WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      614,790
COMMITMENTS
 120,083  153,500  225,375  223,200  182,538  568,659  561,413   46,131   53,377

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:     37,558)
  -6,073   23,498   15,282   24,777   -2,783   33,986   35,997    3,573    1,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     25.0     36.7     36.3     29.7     92.5     91.3      7.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     152      139      174      117      109      366      336                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       13,017
COMMITMENTS
   1,490      481      850   10,297   11,391   12,637   12,722      380      295

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:        200)
      10      118        0      325       93      335      211     -135      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      3.7      6.5     79.1     87.5     97.1     97.7      2.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        2        3       16       11       23       15                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      333,796
COMMITMENTS
  80,776  105,170   77,980  139,647  127,660  298,403  310,811   35,393   22,985

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:     18,703)
   1,428   10,922   11,609    5,250   -3,391   18,286   19,140      416     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     31.5     23.4     41.8     38.2     89.4     93.1     10.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      78       75       78      102       87      218      208                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,145,138
COMMITMENTS
 310,585  342,368  659,973  933,073  903,929  1903630  1906270  241,508  238,868

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:     40,265)
 -21,269   52,601   21,943   40,234  -29,949   40,909   44,595     -643   -4,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     16.0     30.8     43.5     42.1     88.7     88.9     11.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      838)
     216      155      248      381      366      712      673                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,476
COMMITMENTS
   2,240      344      366      916    3,642    3,522    4,352    1,955    1,124

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:       -508)
    -328       21       53      101     -637     -174     -563     -334       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.9      6.3      6.7     16.7     66.5     64.3     79.5     35.7     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      13        4        6        9        8       25       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      861,682
COMMITMENTS
 119,860  142,249  239,862  438,670  367,887  798,392  749,998   63,291  111,684

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:        190)
  -7,005   21,371    7,436     -546  -29,399     -115     -593      305      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     16.5     27.8     50.9     42.7     92.7     87.0      7.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      637)
     141      182      244      221      245      518      548                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      545,501
COMMITMENTS
 122,917   66,687  158,851  227,187  292,211  508,955  517,749   36,546   27,752

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:     -8,877)
  -4,341    3,962  -10,410    6,533   -2,404   -8,218   -8,852     -659      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     12.2     29.1     41.6     53.6     93.3     94.9      6.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     111       82      138       93       93      290      263                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,219,658
COMMITMENTS
 135,097  148,318  155,630  753,485  742,296  1044211  1046244  175,446  173,413

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:     62,582)
  32,854    6,974    7,631   19,416   50,225   59,900   64,829    2,681   -2,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     12.2     12.8     61.8     60.9     85.6     85.8     14.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      40       37       50       93       98      161      159                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,224,825
COMMITMENTS
 111,743  421,416   46,793  895,223  664,690  1053759  1132899  171,066   91,926

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:     -1,141)
   1,576   -4,073   13,753  -22,797   -7,917   -7,467    1,764    6,326   -2,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     34.4      3.8     73.1     54.3     86.0     92.5     14.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      24       21       28       79       68      117      103                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,167
COMMITMENTS
     358      938        0    1,438      893    1,796    1,831      371      336

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     43.3      0.0     66.4     41.2     82.9     84.5     17.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        7        0        6        7       12       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      499,100
COMMITMENTS
  84,452   95,292  118,768  242,754  243,960  445,975  458,020   53,125   41,080

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:        804)
    -105   12,297   -6,779   13,284   -4,392    6,400    1,125   -5,596     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     19.1     23.8     48.6     48.9     89.4     91.8     10.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      76       91      103      115      100      262      240                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,479
COMMITMENTS
     876    4,969    1,170    6,530    2,663    8,577    8,802    1,902    1,677

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:      2,023)
     199    1,314      497      836      -88    1,531    1,723      491      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4     47.4     11.2     62.3     25.4     81.8     84.0     18.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       21       12       21       13       40       42                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,276,949
COMMITMENTS
 591,240  928,607  322,088  2165049  1883176  3078377  3133871  198,572  143,078

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:     -1,746)
   3,528  -11,826   16,284  -30,103  -31,781  -10,291  -27,323    8,545   25,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     28.3      9.8     66.1     57.5     93.9     95.6      6.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      65       54       48      165      141      256      217                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,874,532
COMMITMENTS
 687,496  852,109  676,515  3031549  2896380  4395560  4425005  478,973  449,528

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:    115,607)
  12,133   44,323   -9,724  103,923   59,741  106,332   94,340    9,275   21,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     17.5     13.9     62.2     59.4     90.2     90.8      9.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
      92       81      104      209      206      349      344                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      690,339
COMMITMENTS
  61,228  149,182   13,192  505,038  374,937  579,458  537,311  110,881  153,028

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:      6,644)
   1,123   -3,484    1,636    7,048   12,264    9,807   10,416   -3,163   -3,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     21.6      1.9     73.2     54.3     83.9     77.8     16.1     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      11       16       11       66       57       85       76                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,864,455
COMMITMENTS
 798,583  941,244  356,835  3339171  3204832  4494589  4502911  369,866  361,544

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:     64,493)
  29,429  -19,319    1,962   37,185  102,796   68,576   85,438   -4,083  -20,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     19.3      7.3     68.6     65.9     92.4     92.6      7.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      60       63       65      173      178      267      272                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,818,913
COMMITMENTS
 226,388  416,755  447,492  1107151  894,538  1781031  1758785   37,882   60,129

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:     -7,029)
   3,832   -2,124   -2,546   -7,710   -1,467   -6,425   -6,137     -604     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     22.9     24.6     60.9     49.2     97.9     96.7      2.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      34       41       53       59       72      120      143                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       42,324
COMMITMENTS
  16,523    8,802    2,241   16,945   21,265   35,709   32,307    6,616   10,017

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:       -786)
     115   -1,661      528   -1,055     -780     -412   -1,913     -373    1,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     20.8      5.3     40.0     50.2     84.4     76.3     15.6     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      27       29       10       30       26       65       57                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       84,649
COMMITMENTS
  33,046   17,604    4,481   33,890   42,529   71,417   64,615   13,232   20,034

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:     -1,572)
     229   -3,323    1,056   -2,110   -1,559     -825   -3,826     -747    2,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     20.8      5.3     40.0     50.2     84.4     76.3     15.6     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      27       29       10       30       26       65       57                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       31,246
COMMITMENTS
   2,653      763        0   27,100   29,905   29,753   30,668    1,493      578

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:      1,259)
     400       14        0      780    1,440    1,180    1,454       79     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      2.4      0.0     86.7     95.7     95.2     98.2      4.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0       12       11       15       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       29,130
COMMITMENTS
  20,951   26,885      290    7,693    1,925   28,934   29,100      196       30

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:          0)
      51       15        1      -46        0        6       16       -6      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.9     92.3      1.0     26.4      6.6     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      26       15        3        3        3       31       19                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,162
COMMITMENTS
  16,020   12,272      120   13,903   14,470   30,043   26,862      119    3,300

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:        508)
     469      -71       -6      -40      534      423      457       85       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.1     40.7      0.4     46.1     48.0     99.6     89.1      0.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       11        2        4       13       12       24                  
 
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                       Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       14,942
COMMITMENTS
  12,299    6,478       44    2,571    5,908   14,914   12,430       28    2,512

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:         43)
     516     -898      -11     -478      338       27     -571       16      614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    82.3     43.4      0.3     17.2     39.5     99.8     83.2      0.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5       12        2        2        9        9       21                  
 
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                            Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       72,833
COMMITMENTS
  19,129   19,094   53,704        0        0   72,833   72,798        0       35

CHANGES FROM 02/12/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     26.2     73.7      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       15        4        0        0        9       17                  



Updated March 01, 2019