WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      518,577
COMMITMENTS
 121,987  133,781  174,852  188,287  164,008  485,126  472,642   33,451   45,935

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     -5,105)
   1,765   -4,114    1,028   -5,662   -2,773   -2,869   -5,858   -2,236      752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     25.8     33.7     36.3     31.6     93.5     91.1      6.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     133      119      149      105      123      319      320                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       18,758
COMMITMENTS
   5,750      500      250   12,196   17,008   18,196   17,758      562      999

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     -1,240)
    -930        0     -174     -281     -696   -1,385     -870      146     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7      2.7      1.3     65.0     90.7     97.0     94.7      3.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        3       14       15       20       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      307,773
COMMITMENTS
  99,674   89,133   65,372  115,328  131,858  280,374  286,363   27,398   21,410

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:      8,370)
   3,637    1,014    3,069    1,794    5,762    8,499    9,845     -129   -1,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4     29.0     21.2     37.5     42.8     91.1     93.0      8.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      91       61       77       93       94      214      204                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,900,969
COMMITMENTS
 389,854  232,670  476,741  821,951  973,620  1688545  1683031  212,424  217,938

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     17,724)
   7,675  -42,209    2,369    9,817   52,555   19,862   12,715   -2,138    5,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     12.2     25.1     43.2     51.2     88.8     88.5     11.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      846)
     197      142      206      367      407      667      670                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,158
COMMITMENTS
   2,557      898      167    1,351    3,991    4,074    5,056    2,083    1,101

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:        100)
     -70      154       21      131      -18       81      156       19      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.5     14.6      2.7     21.9     64.8     66.2     82.1     33.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        5        4        9        9       26       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      883,438
COMMITMENTS
 135,019  127,774  247,768  434,302  403,072  817,089  778,614   66,348  104,823

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     -4,408)
  -8,025   -9,299   -5,638   10,656    5,672   -3,006   -9,265   -1,402    4,856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     14.5     28.0     49.2     45.6     92.5     88.1      7.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     143      171      211      215      239      484      508                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      533,381
COMMITMENTS
 103,930  110,355  154,492  235,998  236,901  494,420  501,748   38,961   31,634

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:    -21,438)
    -750  -14,769   -3,111  -18,546   -3,242  -22,407  -21,122      969     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     20.7     29.0     44.2     44.4     92.7     94.1      7.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      87       80      121       96       81      253      245                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,254,931
COMMITMENTS
  88,369  131,870  190,601  816,419  743,566  1095388  1066037  159,543  188,894

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     57,491)
  -2,904  -27,194   29,549   24,232   69,528   50,877   71,883    6,614  -14,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     10.5     15.2     65.1     59.3     87.3     84.9     12.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      39       37       54       99       98      162      165                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,084,024
COMMITMENTS
  66,387  349,522   17,820  855,854  620,637  940,062  987,979  143,962   96,045

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:      1,227)
  -9,434  -21,013   -5,827   15,945   35,224      684    8,384      542   -7,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     32.2      1.6     79.0     57.3     86.7     91.1     13.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      15       19       23       75       66      103       95                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,915
COMMITMENTS
     460    1,000      166    1,915    1,342    2,541    2,508      374      407

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:        346)
      46      -27      -20      299      363      325      316       21       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     34.3      5.7     65.7     46.0     87.2     86.0     12.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        9        4        8       12       16       24                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      488,389
COMMITMENTS
  79,074   63,075  116,958  235,333  269,502  431,364  449,535   57,024   38,854

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     -9,488)
  -4,337    2,701   -1,876   -3,216  -11,852   -9,429  -11,026      -60    1,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     12.9     23.9     48.2     55.2     88.3     92.0     11.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      75       64       99      116       94      250      218                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,251
COMMITMENTS
     899    1,749      580    5,645    4,487    7,124    6,817    1,126    1,434

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:       -213)
      87       53     -165       -2     -362      -80     -474     -133      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     21.2      7.0     68.4     54.4     86.3     82.6     13.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12       10       11       16       14       34       31                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,575,044
COMMITMENTS
 346,246  767,797  127,730  1939899  1506167  2413876  2401695  161,168  173,349

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:    -87,415)
 -99,691  -41,433   24,049  -20,838  -66,188  -96,481  -83,573    9,066   -3,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     29.8      5.0     75.3     58.5     93.7     93.3      6.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      50       75       44      159      143      240      231                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,245,562
COMMITMENTS
 564,383  857,025  860,683  3366478  3038064  4791544  4755771  454,018  489,791

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     65,618)
 -64,999  -20,528   72,500   42,670   53,427   50,171  105,399   15,447  -39,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     16.3     16.4     64.2     57.9     91.3     90.7      8.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
      90       78       99      216      226      349      360                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      711,189
COMMITMENTS
  87,594  107,588    7,630  495,974  440,741  591,198  555,959  119,991  155,230

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     19,984)
   9,255   14,556   -1,576    5,231   10,176   12,910   23,156    7,074   -3,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     15.1      1.1     69.7     62.0     83.1     78.2     16.9     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      14       13       11       62       61       83       78                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,091,434
COMMITMENTS
 716,912  989,864  381,952  3665372  3349174  4764236  4720990  327,198  370,444

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     31,681)
  33,841  -42,298   12,164  -19,963   62,586   26,042   32,452    5,639     -771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     19.4      7.5     72.0     65.8     93.6     92.7      6.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
      59       66       65      167      192      258      291                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,036,901
COMMITMENTS
 177,073  225,196  559,848  1265641  1187357  2002562  1972401   34,339   64,501

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:    150,286)
  26,960  -19,665    6,265  120,422  165,376  153,648  151,977   -3,361   -1,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     11.1     27.5     62.1     58.3     98.3     96.8      1.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      31       47       54       74       76      135      152                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,045
COMMITMENTS
  14,202    3,209    2,181   15,874   27,578   32,257   32,968    6,788    6,077

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     -1,202)
  -1,319     -328    1,006      -21     -480     -334      198     -868   -1,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4      8.2      5.6     40.7     70.6     82.6     84.4     17.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       18       11       33       29       65       52                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       78,090
COMMITMENTS
  28,404    6,417    4,362   31,749   55,157   64,515   65,935   13,575   12,154

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     -2,403)
  -2,638     -656    2,012      -42     -961     -668      395   -1,735   -2,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4      8.2      5.6     40.7     70.6     82.6     84.4     17.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       18       11       33       29       65       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       31,999
COMMITMENTS
   3,503      454        0   27,205   29,831   30,708   30,285    1,291    1,714

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:      2,672)
     594        0        0    2,067    1,268    2,661    1,268       11    1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      1.4      0.0     85.0     93.2     96.0     94.6      4.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       11       12       14       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       37,195
COMMITMENTS
  24,099   29,753    6,245    6,653    1,153   36,997   37,151      198       44

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:      2,462)
  -1,285   11,476    3,675       78  -12,680    2,468    2,471       -6       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.8     80.0     16.8     17.9      3.1     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      25       16        4        4        1       33       17                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,630
COMMITMENTS
  18,443   10,927      172   10,002   14,509   28,617   25,608       13    3,022

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:     -1,218)
    -701     -784        9     -503     -292   -1,195   -1,067      -23     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.4     38.2      0.6     34.9     50.7    100.0     89.4      0.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5       10        3        5       14       12       25                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       17,609
COMMITMENTS
  14,264    6,294       40    3,276    9,312   17,580   15,646       29    1,963

CHANGES FROM 12/04/18 (CHANGE IN OPEN INTEREST:       -920)
    -703   -1,763       28     -258      514     -933   -1,221       13      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.0     35.7      0.2     18.6     52.9     99.8     88.9      0.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6       10        4        3       10       11       22                  



Updated December 14, 2018