WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      467,838
COMMITMENTS
 157,836  152,477  107,444  170,416  165,085  435,696  425,006   32,142   42,832

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:    -31,028)
   2,577  -19,372  -10,304  -22,178   -2,650  -29,905  -32,326   -1,123    1,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     32.6     23.0     36.4     35.3     93.1     90.8      6.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     137      119      129       97      109      307      302                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      272,176
COMMITMENTS
  81,674   33,921   58,771  108,302  154,220  248,747  246,912   23,429   25,264

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:    -18,378)
  -1,435   -9,360   -3,951  -13,737   -5,790  -19,123  -19,101      745      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     12.5     21.6     39.8     56.7     91.4     90.7      8.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      90       42       78       77       90      203      187                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,882,013
COMMITMENTS
 613,047  230,743  342,245  771,635  1073229  1726927  1646217  155,086  235,796

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     16,076)
 -15,348  -30,335   38,060   -6,182    5,403   16,530   13,128     -454    2,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     12.3     18.2     41.0     57.0     91.8     87.5      8.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      877)
     239      133      211      303      380      653      654                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,735
COMMITMENTS
   1,641    1,209      184    1,202    3,119    3,027    4,512    3,708    2,223

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:        -98)
     -63      -99      -70     -155     -248     -288     -417      190      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     18.0      2.7     17.8     46.3     44.9     67.0     55.1     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7       10        4        9        6       17       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      936,447
COMMITMENTS
 282,142   71,877  141,722  461,463  607,299  885,327  820,898   51,120  115,549

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     30,230)
  -1,909   -1,713    8,648   19,553   24,695   26,292   31,630    3,938   -1,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      7.7     15.1     49.3     64.9     94.5     87.7      5.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      669)
     195      130      174      192      263      479      507                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       35,467
COMMITMENTS
  28,199    3,812      825      740    8,958   29,764   13,595    5,703   21,872

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:      1,361)
   1,362       42       -9      -54      675    1,299      708       62      653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.5     10.7      2.3      2.1     25.3     83.9     38.3     16.1     61.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        9        4        1       17        7       30                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      542,176
COMMITMENTS
 147,996  122,327  133,364  224,144  255,888  505,504  511,579   36,672   30,597

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     24,719)
   5,304   12,516   15,221    4,792   -4,113   25,317   23,624     -598    1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     22.6     24.6     41.3     47.2     93.2     94.4      6.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     112      103      126       86       73      280      266                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      769,365
COMMITMENTS
 142,406  107,556   12,325  478,138  464,604  632,869  584,485  136,496  184,880

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     -4,372)
   8,486  -16,687   -1,893   -6,836   11,558     -243   -7,022   -4,129    2,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     14.0      1.6     62.1     60.4     82.3     76.0     17.7     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      40       23       13       70       79      112      113                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      952,745
COMMITMENTS
  54,660  208,326   15,707  760,460  619,296  830,827  843,329  121,918  109,416

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     14,611)
  -1,449    2,261     -342   16,138   11,441   14,347   13,360      264    1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     21.9      1.6     79.8     65.0     87.2     88.5     12.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      16       15       13       60       66       81       89                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,115
COMMITMENTS
     782      341      201      829    1,354    1,812    1,896      303      219

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:        169)
    -156      281       82      284     -200      210      163      -41        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     16.1      9.5     39.2     64.0     85.7     89.6     14.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        3        7        8       16       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      504,158
COMMITMENTS
 173,780   27,503   92,438  188,347  353,499  454,565  473,440   49,593   30,718

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     26,680)
  11,568    4,161   17,102   -4,237    6,165   24,433   27,428    2,247     -748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5      5.5     18.3     37.4     70.1     90.2     93.9      9.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     126       42      112       92       98      280      228                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,598
COMMITMENTS
   1,106    1,234      588    4,752    5,574    6,446    7,396    2,152    1,202

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:        295)
     294     -201      -76      131      889      349      612      -54     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     14.4      6.8     55.3     64.8     75.0     86.0     25.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       11       12       16       13       36       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,933,454
COMMITMENTS
 420,890  502,695   93,624  1288942  1158732  1803456  1755051  129,998  178,403

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     15,295)
  62,388   11,557   -6,550  -40,256      115   15,582    5,122     -287   10,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     26.0      4.8     66.7     59.9     93.3     90.8      6.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      55       82       27      140      134      209      229                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,465,481
COMMITMENTS
 635,484  966,119  126,930  2359922  1823944  3122336  2916993  343,145  548,488

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     26,162)
  68,530   23,800   -4,376  -34,216   -4,142   29,938   15,282   -3,776   10,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     27.9      3.7     68.1     52.6     90.1     84.2      9.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
      75      109       68      166      199      279      338                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      552,453
COMMITMENTS
  65,318   90,138    2,445  377,632  296,014  445,395  388,597  107,058  163,856

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:       -682)
  -3,201    6,663      -33      176    2,741   -3,058    9,371    2,376  -10,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     16.3      0.4     68.4     53.6     80.6     70.3     19.4     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13       10        7       54       53       70       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,430,716
COMMITMENTS
 585,579  1106062  106,607  2481681  1778088  3173867  2990757  256,849  439,959

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     32,981)
  49,039   -9,784    2,956  -20,907   53,959   31,088   47,131    1,893  -14,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     32.2      3.1     72.3     51.8     92.5     87.2      7.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      50       79       31      126      157      196      247                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,370,629
COMMITMENTS
 338,411  184,556  680,538  1319195  1442622  2338144  2307716   32,485   62,913

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     45,155)
  -2,463  -82,785   52,457   -3,609   73,404   46,385   43,076   -1,230    2,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      7.8     28.7     55.6     60.9     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      30       52       54       57       73      120      153                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,443
COMMITMENTS
  16,867    8,150    1,411   22,919   32,149   41,196   41,709    7,247    6,734

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:        -11)
  -1,693     -629      285    1,303     -313     -106     -658       95      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     16.8      2.9     47.3     66.4     85.0     86.1     15.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       20        7       25       25       57       48                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,885
COMMITMENTS
  33,734   16,299    2,821   45,837   64,297   82,392   83,417   14,493   13,468

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:        -22)
  -3,385   -1,258      569    2,605     -626     -211   -1,315      189    1,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     16.8      2.9     47.3     66.4     85.0     86.1     15.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       20        7       25       25       57       48                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       44,133
COMMITMENTS
  33,675   43,879      251    9,960        0   43,886   44,130      247        3

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     -1,206)
  -1,199   -1,204        0      -46        0   -1,245   -1,204       39       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.3     99.4      0.6     22.6      0.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      33        8        2        3        0       37        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,427
COMMITMENTS
   2,757    8,909      264   26,389   20,176   29,410   29,349       17       78

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:        172)
      40      442        0      117     -271      157      171       15        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     30.3      0.9     89.7     68.6     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4       19        1        7       20       12       39                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 04/10/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,677
COMMITMENTS
  16,755    6,873        0    1,889   11,757   18,644   18,630       33       47

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:       -993)
    -959     -196        0      -63     -787   -1,022     -983       29      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.7     36.8      0.0     10.1     62.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5       14        0        5       13       10       27                  



Updated April 13, 2018