WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      495,276
COMMITMENTS
 153,046  151,418  128,208  177,436  173,080  458,690  452,706   36,586   42,570

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     29,852)
  -7,921     -742   24,851   11,670    3,445   28,600   27,554    1,252    2,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     30.6     25.9     35.8     34.9     92.6     91.4      7.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     133      132      141       85      115      310      320                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      291,335
COMMITMENTS
  90,869   41,321   64,570  114,146  159,707  269,585  265,598   21,750   25,737

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     -8,776)
  -1,747   -7,499    1,707   -7,870   -3,739   -7,910   -9,531     -866      755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     14.2     22.2     39.2     54.8     92.5     91.2      7.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      98       45       75       65       91      199      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,860,162
COMMITMENTS
 629,940  214,490  339,828  738,877  1074082  1708645  1628400  151,517  231,762

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:    116,211)
  51,841  -43,225   59,011    6,306   79,516  117,158   95,302     -947   20,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     11.5     18.3     39.7     57.7     91.9     87.5      8.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      851)
     234      136      194      261      369      597      632                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,557
COMMITMENTS
   2,435      116      124      843    4,284    3,402    4,524    2,155    1,033

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:         -6)
     129      -15       56     -146     -211       39     -170      -45      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8      2.1      2.2     15.2     77.1     61.2     81.4     38.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        3        3        4        8       17       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      849,743
COMMITMENTS
 291,295   89,913  120,133  389,500  526,972  800,928  737,018   48,815  112,725

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     30,509)
  18,321   11,816    6,651    7,105   12,127   32,077   30,594   -1,568      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     10.6     14.1     45.8     62.0     94.3     86.7      5.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      669)
     197      140      182      162      260      447      521                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       30,436
COMMITMENTS
  22,637    3,230      896    1,085    6,826   24,618   10,952    5,818   19,484

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      1,770)
   1,711      393        3      -71      758    1,643    1,154      127      616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.4     10.6      2.9      3.6     22.4     80.9     36.0     19.1     64.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        7        4        2       13        8       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      490,234
COMMITMENTS
 141,749  108,108   87,287  224,942  264,960  453,978  460,355   36,256   29,879

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      5,090)
  -3,614    9,528    4,309    5,710   -9,489    6,405    4,348   -1,315      742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     22.1     17.8     45.9     54.0     92.6     93.9      7.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
     110      107      105       86       71      258      240                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      819,617
COMMITMENTS
 203,795  120,238   13,665  476,372  490,863  693,832  624,766  125,785  194,851

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      6,936)
  31,573  -37,698    2,867  -23,026   29,842   11,414   -4,989   -4,478   11,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     14.7      1.7     58.1     59.9     84.7     76.2     15.3     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      43       30       19       73       77      121      121                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      956,890
COMMITMENTS
  53,932  202,352   15,756  750,906  618,416  820,594  836,524  136,296  120,366

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:    -10,680)
   5,920  -16,070      196  -12,847    1,294   -6,731  -14,580   -3,949    3,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     21.1      1.6     78.5     64.6     85.8     87.4     14.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      13       16       15       64       69       84       93                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,967
COMMITMENTS
   1,012      438      219      409    1,170    1,640    1,827      327      140

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:         52)
     106      144      -32      -16      -30       58       82       -6      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4     22.3     11.1     20.8     59.5     83.4     92.9     16.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        4        4        6        9       18       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      453,357
COMMITMENTS
 173,480   26,635   51,118  185,333  346,440  409,931  424,193   43,426   29,164

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:        261)
  -6,853     -996    4,152    3,123   -3,667      422     -511     -161      772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3      5.9     11.3     40.9     76.4     90.4     93.6      9.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     116       46       79       90       92      239      194                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,032
COMMITMENTS
     850    1,461      474    4,464    4,502    5,788    6,437    2,244    1,595

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:        -91)
      -8      -57       -1       66      -62       57     -120     -148       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     18.2      5.9     55.6     56.1     72.1     80.1     27.9     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       13        7       16       13       28       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,895,243
COMMITMENTS
 314,396  433,659  106,685  1348868  1168231  1769949  1708575  125,294  186,668

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     55,067)
  20,956   47,425  -12,437   48,598   23,170   57,117   58,158   -2,050   -3,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     22.9      5.6     71.2     61.6     93.4     90.2      6.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      58       74       30      140      143      210      235                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,392,050
COMMITMENTS
 590,572  861,941  137,469  2351792  1840133  3079833  2839543  312,217  552,507

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:    -87,292)
   4,438  -86,343  -18,879  -61,040   40,142  -75,481  -65,080  -11,811  -22,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     25.4      4.1     69.3     54.2     90.8     83.7      9.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      434)
      78      108       60      162      193      276      326                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      545,430
COMMITMENTS
  82,676   83,079    3,718  365,215  290,168  451,609  376,965   93,821  168,465

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:    -10,486)
   8,671   -6,110   -3,972  -16,501   -1,485  -11,802  -11,567    1,316    1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     15.2      0.7     67.0     53.2     82.8     69.1     17.2     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12       13        8       52       52       70       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,322,739
COMMITMENTS
 543,703  998,169  104,482  2407279  1770067  3055464  2872718  267,275  450,021

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:    -52,507)
  10,477  -24,687   -4,776  -63,019  -24,309  -57,318  -53,772    4,811    1,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     30.0      3.1     72.4     53.3     92.0     86.5      8.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      52       76       32      133      161      205      249                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,106,901
COMMITMENTS
 316,196  290,988  525,895  1231350  1231603  2073441  2048486   33,460   58,415

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     95,002)
     118   16,514   18,914   73,706   58,415   92,738   93,843    2,264    1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     13.8     25.0     58.4     58.5     98.4     97.2      1.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      41       50       60       64       71      136      156                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       73,002
COMMITMENTS
  22,899   11,628    2,020   39,082   53,054   64,001   66,702    9,001    6,300

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     14,604)
    -621      815      819   14,233   13,046   14,431   14,679      173      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     15.9      2.8     53.5     72.7     87.7     91.4     12.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      36       17       14       41       36       82       62                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      146,003
COMMITMENTS
  45,798   23,255    4,040   78,164  106,108  128,002  133,403   18,001   12,600

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     29,207)
  -1,242    1,629    1,637   28,466   26,091   28,861   29,357      346     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     15.9      2.8     53.5     72.7     87.7     91.4     12.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      36       17       14       41       36       82       62                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       53,560
COMMITMENTS
  34,915   52,152    1,360   17,003        0   53,278   53,512      282       48

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      2,495)
   1,223    1,437    1,011      268        0    2,502    2,448       -7       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.2     97.4      2.5     31.7      0.0     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      32        8        4        3        0       38        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       35,177
COMMITMENTS
   7,935    6,804      297   26,910   27,960   35,142   35,061       35      116

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     -8,263)
    -625     -424   -8,919    1,251    1,135   -8,293   -8,208       30      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     19.3      0.8     76.5     79.5     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5       17        2        8       20       14       38                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,130
COMMITMENTS
  26,142    5,980      261    2,676   22,826   29,079   29,067       51       63

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      1,488)
   1,150      183      261       52    1,059    1,463    1,503       25      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.7     20.5      0.9      9.2     78.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3       13        3        4       14       10       28                  



Updated March 16, 2018