WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      463,257
COMMITMENTS
 171,363  148,047   95,198  167,735  179,378  434,296  422,623   28,961   40,634

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     -7,980)
  15,253  -11,654   -9,058  -13,739   12,673   -7,544   -8,039     -436       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     32.0     20.5     36.2     38.7     93.7     91.2      6.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     128      122      121       91      114      290      304                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      249,830
COMMITMENTS
  88,501   36,843   50,773   90,233  139,571  229,507  227,187   20,323   22,643

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:    -11,168)
    -568    2,027   -3,826   -5,593   -5,820   -9,987   -7,619   -1,181   -3,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     14.7     20.3     36.1     55.9     91.9     90.9      8.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      92       47       67       71       86      194      179                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,750,116
COMMITMENTS
 622,871  229,164  281,664  697,222  1017065  1601757  1527893  148,359  222,223

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:    -47,214)
  42,267  -18,024  -43,429  -37,147   21,169  -38,309  -40,284   -8,905   -6,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     13.1     16.1     39.8     58.1     91.5     87.3      8.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      902)
     241      139      193      283      394      623      662                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,995
COMMITMENTS
   1,525    1,353        0    1,091    2,311    2,616    3,664    3,379    2,331

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:       -182)
      40      213       -2      -55     -420      -17     -209     -165       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     22.6      0.0     18.2     38.5     43.6     61.1     56.4     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8       10        0       10        5       18       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      847,595
COMMITMENTS
 270,846   67,686  109,135  417,126  564,510  797,107  741,331   50,488  106,264

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:    -58,723)
  10,909      771  -23,329  -46,617  -28,980  -59,037  -51,538      314   -7,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      8.0     12.9     49.2     66.6     94.0     87.5      6.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      682)
     190      131      169      190      275      474      521                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,398
COMMITMENTS
  15,502    4,087      573      639    7,789   16,714   12,449   14,684   18,949

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     -4,847)
  -4,843      192       47      -13   -1,045   -4,809     -806      -38   -4,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     13.0      1.8      2.0     24.8     53.2     39.6     46.8     60.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        9        3        1       16        5       28                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      509,165
COMMITMENTS
 139,230  160,705  102,942  227,602  211,402  469,774  475,049   39,391   34,116

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:      9,787)
   3,069   24,454   -6,439   10,124  -10,232    6,754    7,783    3,033    2,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     31.6     20.2     44.7     41.5     92.3     93.3      7.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     103      114      115       92       74      271      262                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      838,806
COMMITMENTS
 138,869  145,578   19,306  545,303  471,066  703,478  635,950  135,328  202,856

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     20,050)
  -4,374   20,656      543   29,338  -13,665   25,507    7,534   -5,457   12,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     17.4      2.3     65.0     56.2     83.9     75.8     16.1     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      38       28       22       82       78      128      120                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      984,664
COMMITMENTS
  64,893  236,493   16,166  779,530  620,790  860,589  873,449  124,075  111,215

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:      8,492)
   8,049   19,674     -282     -516  -11,325    7,251    8,067    1,241      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     24.0      1.6     79.2     63.0     87.4     88.7     12.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      17       17       17       71       71       96       97                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,842
COMMITMENTS
     493      220      267      715    1,164    1,475    1,651      367      191

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:       -165)
    -334       94       37      109     -280     -188     -149       23      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     11.9     14.5     38.8     63.2     80.1     89.6     19.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        6        3        4        6       13       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      519,252
COMMITMENTS
 191,719   24,263   85,508  193,550  378,723  470,777  488,494   48,475   30,758

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:      9,465)
  30,670     -735  -14,336   -7,570   25,459    8,764   10,388      701     -923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9      4.7     16.5     37.3     72.9     90.7     94.1      9.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     144       36      101       88      102      279      220                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,144
COMMITMENTS
   1,870      676      684    4,113    6,799    6,667    8,159    2,477      985

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:       -178)
    -125     -226      -65      -36       13     -226     -278       48      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      7.4      7.5     45.0     74.4     72.9     89.2     27.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13        7        4       18       14       33       24                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,997,748
COMMITMENTS
 409,605  470,841  116,243  1336091  1231725  1861939  1818809  135,809  178,939

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:      2,175)
  17,263    9,235  -26,800    5,220   23,926   -4,317    6,361    6,492   -4,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     23.6      5.8     66.9     61.7     93.2     91.0      6.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      52       75       32      145      148      217      235                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,691,604
COMMITMENTS
 631,024  1076702  146,988  2550191  1890783  3328203  3114473  363,401  577,131

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:    -93,107)
  25,002    8,547  -24,137  -85,935  -79,130  -85,070  -94,720   -8,037    1,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     29.2      4.0     69.1     51.2     90.2     84.4      9.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
      63      120       57      164      196      262      338                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      531,857
COMMITMENTS
  71,538   63,732    6,915  348,211  287,296  426,664  357,943  105,193  173,914

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     -7,325)
   1,393    6,205     -582   -5,158  -10,711   -4,347   -5,088   -2,978   -2,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     12.0      1.3     65.5     54.0     80.2     67.3     19.8     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      18       11        6       51       53       72       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,685,665
COMMITMENTS
 570,120  1171646  146,579  2714155  1928232  3430854  3246457  254,811  439,208

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:    109,448)
  -2,996    6,681    6,291  114,043  109,335  117,338  122,307   -7,890  -12,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     31.8      4.0     73.6     52.3     93.1     88.1      6.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      58       81       42      147      172      232      268                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,172,516
COMMITMENTS
 274,739  165,697  626,365  1240457  1321161  2141561  2113223   30,955   59,293

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:   -260,447)
-148,093  -40,631  -42,168  -64,347 -180,465 -254,608 -263,264   -5,839    2,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      7.6     28.8     57.1     60.8     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      28       46       54       58       70      118      143                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,939
COMMITMENTS
  16,185   15,003      625   27,086   30,169   43,895   45,797    8,045    6,143

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     -1,580)
   1,042     -259     -659   -1,954     -598   -1,571   -1,516       -9      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     28.9      1.2     52.1     58.1     84.5     88.2     15.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      34       18        8       28       27       66       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,878
COMMITMENTS
  32,369   30,006    1,249   54,171   60,338   87,789   91,593   16,089   12,285

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     -3,159)
   2,083     -518   -1,317   -3,908   -1,196   -3,142   -3,031      -17     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     28.9      1.2     52.1     58.1     84.5     88.2     15.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      34       18        8       28       27       66       49                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       68,308
COMMITMENTS
  58,049   66,434      241    9,776    1,633   68,066   68,308      242        0

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     16,120)
  16,107   16,130      -10       42        0   16,139   16,120      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.0     97.3      0.4     14.3      2.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      31        9        2        3        1       35       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,201
COMMITMENTS
   2,129    8,656      264   26,764   20,187   29,157   29,107       44       94

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     -1,419)
    -153     -953        0   -1,263     -472   -1,416   -1,425       -3        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     29.6      0.9     91.7     69.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3       18        1        8       19       12       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 05/01/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,505
COMMITMENTS
  17,085    6,476        0    1,404   11,921   18,489   18,397       16      108

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:        139)
     516       60        0     -340       30      176       90      -37       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    92.3     35.0      0.0      7.6     64.4     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8       12        0        4       13       12       25                  



Updated May 4, 2018