WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      471,237
COMMITMENTS
 158,632  159,701  104,629  178,579  166,332  441,840  430,662   29,397   40,575

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:       -415)
   1,748    4,728       50     -351   -2,639    1,447    2,139   -1,862   -2,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     33.9     22.2     37.9     35.3     93.8     91.4      6.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     117      135      133      100      108      303      313                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      260,998
COMMITMENTS
  93,757   34,816   54,599   91,138  145,391  239,494  234,806   21,504   26,192

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:     -8,353)
   6,527   -3,527   -2,226  -12,758   -4,482   -8,457  -10,235      104    1,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     13.3     20.9     34.9     55.7     91.8     90.0      8.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      95       44       77       76       86      207      184                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,797,330
COMMITMENTS
 586,802  247,188  344,576  708,688  976,413  1640066  1568177  157,264  229,153

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:    -57,619)
   2,295    2,741   10,244  -72,278  -65,773  -59,739  -52,788    2,120   -4,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     13.8     19.2     39.4     54.3     91.3     87.3      8.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      860)
     230      130      193      321      370      651      631                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,177
COMMITMENTS
   1,727    1,140        2      904    2,731    2,633    3,873    3,544    2,304

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:       -234)
      76     -175      -94     -183     -265     -201     -534      -33      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     18.5      0.0     14.6     44.2     42.6     62.7     57.4     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        9        1       11        7       20       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      906,318
COMMITMENTS
 269,211   66,915  133,476  453,457  592,478  856,144  792,869   50,174  113,449

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:    -64,151)
 -20,419    1,642  -16,224  -25,210  -43,869  -61,853  -58,451   -2,298   -5,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      7.4     14.7     50.0     65.4     94.5     87.5      5.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      659)
     180      121      188      197      264      484      513                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       36,245
COMMITMENTS
  20,345    3,895      526      652    8,834   21,523   13,255   14,722   22,990

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:       -213)
    -940      -77     -263      -19     -457   -1,222     -797    1,009      584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.1     10.7      1.5      1.8     24.4     59.4     36.6     40.6     63.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        9        4        2       16        7       29                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      499,378
COMMITMENTS
 136,161  136,894  115,139  211,720  215,233  463,020  467,266   36,358   32,112

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:    -26,924)
  -5,995    8,946  -10,485   -6,631  -24,058  -23,111  -25,597   -3,813   -1,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     27.4     23.1     42.4     43.1     92.7     93.6      7.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     112      104      120       92       73      277      261                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      818,756
COMMITMENTS
 143,243  124,922   18,763  515,965  484,731  677,971  628,416  140,785  190,340

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:      5,823)
 -16,903   10,073    2,950   25,876  -16,570   11,923   -3,547   -6,100    9,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     15.3      2.3     63.0     59.2     82.8     76.8     17.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      37       25       24       80       79      127      118                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      976,172
COMMITMENTS
  56,844  216,819   16,448  780,046  632,115  853,338  865,382  122,834  110,790

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:      9,787)
    -181    3,113    2,003   11,198   -5,409   13,020     -293   -3,233   10,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     22.2      1.7     79.9     64.8     87.4     88.7     12.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      16       14       16       66       70       89       93                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,007
COMMITMENTS
     827      126      230      606    1,444    1,663    1,800      344      207

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2      6.3     11.5     30.2     71.9     82.9     89.7     17.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        4        3        4        7       15       12                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      509,787
COMMITMENTS
 164,615   24,998  102,029  195,369  351,079  462,013  478,106   47,774   31,681

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:    -13,969)
  -3,756       34   -4,385   -3,112   -8,782  -11,253  -13,133   -2,716     -836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      4.9     20.0     38.3     68.9     90.6     93.8      9.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     120       48      109      100      100      281      232                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,322
COMMITMENTS
   2,161      902      749    3,983    6,786    6,893    8,437    2,429      885

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        152)
     425     -278      346     -733      193       38      261      114     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      9.7      8.0     42.7     72.8     73.9     90.5     26.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      14        9        6       16       16       34       29                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,995,573
COMMITMENTS
 392,342  461,606  143,043  1330871  1207799  1866256  1812448  129,317  183,125

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        101)
 -24,875  -42,359   41,668  -16,065   -1,866      728   -2,557     -627    2,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     23.1      7.2     66.7     60.5     93.5     90.8      6.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      57       78       34      146      145      224      236                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,784,711
COMMITMENTS
 606,022  1068155  171,125  2636126  1969913  3413273  3209193  371,438  575,518

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:    205,192)
 -41,732   48,712   38,256  189,801   67,410  186,325  154,378   18,867   50,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     28.2      4.5     69.7     52.0     90.2     84.8      9.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
      61      122       56      174      190      268      335                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      539,182
COMMITMENTS
  70,145   57,527    7,497  353,369  298,007  431,011  363,031  108,171  176,151

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:     -7,106)
     636  -13,974     -426   -7,050    1,535   -6,840  -12,865     -266    5,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     10.7      1.4     65.5     55.3     79.9     67.3     20.1     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      17        9        6       53       55       73       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,576,217
COMMITMENTS
 573,116  1164965  140,288  2600112  1818897  3313516  3124150  262,701  452,067

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:     48,979)
   3,332   21,682   21,414   15,366   -6,862   40,112   36,234    8,867   12,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     32.6      3.9     72.7     50.9     92.7     87.4      7.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      57       75       43      147      164      228      258                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,432,963
COMMITMENTS
 422,832  206,328  668,533  1304804  1501626  2396169  2376487   36,794   56,476

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:     35,386)
  41,966   18,014   -4,990   -3,994   26,622   32,982   39,646    2,404   -4,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      8.5     27.5     53.6     61.7     98.5     97.7      1.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      36       46       56       57       72      124      148                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,519
COMMITMENTS
  15,143   15,262    1,283   29,040   30,767   45,466   47,312    8,053    6,207

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:      2,747)
  -2,206    6,542      263    4,454   -2,873    2,511    3,932      236   -1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     28.5      2.4     54.3     57.5     85.0     88.4     15.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      31       24       12       31       25       70       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,037
COMMITMENTS
  30,286   30,524    2,566   58,079   61,534   90,931   94,624   16,106   12,413

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:      5,494)
  -4,412   13,083      526    8,908   -5,746    5,022    7,863      472   -2,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     28.5      2.4     54.3     57.5     85.0     88.4     15.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      31       24       12       31       25       70       54                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       52,188
COMMITMENTS
  41,942   50,304      251    9,734    1,633   51,927   52,188      261        0

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:      4,297)
   4,481    4,297        0     -173        0    4,308    4,297      -11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.4     96.4      0.5     18.7      3.1     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      32        8        2        3        1       36       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,620
COMMITMENTS
   2,282    9,609      264   28,027   20,659   30,573   30,532       47       88

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        865)
    -475      695        0    1,316      172      841      867       24       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     31.4      0.9     91.5     67.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3       17        1        8       19       12       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 04/24/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,366
COMMITMENTS
  16,569    6,416        0    1,744   11,891   18,313   18,307       53       59

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        147)
     241     -345        0     -130      485      111      140       36        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    90.2     34.9      0.0      9.5     64.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8       12        0        5       12       13       24                  



Updated April 27, 2018