      0.7      0.1     24.4     52.5     44.2     47.5     55.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        8        2        2       13        5       22                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      564,029
COMMITMENTS
 110,332  170,510  140,483  274,770  219,026  525,585  530,019   38,444   34,010

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     35,967)
  -1,568    9,866   10,495   26,122   13,416   35,049   33,777      918    2,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     30.2     24.9     48.7     38.8     93.2     94.0      6.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      87      122      108       97       66      256      254                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      844,744
COMMITMENTS
 132,475  179,565   10,043  560,244  476,616  702,762  666,224  141,982  178,520

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:    -29,870)
  14,234   20,947  -11,225  -21,780  -34,584  -18,771  -24,862  -11,099   -5,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     21.3      1.2     66.3     56.4     83.2     78.9     16.8     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      43       27       21       83       86      132      128                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,031,762
COMMITMENTS
  98,280  321,959   28,204  762,676  576,003  889,160  926,166  142,602  105,596

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:    -23,285)
  -6,723   -4,860   -3,396   -6,057  -13,715  -16,176  -21,971   -7,109   -1,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     31.2      2.7     73.9     55.8     86.2     89.8     13.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      20       19       22       72       62      102       93                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,023
COMMITMENTS
     688    1,023      141      912      333    1,741    1,497      282      526

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:         27)
      73      -21      -23      -27     -105       23     -149        4      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     50.6      7.0     45.1     16.5     86.1     74.0     13.9     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        6        2        8        5       15       13                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      528,799
COMMITMENTS
 121,261   50,759  107,578  247,642  328,524  476,481  486,861   52,318   41,938

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:      6,806)
   4,781   -6,880     -717    2,320   14,367    6,384    6,770      422       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      9.6     20.3     46.8     62.1     90.1     92.1      9.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      99       50      105      115       99      271      226                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,568
COMMITMENTS
   1,179    2,716       56    4,956    3,535    6,191    6,307    1,377    1,261

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:        284)
      41      243        4      215      -44      260      203       24       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     35.9      0.7     65.5     46.7     81.8     83.3     18.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       10        2       17       11       30       22                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,072,679
COMMITMENTS
 425,573  622,701   99,845  1422755  1185704  1948173  1908250  124,506  164,429

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:    -55,228)
 -44,597    4,467   -5,600    2,493  -35,741  -47,704  -36,874   -7,524  -18,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     30.0      4.8     68.6     57.2     94.0     92.1      6.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
      64       71       33      148      146      227      235                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,868,648
COMMITMENTS
 431,445  1114129  234,610  2790719  2054124  3456774  3402863  411,874  465,785

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:   -122,504)
   6,641    6,568   29,892 -142,943 -140,631 -106,410 -104,171  -16,094  -18,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     28.8      6.1     72.1     53.1     89.4     88.0     10.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      457)
      81      102       63      201      200      312      335                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      575,530
COMMITMENTS
  77,284   76,919    9,056  392,233  321,285  478,573  407,260   96,957  168,270

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -4,256)
   8,691   -3,868  -10,879    7,388    1,324    5,200  -13,423   -9,456    9,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     13.4      1.6     68.2     55.8     83.2     70.8     16.8     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      13       14       11       55       57       76       74                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,337,201
COMMITMENTS
 536,980  1389548  231,988  3245438  2296667  4014406  3918203  322,795  418,998

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     59,685)
  42,609   39,491  -18,005   31,697   19,148   56,301   40,634    3,384   19,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     32.0      5.3     74.8     53.0     92.6     90.3      7.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      56       73       41      151      167      233      255                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,807,782
COMMITMENTS
 135,566  196,717  531,395  1108200  1033750  1775161  1761862   32,621   45,920

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:    -17,589)
  -5,905   22,444  -15,832    3,175      549  -18,562    7,161      973  -24,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     10.9     29.4     61.3     57.2     98.2     97.5      1.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      35       37       48       66       68      127      131                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,437
COMMITMENTS
  26,907    7,604    1,782   16,744   36,586   45,432   45,971    9,005    8,466

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:      1,291)
     924     -338       63      -43      331      944       56      347    1,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     14.0      3.3     30.8     67.2     83.5     84.4     16.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      38       22       12       31       30       73       60                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      108,873
COMMITMENTS
  53,813   15,207    3,563   33,488   73,172   90,864   91,942   18,009   16,931

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:      2,581)
   1,848     -676      125      -85      662    1,888      111      693    2,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     14.0      3.3     30.8     67.2     83.5     84.4     16.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      38       22       12       31       30       73       60                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,651
COMMITMENTS
   3,252      461        0   24,883   28,895   28,135   29,356    1,516      295

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:        260)
     191        0        0      326      483      517      483     -257     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      1.6      0.0     83.9     97.5     94.9     99.0      5.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        0       11       12       15       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       36,990
COMMITMENTS
  29,252   19,334    2,017    5,534   15,541   36,803   36,892      187       98

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:      3,032)
   3,547   -2,918      192        0    5,778    3,739    3,052     -707      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.1     52.3      5.5     15.0     42.0     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      30       13        4        3        2       34       18                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,421
COMMITMENTS
  16,908   10,997      705   13,750   17,217   31,363   28,919       58    2,502

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:      1,189)
    -467     -123      493    1,163      929    1,189    1,299        0     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.8     35.0      2.2     43.8     54.8     99.8     92.0      0.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4       10        3        6       18       11       30                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/11/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       20,164
COMMITMENTS
  16,397    7,120       49    3,700   11,010   20,146   18,179       18    1,985

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:        217)
     280       47       40      -68      -65      252       22      -35      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.3     35.3      0.2     18.3     54.6     99.9     90.2      0.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        8        2        3       12        9       21                  



Updated September 14, 2018