WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      558,257
COMMITMENTS
 170,432  265,596  109,169  236,692  140,471  516,293  515,236   41,964   43,021

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     30,082)
   1,121   17,907    6,780   23,713    7,777   31,614   32,464   -1,532   -2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     47.6     19.6     42.4     25.2     92.5     92.3      7.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      464)
     127      182      124      100      107      309      344                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      322,287
COMMITMENTS
 111,306  105,176   54,220  131,611  141,117  297,137  300,513   25,150   21,774

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:        -30)
  -2,532   -7,015    2,099     -266    4,704     -699     -212      669      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     32.6     16.8     40.8     43.8     92.2     93.2      7.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
     100       67       75       78       83      212      203                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,637,164
COMMITMENTS
 421,121  513,368  283,148  738,188  667,781  1442457  1464297  194,707  172,867

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     47,226)
  10,823   16,356   17,100   16,834   15,089   44,757   48,545    2,469   -1,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     31.4     17.3     45.1     40.8     88.1     89.4     11.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      812)
     174      187      176      294      336      575      613                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,649
COMMITMENTS
   2,592      732      223    1,807    4,450    4,622    5,405    2,027    1,244

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:         74)
     -13      -34     -109       71      175      -51       32      125       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     11.0      3.4     27.2     66.9     69.5     81.3     30.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        7        4       10       11       19       21                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      766,686
COMMITMENTS
 151,657  230,305  120,649  442,961  330,985  715,267  681,939   51,419   84,747

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     33,504)
   1,262   14,477    9,604   22,291    7,355   33,157   31,436      347    2,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     30.0     15.7     57.8     43.2     93.3     88.9      6.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      580)
     148      155      163      168      205      407      459                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      472,712
COMMITMENTS
 123,379  101,938  104,705  211,520  237,488  439,604  444,131   33,108   28,581

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     19,760)
   2,656   14,241   14,431    2,764   -9,328   19,851   19,344      -91      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     21.6     22.1     44.7     50.2     93.0     94.0      7.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     102       92      114       93       79      259      246                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      785,547
COMMITMENTS
 193,344  126,243   14,878  423,052  477,706  631,274  618,827  154,273  166,720

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     14,017)
   9,310    8,946   -7,903   13,144    9,579   14,551   10,622     -534    3,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     16.1      1.9     53.9     60.8     80.4     78.8     19.6     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      31       41       18       64       70      104      121                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      885,371
COMMITMENTS
  54,978  178,893   11,551  700,103  601,134  766,632  791,578  118,739   93,793

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     -1,468)
  -9,315    7,813     -977    6,645  -11,146   -3,647   -4,310    2,179    2,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     20.2      1.3     79.1     67.9     86.6     89.4     13.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      17       14       10       58       68       81       86                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,956
COMMITMENTS
   1,009    1,419      345    1,237      749    2,591    2,513      365      443

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:        206)
     247       82       32      -85       97      194      211       12       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     48.0     11.7     41.8     25.3     87.7     85.0     12.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        8        5        6        7       16       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      393,607
COMMITMENTS
 102,237   58,681   55,778  195,336  249,373  353,351  363,832   40,256   29,775

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:      7,919)
  -1,967   10,143     -405   11,358   -3,772    8,986    5,966   -1,067    1,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     14.9     14.2     49.6     63.4     89.8     92.4     10.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      88       54       84       91       80      222      189                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,969
COMMITMENTS
   1,342    2,797      210    6,632    5,610    8,184    8,617    1,785    1,352

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:       -167)
    -106     -139       35     -131      141     -202       37       35     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     28.1      2.1     66.5     56.3     82.1     86.4     17.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       18        6       18       12       34       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,876,381
COMMITMENTS
 413,792  704,434   41,531  1298555  952,849  1753878  1698814  122,503  177,567

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     24,475)
    -627   22,393   -1,550   19,194   -1,779   17,017   19,064    7,458    5,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     37.5      2.2     69.2     50.8     93.5     90.5      6.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      61       68       29      131      134      206      217                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,373,769
COMMITMENTS
 650,652  739,911  169,951  2224902  1900986  3045505  2810848  328,264  562,921

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     12,484)
  89,345  -18,249  -26,576  -62,480   51,362      289    6,537   12,195    5,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     21.9      5.0     65.9     56.3     90.3     83.3      9.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      423)
      76      113       67      154      179      269      320                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      526,858
COMMITMENTS
  93,928   53,662    6,756  333,118  321,596  433,802  382,014   93,056  144,844

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:      6,779)
   4,299  -11,177      -95     -913   16,599    3,291    5,327    3,488    1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     10.2      1.3     63.2     61.0     82.3     72.5     17.7     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      10       12        8       48       52       63       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,195,542
COMMITMENTS
 562,812  1049072  115,569  2264883  1571948  2943264  2736589  252,278  458,953

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     27,894)
 -35,908    6,587    9,942   53,146   -5,793   27,180   10,736      714   17,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     32.8      3.6     70.9     49.2     92.1     85.6      7.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      59       80       40      131      151      214      247                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,521,057
COMMITMENTS
 163,640  172,962  315,225  1009096  974,095  1487961  1462282   33,096   58,775

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     57,093)
  48,223  -15,023    4,819    3,287   65,899   56,329   55,695      764    1,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     11.4     20.7     66.3     64.0     97.8     96.1      2.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      30       42       53       65       71      123      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       78,618
COMMITMENTS
  44,050    9,192    3,905   18,850   58,458   66,805   71,555   11,814    7,064

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:      3,299)
   2,922    1,456     -339    1,610    1,043    4,193    2,161     -894    1,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     11.7      5.0     24.0     74.4     85.0     91.0     15.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      57       24        8       32       29       92       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      157,236
COMMITMENTS
  88,100   18,384    7,810   37,699  116,915  133,609  143,109   23,627   14,127

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:      6,598)
   5,843    2,912     -677    3,220    2,086    8,386    4,321   -1,788    2,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     11.7      5.0     24.0     74.4     85.0     91.0     15.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      57       24        8       32       29       92       58                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       17,857
COMMITMENTS
     500      495        0   15,452   17,080   15,952   17,575    1,905      282

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      2.8      0.0     86.5     95.6     89.3     98.4     10.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0        9       11       10       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       81,034
COMMITMENTS
  67,450   80,761      251   13,078        0   80,779   81,012      255       22

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:      3,895)
   3,563    3,898        0      264        0    3,827    3,898       68       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.2     99.7      0.3     16.1      0.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      28       10        2        3        0       32       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,210
COMMITMENTS
   8,667    6,095        0   17,504   19,953   26,171   26,048       39      162

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:        586)
    -305      227        0      883      355      578      582        8        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     23.3      0.0     66.8     76.1     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       13        0        8       20       16       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       21,566
COMMITMENTS
  19,122    5,363       18    2,398   16,116   21,538   21,497       28       69

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:      1,613)
   1,593      785       -5       65      831    1,653    1,611      -40        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.7     24.9      0.1     11.1     74.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8       12        1        5       13       14       25                  



Updated January 19, 2018