WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      682,492
COMMITMENTS
 118,640  147,759  250,739  269,165  234,087  638,543  632,585   43,949   49,907

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -4,616)
    -625   -2,284    4,220   -6,914   -4,043   -3,319   -2,107   -1,297   -2,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     21.6     36.7     39.4     34.3     93.6     92.7      6.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      456)
     148      128      184      129      137      375      368                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,334
COMMITMENTS
   4,575    1,820      874   14,471   16,821   19,920   19,515      414      818

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -3,112)
    -710      140     -176   -2,324   -3,157   -3,209   -3,193       97       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5      9.0      4.3     71.2     82.7     98.0     96.0      2.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        4       18       17       25       21                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      359,999
COMMITMENTS
  92,088   71,269   89,766  149,530  171,306  331,384  332,340   28,615   27,658

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     10,182)
   1,328   -1,927    3,757    5,934    8,341   11,019   10,171     -836       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6     19.8     24.9     41.5     47.6     92.1     92.3      7.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      89       54       83       96      103      221      214                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,139,071
COMMITMENTS
 371,056  281,242  642,939  903,169  970,362  1917163  1894542  221,908  244,529

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     69,244)
   8,780   -5,461   50,213    1,920   32,066   60,912   76,819    8,332   -7,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     13.1     30.1     42.2     45.4     89.6     88.6     10.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      866)
     208      153      240      388      407      725      695                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,463
COMMITMENTS
   2,726    1,311      648    1,518    3,745    4,892    5,705    2,571    1,758

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:       -111)
    -138     -151      -81      142       84      -77     -147      -34       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.5     17.6      8.7     20.3     50.2     65.6     76.4     34.4     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        9        7        9        9       29       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      863,966
COMMITMENTS
 129,654  165,206  249,405  421,626  349,630  800,684  764,240   63,281   99,725

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:      6,838)
   1,929  -31,267   14,803  -10,152   23,276    6,579    6,811      258       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     19.1     28.9     48.8     40.5     92.7     88.5      7.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      618)
     140      195      219      206      221      491      504                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      590,032
COMMITMENTS
 101,723  123,158  168,794  280,142  264,961  550,659  556,914   39,372   33,118

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     10,722)
  -2,481   -1,311   14,908   -1,630   -2,455   10,797   11,142      -75     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     20.9     28.6     47.5     44.9     93.3     94.4      6.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      97       98      126       97       83      272      261                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,183,708
COMMITMENTS
 107,834  168,675  173,044  750,851  635,898  1031729  977,617  151,979  206,091

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     71,120)
   6,243   -3,108   27,213   35,649   36,101   69,105   60,205    2,015   10,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     14.2     14.6     63.4     53.7     87.2     82.6     12.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      43       37       53      105      105      166      177                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,072,444
COMMITMENTS
  97,517  358,119   17,967  809,268  576,984  924,752  953,071  147,692  119,373

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:      4,789)
  -2,622    7,210     -629    4,241   -1,249      990    5,332    3,800     -543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     33.4      1.7     75.5     53.8     86.2     88.9     13.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      17       24       21       70       65       99       98                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,287
COMMITMENTS
     378    1,171        1    1,598      728    1,977    1,900      310      387

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:       -298)
      22     -150        1     -303      -98     -280     -247      -18      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     51.2      0.0     69.9     31.8     86.4     83.1     13.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4       10        1        8        9       13       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      568,861
COMMITMENTS
  99,776   47,265  145,727  266,314  335,177  511,817  528,169   57,044   40,692

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:    -24,391)
  -7,222   -5,398   -8,486  -10,020   -8,695  -25,728  -22,579    1,337   -1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5      8.3     25.6     46.8     58.9     90.0     92.8     10.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      93       59      106      122      104      269      232                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,020
COMMITMENTS
   1,063    2,493      694    5,991    4,829    7,748    8,016    1,272    1,005

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:       -116)
     -95      110      -11      -53       59     -159      158       42     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     27.6      7.7     66.4     53.5     85.9     88.9     14.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        8       11       17       16       34       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,506,898
COMMITMENTS
 450,979  781,615  232,076  1684526  1318197  2367581  2331888  139,316  175,010

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     26,384)
 -40,836  -33,510   76,824  -11,357  -18,082   24,631   25,232    1,753    1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     31.2      9.3     67.2     52.6     94.4     93.0      5.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      57       81       46      163      141      249      239                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,455,747
COMMITMENTS
 584,632  1030305  937,631  3541080  2971144  5063343  4939080  392,404  516,667

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:    395,060)
   5,246  -13,297  223,305  215,893  196,863  444,444  406,871  -49,385  -11,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     18.9     17.2     64.9     54.5     92.8     90.5      7.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      493)
      87       98      117      249      258      397      412                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      667,290
COMMITMENTS
  78,529   83,900    6,948  472,398  403,515  557,875  494,363  109,415  172,927

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     16,470)
   5,641    2,210      475    7,963   13,626   14,079   16,311    2,391      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     12.6      1.0     70.8     60.5     83.6     74.1     16.4     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      14       15       10       62       58       85       74                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,187,309
COMMITMENTS
 583,122  1170573  492,975  3786276  3112824  4862373  4776372  324,936  410,937

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:    175,468)
   4,325   38,714   63,128   97,505   68,348  164,959  170,190   10,509    5,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     22.6      9.5     73.0     60.0     93.7     92.1      6.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      53       79       71      172      179      265      289                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,803,865
COMMITMENTS
 163,155  226,074  527,194  1075548  994,338  1765897  1747606   37,967   56,259

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:   -173,791)
  -5,586  -12,491  -15,312 -156,428 -143,531 -177,326 -171,334    3,535   -2,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     12.5     29.2     59.6     55.1     97.9     96.9      2.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      31       41       49       63       70      122      138                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       42,974
COMMITMENTS
  17,953    7,052    1,584   16,437   26,915   35,973   35,551    7,000    7,423

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -2,206)
     325   -1,417   -2,118      718      288   -1,075   -3,246   -1,131    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8     16.4      3.7     38.2     62.6     83.7     82.7     16.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      33       23       11       36       28       75       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,948
COMMITMENTS
  35,906   14,104    3,167   32,874   53,829   71,947   71,101   14,001   14,846

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -4,413)
     651   -2,833   -4,236    1,435      577   -2,150   -6,492   -2,263    2,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8     16.4      3.7     38.2     62.6     83.7     82.7     16.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      33       23       11       36       28       75       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       27,075
COMMITMENTS
   2,793      658        0   23,397   25,969   26,190   26,627      885      448

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:          2)
     145      204        0      634       -6      779      198     -777     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      2.4      0.0     86.4     95.9     96.7     98.3      3.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        0       10       10       14       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       34,893
COMMITMENTS
  25,702    8,725    2,844    6,111   23,303   34,657   34,872      236       21

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:      4,855)
   5,539   -7,089        0     -700   11,964    4,839    4,875       16      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.7     25.0      8.2     17.5     66.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      27       14        3        3        2       33       16                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,077
COMMITMENTS
  21,248   11,513      212   10,514   17,439   31,974   29,164      103    2,913

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:        414)
   2,054       46        0   -1,647      258      407      304        7      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.2     35.9      0.7     32.8     54.4     99.7     90.9      0.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4       12        1        5       15       10       27                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,944
COMMITMENTS
  14,217    6,437        9    2,652    9,028   16,878   15,474       66    1,470

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:        309)
     301       54        0        0      339      301      393        8      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.9     38.0      0.1     15.7     53.3     99.6     91.3      0.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5       13        1        3       11        9       24                  



Updated November 9, 2018