WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   498,346:   159,358    174,574    115,068    193,013    166,786    467,439    456,428:    30,907     41,918
Old  :   224,069:   118,905    151,448     15,752     73,972     41,462    208,629    208,662:    15,440     15,407
Other:   274,277:   106,111     88,784     33,658    119,041    125,324    258,810    247,766:    15,467     26,511
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    24,372:     8,719     19,534      2,118     16,381      2,841     27,218     24,493:    -2,846       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       35.0       23.1       38.7       33.5       93.8       91.6:       6.2        8.4
Old  :     100.0:      53.1       67.6        7.0       33.0       18.5       93.1       93.1:       6.9        6.9
Other:     100.0:      38.7       32.4       12.3       43.4       45.7       94.4       90.3:       5.6        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       129        141        137        107        112        317        328:
Old  :       360:       118        117         21         75         61        203        189:
Other:       338:        98        108         76         74        104        220        244:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       10.1       23.6       18.9       11.3        8.3       19.0       14.6
Old  :                 18.1       20.5       27.7       33.1       16.3       19.0       25.3       31.1
Other:                 22.1       16.7       32.3       27.8       21.7       14.5       31.9       24.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   280,634:    83,312     40,173     58,520    116,692    156,855    258,524    255,548:    22,110     25,086
Old  :   107,448:    59,078     41,338      4,049     35,757     53,826     98,884     99,213:     8,564      8,235
Other:   173,186:    50,079     24,680     28,626     80,935    103,029    159,640    156,335:    13,546     16,851
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :     9,004:       -98      6,260      3,706      4,598         84      8,206     10,050:       798     -1,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       14.3       20.9       41.6       55.9       92.1       91.1:       7.9        8.9
Old  :     100.0:      55.0       38.5        3.8       33.3       50.1       92.0       92.3:       8.0        7.7
Other:     100.0:      28.9       14.3       16.5       46.7       59.5       92.2       90.3:       7.8        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        96         51         77         73         90        202        197:
Old  :       234:        76         55         13         48         60        132        120:
Other:       212:        65         44         45         54         81        139        153:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       20.5       24.6       29.3        8.5       13.8       14.8       20.8
Old  :                 21.1       21.9       32.2       34.4       21.1       21.9       32.1       34.4
Other:                 22.3       30.7       31.7       40.2       19.8       24.0       27.5       31.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,850,903:   582,846    281,111    307,089    806,553  1,035,868  1,696,488  1,624,068:   154,415    226,835
Old  : 1,348,445:   504,852    335,664    168,663    560,066    715,150  1,233,581  1,219,477:   114,864    128,968
Other:   502,458:   186,869     54,322     29,551    246,487    320,718    462,907    404,591:    39,551     97,867
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :   -11,323:   -41,896     34,970     -8,734     31,618    -32,600    -19,012     -6,364:     7,689     -4,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       15.2       16.6       43.6       56.0       91.7       87.7:       8.3       12.3
Old  :     100.0:      37.4       24.9       12.5       41.5       53.0       91.5       90.4:       8.5        9.6
Other:     100.0:      37.2       10.8        5.9       49.1       63.8       92.1       80.5:       7.9       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       846:       208        150        208        285        376        608        653:
Old  :       808:       192        157        152        258        338        532        577:
Other:       604:       113        100         59        126        326        277        458:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       12.6       20.7       18.5        8.3        8.3       14.1       13.6
Old  :                 12.9       15.6       21.1       22.0       12.0       15.6       19.4       21.5
Other:                 26.4       13.6       37.8       20.8       22.6       10.5       33.7       17.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,213:     1,549      1,144        276      1,091      3,289      2,916      4,709:     3,297      1,504
Old  :     4,534:     1,511      1,156          0        527      2,349      2,038      3,505:     2,496      1,029
Other:     1,679:       302        252         12        564        940        878      1,204:       801        475
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :       592:      -193        749        124        140       -217         71        656:       521        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       18.4        4.4       17.6       52.9       46.9       75.8:      53.1       24.2
Old  :     100.0:      33.3       25.5        0.0       11.6       51.8       44.9       77.3:      55.1       22.7
Other:     100.0:      18.0       15.0        0.7       33.6       56.0       52.3       71.7:      47.7       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8         11          7          8          7         20         22:
Old  :        30:         7         13          0          5          5         12         18:
Other:        16:         5          3          3          4          7         10         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       43.5       37.4       60.6       28.1       42.6       35.3       57.5
Old  :                 31.4       49.7       40.3       65.0       31.4       49.7       40.3       65.0
Other:                 44.7       53.6       51.9       69.9       43.6       53.4       49.6       69.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   872,794:   273,022     80,222    124,719    430,327    552,821    828,068    757,762:    44,726    115,032
Old  :   627,321:   229,103     81,220     78,888    287,908    405,897    595,899    566,005:    31,422     61,316
Other:   245,473:    70,161     25,244     19,589    142,419    146,924    232,169    191,757:    13,304     53,716
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    21,353:    -6,303     -1,283     11,243     18,166     10,492     23,106     20,452:    -1,753        901
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        9.2       14.3       49.3       63.3       94.9       86.8:       5.1       13.2
Old  :     100.0:      36.5       12.9       12.6       45.9       64.7       95.0       90.2:       5.0        9.8
Other:     100.0:      28.6       10.3        8.0       58.0       59.9       94.6       78.1:       5.4       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       638:       185        123        177        171        261        438        505:
Old  :       610:       160        145        119        132        240        350        454:
Other:       470:       115         94         67        108        218        255        353:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       13.8       22.2       22.2       13.6       10.2       19.7       16.6
Old  :                 17.6       16.9       26.1       26.1       17.4       15.7       25.4       24.0
Other:                 19.6       12.0       30.4       19.7       14.5        8.8       22.6       14.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    31,021:    23,778      3,272        851        879      7,362     25,508     11,485:     5,513     19,536
Old  :    11,067:     8,253        973        621        877      2,609      9,751      4,203:     1,316      6,864
Other:    19,954:    15,713      2,487         42          2      4,753     15,757      7,282:     4,197     12,672
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :        68:       431         17        -34        -30        480        367        463:      -299       -395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.7       10.5        2.7        2.8       23.7       82.2       37.0:      17.8       63.0
Old  :     100.0:      74.6        8.8        5.6        7.9       23.6       88.1       38.0:      11.9       62.0
Other:     100.0:      78.7       12.5        0.2        0.0       23.8       79.0       36.5:      21.0       63.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         6          7          4          2         14          8         25:
Old  :        26:         5          7          3          2         14          8         23:
Other:        26:         5          7          3          1         14          6         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.9       16.2       82.2       23.3       73.9       16.2       78.9       22.9
Old  :                 78.1       20.9       88.1       28.4       72.8       18.1       82.3       24.6
Other:                 78.9       17.8       79.0       25.3       78.7       17.8       78.7       25.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   518,872:   144,454    121,902    109,180    226,163    257,674    479,797    488,756:    39,075     30,116
Old  :   410,313:   138,225    123,846     68,329    173,336    193,638    379,890    385,813:    30,423     24,500
Other:   108,559:    34,945     26,772     12,135     52,827     64,036     99,907    102,943:     8,652      5,616
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    20,306:     3,070     10,100     12,399      3,228     -2,198     18,697     20,301:     1,609          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       23.5       21.0       43.6       49.7       92.5       94.2:       7.5        5.8
Old  :     100.0:      33.7       30.2       16.7       42.2       47.2       92.6       94.0:       7.4        6.0
Other:     100.0:      32.2       24.7       11.2       48.7       59.0       92.0       94.8:       8.0        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       100        105        114         93         73        265        256:
Old  :       350:       123        103         92         85         66        244        232:
Other:       188:        49         59         40         54         41        135        114:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0       25.8       18.7       32.1       11.9       24.0       18.3       29.7
Old  :                 12.2       25.1       20.1       32.3       12.1       24.3       19.4       31.2
Other:                 21.5       37.4       32.8       49.2       20.3       36.3       31.5       47.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   800,232:   168,746    123,994     12,316    480,385    481,640    661,447    617,950:   138,785    182,282
Old  :   800,232:   168,746    123,994     12,316    480,385    481,640    661,447    617,950:   138,785    182,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :     8,789:    -2,391      5,283        530      2,812      1,553        951      7,366:     7,838      1,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       15.5        1.5       60.0       60.2       82.7       77.2:      17.3       22.8
Old  :     100.0:      21.1       15.5        1.5       60.0       60.2       82.7       77.2:      17.3       22.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        36         32         17         72         82        112        127:
Old  :       176:        36         32         17         72         82        112        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       26.4       33.4       37.4       17.8       21.2       26.1       29.4
Old  :                 23.5       26.4       33.4       37.4       17.8       21.2       26.1       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   950,300:    48,196    200,808     19,718    757,996    618,961    825,910    839,487:   124,390    110,813
Old  :   950,300:    48,196    200,808     19,718    757,996    618,961    825,910    839,487:   124,390    110,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :     4,131:    -3,968      1,256        759     -1,281      5,399     -4,490      7,414:     8,621     -3,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       21.1        2.1       79.8       65.1       86.9       88.3:      13.1       11.7
Old  :     100.0:       5.1       21.1        2.1       79.8       65.1       86.9       88.3:      13.1       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        15         17         16         61         67         83         93:
Old  :       119:        15         17         16         61         67         83         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       36.2       41.3       49.0       22.7       36.2       34.7       47.5
Old  :                 28.4       36.2       41.3       49.0       22.7       36.2       34.7       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     2,010:     1,120         85        115        425      1,635      1,660      1,835:       350        175
Old  :     2,010:     1,120         85        115        425      1,635      1,660      1,835:       350        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :      -110:       -88       -153       -101         85        139       -104       -115:        -6          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.7        4.2        5.7       21.1       81.3       82.6       91.3:      17.4        8.7
Old  :     100.0:      55.7        4.2        5.7       21.1       81.3       82.6       91.3:      17.4        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          2          1          5          9         16         12:
Old  :        23:        11          2          1          5          9         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       60.5       64.7       82.8       36.5       52.6       52.5       64.1
Old  :                 43.7       60.5       64.7       82.8       36.5       52.6       52.5       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   463,132:   160,482     24,022     62,916    192,593    346,557    415,991    433,495:    47,141     29,637
Old  :   355,839:   136,768     27,508     38,393    141,371    266,148    316,532    332,049:    39,307     23,790
Other:   107,293:    35,273      8,073     12,964     51,222     80,409     99,459    101,446:     7,834      5,847
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    16,243:     1,964     -2,485      6,698      3,749     10,436     12,411     14,649:     3,832      1,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        5.2       13.6       41.6       74.8       89.8       93.6:      10.2        6.4
Old  :     100.0:      38.4        7.7       10.8       39.7       74.8       89.0       93.3:      11.0        6.7
Other:     100.0:      32.9        7.5       12.1       47.7       74.9       92.7       94.6:       7.3        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:       117         40         83         90         99        239        203:
Old  :       289:       117         44         65         82         90        222        179:
Other:       162:        51         30         31         55         55        123        100:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       33.0       17.7       42.4       10.5       30.7       15.4       39.3
Old  :                 13.7       35.4       20.0       46.0       13.7       35.1       19.8       45.1
Other:                 20.5       36.2       32.4       48.0       17.2       33.7       28.2       43.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,208:       803      1,557        516      4,663      4,632      5,982      6,705:     2,226      1,503
Old  :     7,104:       806      1,902        168      4,156      3,683      5,130      5,753:     1,974      1,351
Other:     1,104:       345          3          0        507        949        852        952:       252        152
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :       183:       -43         79        -16        296        163        237        226:       -54        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       19.0        6.3       56.8       56.4       72.9       81.7:      27.1       18.3
Old  :     100.0:      11.3       26.8        2.4       58.5       51.8       72.2       81.0:      27.8       19.0
Other:     100.0:      31.3        0.3        0.0       45.9       86.0       77.2       86.2:      22.8       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        11         12         10         17         13         33         34:
Old  :        51:        11         16          7         15         13         28         34:
Other:        18:         5          2          0          5          6         10          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       43.1       50.0       57.8       38.7       43.1       47.1       56.4
Old  :                 41.8       41.3       53.2       56.7       40.5       41.3       49.9       56.7
Other:                 46.5       75.5       71.2       86.2       46.5       75.5       71.2       86.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,914,061:   350,375    463,602    107,479  1,325,243  1,167,790  1,783,097  1,738,871:   130,964    175,190
Old  : 1,914,061:   350,375    463,602    107,479  1,325,243  1,167,790  1,783,097  1,738,871:   130,964    175,190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    -1,084:    60,671    -10,138      4,772    -68,535      6,437     -3,092      1,071:     2,008     -2,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       24.2        5.6       69.2       61.0       93.2       90.8:       6.8        9.2
Old  :     100.0:      18.3       24.2        5.6       69.2       61.0       93.2       90.8:       6.8        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:        67         80         31        136        141        218        237:
Old  :       348:        67         80         31        136        141        218        237:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       21.0       28.4       30.5       15.4       14.1       23.6       23.3
Old  :                 17.4       21.0       28.4       30.5       15.4       14.1       23.6       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,505,282:   625,609    930,821    129,817  2,413,707  1,878,268  3,169,133  2,938,906:   336,149    566,376
Old  : 3,505,282:   625,609    930,821    129,817  2,413,707  1,878,268  3,169,133  2,938,906:   336,149    566,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :   -19,672:   -12,852    -20,944    -19,030     -1,325     14,355    -33,207    -25,619:    13,535      5,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       26.6        3.7       68.9       53.6       90.4       83.8:       9.6       16.2
Old  :     100.0:      17.8       26.6        3.7       68.9       53.6       90.4       83.8:       9.6       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       429:        68        114         64        159        188        263        330:
Old  :       429:        68        114         64        159        188        263        330:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       13.9       37.1       23.1       22.6       12.5       32.0       18.6
Old  :                 26.3       13.9       37.1       23.1       22.6       12.5       32.0       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   550,265:    75,402     76,950      2,121    372,165    295,834    449,688    374,905:   100,577    175,360
Old  :   550,265:    75,402     76,950      2,121    372,165    295,834    449,688    374,905:   100,577    175,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    -3,124:   -12,011     -6,973     -1,495      6,841     -2,127     -6,665    -10,595:     3,541      7,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       14.0        0.4       67.6       53.8       81.7       68.1:      18.3       31.9
Old  :     100.0:      13.7       14.0        0.4       67.6       53.8       81.7       68.1:      18.3       31.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        14         11          7         49         49         67         63:
Old  :        92:        14         11          7         49         49         67         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       15.0       46.1       24.8       35.1       14.6       44.5       23.6
Old  :                 35.6       15.0       46.1       24.8       35.1       14.6       44.5       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,386,383:   563,056    997,661    117,844  2,416,279  1,809,263  3,097,179  2,924,768:   289,204    461,615
Old  : 3,386,383:   563,056    997,661    117,844  2,416,279  1,809,263  3,097,179  2,924,768:   289,204    461,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :     6,319:   -31,578    -61,698     19,446      1,031     38,589    -11,101     -3,663:    17,420      9,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       29.5        3.5       71.4       53.4       91.5       86.4:       8.5       13.6
Old  :     100.0:      16.6       29.5        3.5       71.4       53.4       91.5       86.4:       8.5       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:        52         70         29        123        153        192        235:
Old  :       317:        52         70         29        123        153        192        235:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       18.0       47.7       28.7       30.9       15.1       41.8       24.0
Old  :                 36.4       18.0       47.7       28.7       30.9       15.1       41.8       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,461,306:   372,861    257,456    668,185  1,383,002  1,472,750  2,424,048  2,398,391:    37,258     62,915
Old  : 2,461,306:   372,861    257,456    668,185  1,383,002  1,472,750  2,424,048  2,398,391:    37,258     62,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :   176,617:      -365    -11,197     68,463    108,808    120,000    176,906    177,266:      -289       -649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       10.5       27.1       56.2       59.8       98.5       97.4:       1.5        2.6
Old  :     100.0:      15.1       10.5       27.1       56.2       59.8       98.5       97.4:       1.5        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        37         47         56         61         76        128        155:
Old  :       168:        37         47         56         61         76        128        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       26.8       44.3       40.4       21.5       15.6       28.3       20.9
Old  :                 26.4       26.8       44.3       40.4       21.5       15.6       28.3       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    51,868:    21,104      7,538        971     21,881     37,154     43,956     45,663:     7,912      6,205
Old  :    51,868:    21,104      7,538        971     21,881     37,154     43,956     45,663:     7,912      6,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    -1,295:      -599       -531       -389        -83       -186     -1,071     -1,105:      -225       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7       14.5        1.9       42.2       71.6       84.7       88.0:      15.3       12.0
Old  :     100.0:      40.7       14.5        1.9       42.2       71.6       84.7       88.0:      15.3       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        39         15         11         26         27         69         50:
Old  :       101:        39         15         11         26         27         69         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       41.6       46.9       61.8       36.5       39.6       46.4       59.4
Old  :                 36.6       41.6       46.9       61.8       36.5       39.6       46.4       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   103,735:    42,207     15,076      1,942     43,762     74,307     87,911     91,325:    15,824     12,410
Old  :   103,735:    42,207     15,076      1,942     43,762     74,307     87,911     91,325:    15,824     12,410
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    -2,590:    -1,198     -1,061       -778       -165       -371     -2,141     -2,210:      -449       -380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7       14.5        1.9       42.2       71.6       84.7       88.0:      15.3       12.0
Old  :     100.0:      40.7       14.5        1.9       42.2       71.6       84.7       88.0:      15.3       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        39         15         11         26         27         69         50:
Old  :       101:        39         15         11         26         27         69         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       41.6       46.9       61.8       36.5       39.6       46.4       59.4
Old  :                 36.6       41.6       46.9       61.8       36.5       39.6       46.4       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    21,819:       500      1,598          0     19,917     19,450     20,417     21,048:     1,402        771
Old  :    21,819:       500      1,598          0     19,917     19,450     20,417     21,048:     1,402        771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        7.3        0.0       91.3       89.1       93.6       96.5:       6.4        3.5
Old  :     100.0:       2.3        7.3        0.0       91.3       89.1       93.6       96.5:       6.4        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          3          0          7         11          8         14:
Old  :        20:         1          3          0          7         11          8         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.3       75.2       93.6       90.5       83.3       75.2       92.6       90.5
Old  :                 84.3       75.2       93.6       90.5       83.3       75.2       92.6       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    51,494:    35,096     51,240        251     15,941          0     51,288     51,491:       206          3
Old  :    51,494:    35,096     51,240        251     15,941          0     51,288     51,491:       206          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    -5,513:      -864     -2,134     -3,360     -1,257          0     -5,481     -5,494:       -32        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.2       99.5        0.5       31.0        0.0       99.6      100.0:       0.4        0.0
Old  :     100.0:      68.2       99.5        0.5       31.0        0.0       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        31          9          2          3          0         35         10:
Old  :        43:        31          9          2          3          0         35         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       95.2       85.2       99.9       61.6       95.2       84.9       99.4
Old  :                 61.9       95.2       85.2       99.9       61.6       95.2       84.9       99.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    27,223:     2,559      6,374        298     24,360     20,434     27,217     27,106:         6        117
Old  :    27,223:     2,559      6,374        298     24,360     20,434     27,217     27,106:         6        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    -1,466:      -991       -241        215       -690     -1,441     -1,466     -1,467:         0          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       23.4        1.1       89.5       75.1      100.0       99.6:       0.0        0.4
Old  :     100.0:       9.4       23.4        1.1       89.5       75.1      100.0       99.6:       0.0        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         5         18          1          8         19         13         38:
Old  :        49:         5         18          1          8         19         13         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.2       42.5       97.5       64.3       84.2       42.5       97.1       64.3
Old  :                 84.2       42.5       97.5       64.3       84.2       42.5       97.1       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, March 27, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    19,196:    17,297      6,657          0      1,893     12,496     19,190     19,153:         6         43
Old  :    19,196:    17,297      6,657          0      1,893     12,496     19,190     19,153:         6         43
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :       196:      -403        -26          0        623        213        220        187:       -24          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.1       34.7        0.0        9.9       65.1      100.0       99.8:       0.0        0.2
Old  :     100.0:      90.1       34.7        0.0        9.9       65.1      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         6         15          0          5         13         11         28:
Old  :        38:         6         15          0          5         13         11         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.4       48.0       98.8       73.2       91.2       48.0       95.2       73.2
Old  :                 93.4       48.0       98.8       73.2       91.2       48.0       95.2       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 30, 2018