WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      623,342
COMMITMENTS
 118,420  131,549  237,796  226,992  205,327  583,208  574,672   40,134   48,670

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:    -59,150)
    -220  -16,210  -12,942  -42,172  -28,761  -55,335  -57,913   -3,815   -1,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     21.1     38.1     36.4     32.9     93.6     92.2      6.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      451)
     153      124      185      128      139      375      367                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,212
COMMITMENTS
   5,214    1,335      504   14,080   17,413   19,798   19,252      413      959

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:       -122)
     639     -485     -370     -391      592     -121     -263       -1      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8      6.6      2.5     69.7     86.2     98.0     95.3      2.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        3       18       16       24       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      353,489
COMMITMENTS
  87,028   77,580   82,733  153,352  165,592  323,113  325,906   30,375   27,583

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:     -6,510)
  -5,059    6,312   -7,032    3,821   -5,714   -8,271   -6,435    1,761      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     21.9     23.4     43.4     46.8     91.4     92.2      8.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      86       61       79       99       99      220      212                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,154,088
COMMITMENTS
 353,090  273,549  645,053  937,601  989,338  1935744  1907940  218,345  246,148

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:     15,017)
 -17,965   -7,693    2,114   34,432   18,977   18,581   13,398   -3,564    1,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     12.7     29.9     43.5     45.9     89.9     88.6     10.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      882)
     221      148      247      395      405      741      706                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,173
COMMITMENTS
   2,696    1,158      415    1,590    3,973    4,701    5,546    2,472    1,627

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:       -290)
     -30     -153     -233       71      227     -192     -159      -98     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.6     16.1      5.8     22.2     55.4     65.5     77.3     34.5     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        7        6        8        9       27       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      862,245
COMMITMENTS
 127,197  172,191  235,017  436,942  354,983  799,157  762,191   63,088  100,054

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:     -1,720)
  -2,457    6,985  -14,387   15,316    5,353   -1,528   -2,049     -193      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     20.0     27.3     50.7     41.2     92.7     88.4      7.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
     138      185      215      208      222      489      504                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      610,322
COMMITMENTS
  97,688  133,477  181,703  292,274  263,239  571,664  578,418   38,658   31,904

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:     20,290)
  -4,035   10,319   12,908   12,132   -1,723   21,005   21,504     -715   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     21.9     29.8     47.9     43.1     93.7     94.8      6.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      91      110      132      101       81      277      272                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,144,256
COMMITMENTS
  98,025  170,107  154,498  741,584  613,069  994,107  937,674  150,149  206,582

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:    -39,452)
  -9,809    1,431  -18,546   -9,268  -22,828  -37,622  -39,943   -1,830      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     14.9     13.5     64.8     53.6     86.9     81.9     13.1     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      35       40       51      102      101      160      169                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,147,677
COMMITMENTS
  99,583  381,048   38,948  853,332  611,019  991,862  1031015  155,815  116,662

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:     75,233)
   2,066   22,929   20,981   44,064   34,035   67,110   77,944    8,123   -2,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     33.2      3.4     74.4     53.2     86.4     89.8     13.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      16       26       27       71       66      105      101                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,598
COMMITMENTS
     264    1,233      137    1,815      824    2,216    2,194      382      404

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:        311)
    -114       62      136      217       96      239      294       72       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     47.5      5.3     69.9     31.7     85.3     84.4     14.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4       12        4        9       11       17       24                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      559,928
COMMITMENTS
  92,982   61,344  140,360  266,253  315,921  499,596  517,626   60,332   42,302

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:     -8,933)
  -6,793   14,079   -5,367      -61  -19,255  -12,221  -10,543    3,289    1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     11.0     25.1     47.6     56.4     89.2     92.4     10.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      90       71      104      126      105      273      238                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,133
COMMITMENTS
     975    2,397      675    6,282    5,073    7,933    8,145    1,200      988

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:        112)
     -87      -96      -20      291      244      184      129      -72      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     26.2      7.4     68.8     55.5     86.9     89.2     13.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11        9       11       16       16       33       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,627,940
COMMITMENTS
 438,839  804,311  306,175  1737992  1338879  2483007  2449364  144,933  178,576

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:    121,042)
 -12,140   22,696   74,099   53,466   20,682  115,425  117,477    5,617    3,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     30.6     11.7     66.1     50.9     94.5     93.2      5.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      62       79       52      165      141      256      243                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,192,249
COMMITMENTS
 646,826  1004076  825,693  3311968  2842135  4784487  4671904  407,762  520,345

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:   -263,498)
  62,194  -26,229 -111,938 -229,112 -129,010 -278,856 -267,176   15,358    3,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     19.3     15.9     63.8     54.7     92.1     90.0      7.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
      88       83      107      232      248      370      388                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      682,015
COMMITMENTS
  75,730   91,578    5,362  494,571  416,578  575,663  513,518  106,352  168,497

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:     14,725)
  -2,799    7,678   -1,586   22,173   13,063   17,788   19,155   -3,063   -4,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     13.4      0.8     72.5     61.1     84.4     75.3     15.6     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      13       16       11       60       61       82       79                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,179,060
COMMITMENTS
 568,618  1160736  529,675  3768079  3095454  4866372  4785866  312,689  393,195

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:     -8,249)
 -14,504   -9,836   36,700  -18,197  -17,370    3,999    9,494  -12,247  -17,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     22.4     10.2     72.8     59.8     94.0     92.4      6.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      51       82       71      171      181      265      291                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,784,933
COMMITMENTS
 193,368  225,819  513,730  1043768  995,316  1750866  1734865   34,067   50,068

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:    -18,932)
  30,212     -255  -13,464  -31,780      978  -15,032  -12,741   -3,900   -6,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     12.7     28.8     58.5     55.8     98.1     97.2      1.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      36       35       49       66       70      126      134                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       44,030
COMMITMENTS
  18,887    4,106    1,862   15,583   31,040   36,332   37,008    7,698    7,022

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:      1,056)
     935   -2,946      278     -854    4,125      359    1,457      697     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.9      9.3      4.2     35.4     70.5     82.5     84.1     17.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       15       13       30       33       67       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,060
COMMITMENTS
  37,775    8,213    3,723   31,166   62,080   72,665   74,016   15,396   14,044

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:      2,113)
   1,869   -5,892      556   -1,707    8,250      718    2,915    1,395     -802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.9      9.3      4.2     35.4     70.5     82.5     84.1     17.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       15       13       30       33       67       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       28,359
COMMITMENTS
   3,202      785        0   24,212   27,138   27,414   27,923      945      436

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:      1,284)
     409      127        0      815    1,169    1,224    1,296       60      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      2.8      0.0     85.4     95.7     96.7     98.5      3.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        0       11       10       15       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       37,144
COMMITMENTS
  28,057    8,386    2,844    6,044   25,888   36,945   37,118      199       26

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:      2,251)
   2,355     -339        0      -67    2,585    2,288    2,246      -37        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    75.5     22.6      7.7     16.3     69.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      30       13        3        3        2       36       15                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,770
COMMITMENTS
  21,701   11,594      212    9,817   16,901   31,730   28,707       40    3,063

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:       -307)
     453       81        0     -697     -538     -244     -457      -63      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.3     36.5      0.7     30.9     53.2     99.9     90.4      0.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       12        1        5       15       12       27                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,999
COMMITMENTS
  14,292    6,561        9    2,652    8,930   16,953   15,500       46    1,499

CHANGES FROM 11/06/18 (CHANGE IN OPEN INTEREST:         55)
      75      124        0        0      -98       75       26      -20       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    84.1     38.6      0.1     15.6     52.5     99.7     91.2      0.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5       12        1        3       10        9       22                  



Updated November 16, 2018