WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      538,634
COMMITMENTS
 131,111  125,419  188,353  183,033  178,937  502,496  492,709   36,138   45,926

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     20,057)
   9,123   -8,362   13,501   -5,254   14,928   17,370   20,067    2,687      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     23.3     35.0     34.0     33.2     93.3     91.5      6.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     131      117      149      106      121      323      310                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       18,736
COMMITMENTS
   6,550      500      100   11,505   17,178   18,155   17,778      580      958

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:        -22)
     801        0     -150     -691      169      -41       19       19      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      2.7      0.5     61.4     91.7     96.9     94.9      3.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        1       14       14       19       16                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      309,503
COMMITMENTS
  95,466   80,219   70,039  115,102  137,100  280,607  287,358   28,897   22,145

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:      1,731)
  -4,208   -8,914    4,668     -227    5,242      232      995    1,498      735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     25.9     22.6     37.2     44.3     90.7     92.8      9.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      87       58       77       88       94      211      198                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,903,441
COMMITMENTS
 404,698  215,106  481,921  810,009  986,558  1696629  1683586  206,812  219,854

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:      2,471)
  14,844  -17,564    5,181  -11,941   12,938    8,083      555   -5,612    1,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     11.3     25.3     42.6     51.8     89.1     88.4     10.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      849)
     205      142      220      366      398      681      672                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,080
COMMITMENTS
   2,605      749      163    1,270    4,089    4,038    5,001    2,042    1,079

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:        -78)
      49     -149       -4      -81       98      -36      -56      -42      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.9     12.3      2.7     20.9     67.3     66.4     82.3     33.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        4        4        9       10       26       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      876,677
COMMITMENTS
 133,359  116,246  245,015  431,525  412,919  809,899  774,181   66,777  102,496

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     -6,761)
  -1,660  -11,528   -2,753   -2,777    9,847   -7,190   -4,434      429   -2,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     13.3     27.9     49.2     47.1     92.4     88.3      7.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      623)
     151      165      230      222      243      508      531                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      508,126
COMMITMENTS
  98,960  109,076  145,563  225,503  223,479  470,026  478,119   38,100   30,007

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:    -25,256)
  -4,970   -1,279   -8,928  -10,495  -13,422  -24,394  -23,629     -862   -1,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     21.5     28.6     44.4     44.0     92.5     94.1      7.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      85       87      116       98       80      253      242                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,274,651
COMMITMENTS
  87,567  123,445  202,362  823,740  770,589  1113669  1096395  160,983  178,256

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     19,720)
    -802   -8,426   11,761    7,322   27,023   18,281   30,358    1,440  -10,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      9.7     15.9     64.6     60.5     87.4     86.0     12.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      42       33       54       97       99      161      164                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,088,634
COMMITMENTS
  71,563  346,955   17,238  856,647  628,496  945,448  992,689  143,185   95,945

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:      4,610)
   5,176   -2,567     -583      793    7,858    5,387    4,709     -777     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6     31.9      1.6     78.7     57.7     86.8     91.2     13.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      18       19       21       71       64       99       94                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,792
COMMITMENTS
     390      985       69    1,985    1,288    2,444    2,342      348      450

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:       -123)
     -70      -15      -97       70      -54      -97     -166      -26       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     35.3      2.5     71.1     46.1     87.5     83.9     12.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        9        3       10       12       17       23                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      470,693
COMMITMENTS
  79,983   59,604  105,056  228,933  267,252  413,972  431,912   56,722   38,781

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:    -17,696)
     910   -3,471  -11,903   -6,400   -2,250  -17,393  -17,623     -303      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0     12.7     22.3     48.6     56.8     87.9     91.8     12.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      80       66       95      113       94      250      216                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,282
COMMITMENTS
     830    2,286      574    5,507    3,974    6,910    6,834    1,372    1,447

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:         31)
     -70      537       -6     -138     -513     -214       18      245       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     27.6      6.9     66.5     48.0     83.4     82.5     16.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       15       11       13       12       29       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,654,155
COMMITMENTS
 427,169  754,450  134,491  1926948  1604012  2488607  2492952  165,548  161,203

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     79,112)
  80,923  -13,347    6,760  -12,952   97,844   74,731   91,258    4,380  -12,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     28.4      5.1     72.6     60.4     93.8     93.9      6.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      56       75       47      153      147      237      241                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,239,420
COMMITMENTS
 596,947  837,468  904,083  3286636  3026340  4787666  4767891  451,754  471,529

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     -6,142)
  32,563  -19,557   43,401  -79,842  -11,723   -3,878   12,120   -2,264  -18,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     16.0     17.3     62.7     57.8     91.4     91.0      8.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
      95       73       98      218      230      350      364                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      699,450
COMMITMENTS
  86,213  120,738    5,149  483,017  413,961  574,379  539,848  125,071  159,602

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:    -11,739)
  -1,381   13,150   -2,481  -12,957  -26,780  -16,819  -16,111    5,080    4,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     17.3      0.7     69.1     59.2     82.1     77.2     17.9     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      14       14       10       59       56       79       74                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,144,786
COMMITMENTS
 707,179  962,425  417,023  3687354  3377448  4811556  4756896  333,231  387,890

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     53,352)
  -9,733  -27,439   35,071   21,982   28,274   47,320   35,906    6,032   17,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     18.7      8.1     71.7     65.6     93.5     92.5      6.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      49       78       70      163      187      259      288                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,281,169
COMMITMENTS
 355,145  354,112  594,807  1288754  1263207  2238707  2212126   42,462   69,043

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:    244,267)
 178,072  128,916   34,959   23,113   75,850  236,144  239,725    8,123    4,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     15.5     26.1     56.5     55.4     98.1     97.0      1.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      37       45       51       76       79      138      156                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       50,214
COMMITMENTS
  15,909    4,187    3,013   23,020   37,237   41,942   44,437    8,272    5,777

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     11,169)
   1,707      978      832    7,145    9,659    9,684   11,469    1,485     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7      8.3      6.0     45.8     74.2     83.5     88.5     16.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      31       16       14       32       33       70       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,428
COMMITMENTS
  31,818    8,374    6,025   46,040   74,475   83,883   88,874   16,545   11,554

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     22,339)
   3,414    1,957    1,664   14,291   19,318   19,369   22,939    2,970     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7      8.3      6.0     45.8     74.2     83.5     88.5     16.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      31       16       14       32       33       70       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       44,468
COMMITMENTS
   2,183      805        0   40,865   42,946   43,048   43,751    1,420      717

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     12,469)
  -1,320      351        0   13,660   13,115   12,340   13,466      129     -997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      1.8      0.0     91.9     96.6     96.8     98.4      3.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       15       15       17       17                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       49,255
COMMITMENTS
  28,022   33,876   12,962    8,035    2,372   49,019   49,210      236       45

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     12,060)
   3,923    4,123    6,717    1,382    1,219   12,022   12,059       38        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.9     68.8     26.3     16.3      4.8     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      25       16        6        6        3       34       22                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,640
COMMITMENTS
  15,342   10,814      140   10,143   11,665   25,625   22,619       15    3,021

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     -2,990)
  -3,101     -113      -32      141   -2,844   -2,992   -2,989        2       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.8     42.2      0.5     39.6     45.5     99.9     88.2      0.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       11        1        5       13       12       24                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       13,383
COMMITMENTS
  12,063    5,303       17    1,277    5,848   13,357   11,168       26    2,215

CHANGES FROM 12/11/18 (CHANGE IN OPEN INTEREST:     -4,226)
  -2,201     -991      -23   -1,999   -3,464   -4,223   -4,478       -3      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    90.1     39.6      0.1      9.5     43.7     99.8     83.4      0.2     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       11        2        2        9        9       20                  



Updated December 20, 2018