WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      442,962
COMMITMENTS
 147,209  136,194  113,453  147,387  148,609  408,049  398,256   34,913   44,706

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:     -1,439)
   1,936  -10,233    9,449  -11,468   -1,128      -83   -1,912   -1,356      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     30.7     25.6     33.3     33.5     92.1     89.9      7.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     124      112      126       86      107      288      281                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       12,190
COMMITMENTS
   2,618      500      100    9,092   10,900   11,810   11,500      380      690

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:     -5,086)
  -3,566        0        0   -1,335   -4,896   -4,901   -4,896     -185     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      4.1      0.8     74.6     89.4     96.9     94.3      3.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1       12        8       16       10                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      300,497
COMMITMENTS
  89,515   82,500   60,133  122,085  137,404  271,733  280,037   28,764   20,460

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:      5,880)
  -3,641   -2,640    3,416    4,751    4,551    4,526    5,327    1,354      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     27.5     20.0     40.6     45.7     90.4     93.2      9.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      87       52       73       86       93      205      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,621,715
COMMITMENTS
 419,625  245,288  343,593  687,219  850,863  1450437  1439744  171,278  181,971

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:     29,382)
   7,909   -6,475   36,108  -19,397   -2,628   24,620   27,005    4,762    2,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     15.1     21.2     42.4     52.5     89.4     88.8     10.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      798)
     177      146      183      299      347      582      601                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,069
COMMITMENTS
   2,074      705      139      918    3,417    3,131    4,261    1,938      808

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:        -14)
     -69       12       18      -63        6     -114       36      100      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     13.9      2.7     18.1     67.4     61.8     84.1     38.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        4        2        6        9       19       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      673,773
COMMITMENTS
 136,440  125,666  119,796  369,264  344,136  625,500  589,598   48,273   84,175

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:      8,135)
   9,233   -3,635   -1,085     -264   12,033    7,884    7,313      251      822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     18.7     17.8     54.8     51.1     92.8     87.5      7.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      581)
     128      155      149      152      236      374      467                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      477,746
COMMITMENTS
 103,865  105,755  123,047  214,126  218,337  441,038  447,139   36,708   30,607

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:      1,814)
   1,786   -9,259    3,577   -4,918    5,957      445      275    1,369    1,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     22.1     25.8     44.8     45.7     92.3     93.6      7.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      87       95      107       91       65      249      223                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      935,255
COMMITMENTS
 113,394  144,046   16,774  635,339  612,695  765,507  773,515  169,748  161,740

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:     -8,412)
  -2,205    1,934    2,036  -23,489   -7,288  -23,658   -3,318   15,246   -5,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     15.4      1.8     67.9     65.5     81.9     82.7     18.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      37       35       20       73       85      118      132                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,099,647
COMMITMENTS
  93,348  356,053   15,208  834,046  629,429  942,602  1000690  157,045   98,957

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:      8,625)
   3,080    5,414    2,191    3,481   -4,304    8,752    3,301     -127    5,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     32.4      1.4     75.8     57.2     85.7     91.0     14.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      18       18       17       74       66       98       95                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,433
COMMITMENTS
     204      856       58    1,936    1,129    2,198    2,043      235      390

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:       -384)
     -34     -123       -1     -378     -247     -413     -371       29      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     35.2      2.4     79.6     46.4     90.3     84.0      9.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4       10        2        8        9       14       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      444,936
COMMITMENTS
  96,312   41,210   90,298  200,938  278,167  387,548  409,675   57,388   35,261

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:     17,157)
   9,252  -10,864    8,766   -6,470   21,352   11,548   19,254    5,609   -2,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      9.3     20.3     45.2     62.5     87.1     92.1     12.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      93       48       93       95       87      233      200                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,517
COMMITMENTS
     886    3,500       14    5,623    2,796    6,523    6,310      994    1,207

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:        275)
     -10      435        8      411     -176      409      267     -134        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     46.6      0.2     74.8     37.2     86.8     83.9     13.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       14        1       15        8       26       23                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,571,575
COMMITMENTS
 448,937  757,870   50,747  1910797  1626468  2410481  2435085  161,094  136,490

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:   -181,197)
 -80,650   -7,568  -30,399  -74,418 -143,108 -185,467 -181,075    4,270     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     29.5      2.0     74.3     63.2     93.7     94.7      6.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      53       64       36      156      144      234      219                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,093,131
COMMITMENTS
 650,789  838,857  261,776  2744707  2566961  3657272  3667594  435,859  425,537

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:     48,617)
  44,107  -76,112   29,313  -41,608  102,562   31,812   55,763   16,805   -7,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     20.5      6.4     67.1     62.7     89.4     89.6     10.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
      89       77       51      183      194      293      301                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      712,469
COMMITMENTS
  81,613  134,252    4,998  516,614  420,323  603,225  559,573  109,244  152,896

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:      1,034)
   2,534    4,903      -51   10,452   -5,662   12,935     -810  -11,901    1,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     18.8      0.7     72.5     59.0     84.7     78.5     15.3     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      13       17       12       57       59       77       81                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,564,764
COMMITMENTS
 698,352  988,706   52,272  3475437  3161854  4226061  4202832  338,703  361,932

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:   -130,491)
 -29,595  -70,471  -39,211  -79,766  -13,488 -148,572 -123,170   18,081   -7,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     21.7      1.1     76.1     69.3     92.6     92.1      7.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      53       66       32      148      170      217      252                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,995,433
COMMITMENTS
 280,152  396,436  428,332  1247596  1118671  1956080  1943439   39,353   51,994

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:   -286,547)
 -60,655     -895  -95,572 -121,745 -183,600 -277,972 -280,067   -8,575   -6,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     19.9     21.5     62.5     56.1     98.0     97.4      2.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      42       47       52       68       75      134      152                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       37,228
COMMITMENTS
  16,876    4,343      534   14,668   24,672   32,078   29,548    5,150    7,680

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:        364)
    -619      555      192      640   -1,551      213     -804      152    1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     11.7      1.4     39.4     66.3     86.2     79.4     13.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       21        8       26       22       54       47                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       74,455
COMMITMENTS
  33,752    8,685    1,068   29,335   49,343   64,155   59,096   10,300   15,359

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:        728)
  -1,238    1,109      384    1,279   -3,101      425   -1,608      303    2,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     11.7      1.4     39.4     66.3     86.2     79.4     13.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       21        8       26       22       54       47                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       32,338
COMMITMENTS
   3,109      446        0   28,076   31,143   31,185   31,589    1,153      749

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:        -50)
     440        0        0     -416      -43       24      -43      -74       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      1.4      0.0     86.8     96.3     96.4     97.7      3.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        0       13       10       16       11                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       31,449
COMMITMENTS
  26,355   29,879      281    4,532    1,230   31,168   31,390      281       59

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:     -1,103)
  -2,165     -852        0      984     -235   -1,181   -1,087       78      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.8     95.0      0.9     14.4      3.9     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      24       15        2        4        3       30       18                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,022
COMMITMENTS
  15,029   11,821      140   12,842   12,851   28,011   24,812       11    3,210

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:        469)
   1,409     -204      -23     -905      879      481      652      -12     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.6     42.2      0.5     45.8     45.9    100.0     88.5      0.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5       12        1        4       14       10       26                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
FUTURES ONLY POSITIONS AS OF 01/08/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       14,605
COMMITMENTS
  12,497    7,057       28    2,073    5,770   14,598   12,855        7    1,750

CHANGES FROM 01/01/19 (CHANGE IN OPEN INTEREST:     -1,041)
  -1,028     -918       16      -21      -47   -1,033     -949       -8      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.6     48.3      0.2     14.2     39.5    100.0     88.0      0.0     12.0

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



Updated February 8, 2019