WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      470,717
COMMITMENTS
 165,447  142,803  103,548  171,910  183,438  440,905  429,789   29,812   40,928

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:      1,638)
    -490    8,369   -4,921    6,958   -1,603    1,547    1,845       91     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     30.3     22.0     36.5     39.0     93.7     91.3      6.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     120      127      131       90      111      294      306                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       14,640
COMMITMENTS
   5,250      700      200    9,090   13,380   14,540   14,280      100      360

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:        400)
     300        0        0        0      300      300      300      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      4.8      1.4     62.1     91.4     99.3     97.5      0.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        1        8       10       13       13                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      262,603
COMMITMENTS
  90,296   33,937   54,286   97,071  150,341  241,653  238,564   20,950   24,039

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:      3,184)
  -4,407     -886    1,653    5,549    1,757    2,795    2,524      389      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     12.9     20.7     37.0     57.3     92.0     90.8      8.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      88       46       72       76       89      200      186                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,831,023
COMMITMENTS
 618,180  223,870  320,972  740,706  1052120  1679858  1596962  151,165  234,061

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     38,219)
  -5,516   12,327   22,358   12,370   -1,952   29,212   32,733    9,007    5,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     12.2     17.5     40.5     57.5     91.7     87.2      8.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      894)
     232      149      184      288      386      617      652                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,584
COMMITMENTS
   1,349    1,563       74    1,383    1,916    2,806    3,553    2,778    2,031

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:        -28)
     -81       75       74      369      -46      362      103     -390     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     28.0      1.3     24.8     34.3     50.3     63.6     49.7     36.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8       12        1       11        5       19       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      878,836
COMMITMENTS
 245,199   89,551  125,751  458,038  561,400  828,988  776,702   49,848  102,134

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     26,785)
  -2,486   14,513   11,873   17,674    4,068   27,061   30,454     -276   -3,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     10.2     14.3     52.1     63.9     94.3     88.4      5.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      670)
     190      143      179      196      259      478      513                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       30,853
COMMITMENTS
  15,155    3,815      579      629    7,815   16,363   12,209   14,490   18,644

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:       -307)
    -287     -119       14       -8      -23     -281     -128      -26     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     12.4      1.9      2.0     25.3     53.0     39.6     47.0     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 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      512,369
COMMITMENTS
 138,256  148,096  117,319  217,981  215,768  473,556  481,183   38,813   31,186

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     -2,843)
   2,501   -7,716    6,361  -11,072      -75   -2,210   -1,430     -633   -1,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     28.9     22.9     42.5     42.1     92.4     93.9      7.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     102      108      121       89       75      268      265                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      875,241
COMMITMENTS
 148,968  137,114   25,361  567,686  515,746  742,015  678,221  133,226  197,020

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     17,064)
   5,699       80    5,359   11,812    9,922   22,870   15,361   -5,806    1,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     15.7      2.9     64.9     58.9     84.8     77.5     15.2     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      43       26       25       92       85      143      129                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,035,496
COMMITMENTS
  83,571  271,475   16,885  805,232  626,899  905,688  915,259  129,808  120,237

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     23,697)
  16,822   27,289      510    7,323  -11,323   24,655   16,476     -958    7,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     26.2      1.6     77.8     60.5     87.5     88.4     12.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      17       16       19       71       72       97       98                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,829
COMMITMENTS
     823      296      306      402      969    1,531    1,571      298      258

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:       -235)
     137      132      -24     -277     -382     -164     -274      -71       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     16.2     16.7     22.0     53.0     83.7     85.9     16.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        5        5        6        5       17       13                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      523,522
COMMITMENTS
 180,326   26,063   87,932  209,186  379,000  477,444  492,995   46,078   30,527

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:      6,752)
  -5,186    2,252    4,218    9,678     -244    8,710    6,226   -1,958      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4      5.0     16.8     40.0     72.4     91.2     94.2      8.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     130       37       99       96      106      267      225                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,143
COMMITMENTS
   1,667      673      693    3,596    5,730    5,956    7,096    2,187    1,047

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:       -783)
    -293       50      -20     -171     -920     -484     -890     -299      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      8.3      8.5     44.2     70.4     73.1     87.1     26.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      16        6       11       16       14       36       29                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,230,275
COMMITMENTS
 456,847  487,876  168,558  1470148  1390916  2095553  2047350  134,722  182,925

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:    142,851)
  25,270    2,043   46,670   69,515   93,372  141,455  142,085    1,396      766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     21.9      7.6     65.9     62.4     94.0     91.8      6.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      58       82       34      146      146      225      241                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,862,526
COMMITMENTS
 706,685  1088607  173,477  2602621  1985638  3482783  3247722  379,743  614,804

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:    109,886)
   9,007  -17,700   27,460   41,215   64,084   77,682   73,844   32,204   36,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     28.2      4.5     67.4     51.4     90.2     84.1      9.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
      79      110       68      176      204      289      348                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      547,968
COMMITMENTS
  70,712   78,312    4,470  371,094  291,575  446,276  374,357  101,692  173,611

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:      9,232)
   7,459    1,731   -1,189    7,364    4,247   13,634    4,789   -4,402    4,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     14.3      0.8     67.7     53.2     81.4     68.3     18.6     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      15       12        7       54       55       73       70                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,845,338
COMMITMENTS
 541,907  1184988  147,983  2878227  2075349  3568117  3408320  277,221  437,018

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:    153,339)
  -2,543  -16,370    3,626  152,388  154,695  153,471  141,951     -132   11,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     30.8      3.8     74.8     54.0     92.8     88.6      7.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      61       79       43      151      174      239      269                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,206,716
COMMITMENTS
 288,027  220,912  611,019  1273998  1318618  2173044  2150549   33,672   56,167

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     47,758)
  19,557     -870   38,306  -13,551    8,870   44,312   46,306    3,446    1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     10.0     27.7     57.7     59.8     98.5     97.5      1.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      38       43       60       63       71      133      149                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,111
COMMITMENTS
  16,111   11,049      485   25,811   32,714   42,406   44,248    8,705    6,864

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:       -440)
    -665   -4,392      133     -875    3,547   -1,407     -712      967      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     21.6      0.9     50.5     64.0     83.0     86.6     17.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      33       17        6       23       27       61       45                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,222
COMMITMENTS
  32,222   22,098      969   51,621   65,428   84,812   88,495   17,410   13,727

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:       -879)
  -1,329   -8,784      266   -1,750    7,094   -2,813   -1,424    1,934      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     21.6      0.9     50.5     64.0     83.0     86.6     17.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      33       17        6       23       27       61       45                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       73,886
COMMITMENTS
  63,699   72,002      251    9,734    1,633   73,684   73,886      202        0

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     -6,541)
  -6,622   -6,541        0      100        0   -6,522   -6,541      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.2     97.5      0.3     13.2      2.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      33       10        2        3        1       37       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,343
COMMITMENTS
   2,043    8,240      264   27,012   20,732   29,319   29,236       24      107

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:        -43)
     -11     -450        0       14      390        3      -60      -46       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     28.1      0.9     92.1     70.7     99.9     99.6      0.1      0.4

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 05/15/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,937
COMMITMENTS
  17,483    6,496        0    1,431   12,369   18,914   18,865       23       72

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:        247)
     258       36        0        0      226      258      262      -11      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    92.3     34.3      0.0      7.6     65.3     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       14        0        4       14       11       28                  



Updated May 18, 2018