WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      547,074
COMMITMENTS
 167,322  127,126  145,536  201,082  229,059  513,940  501,721   33,134   45,353

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:       -182)
  -8,463   -3,530    1,231    6,771    2,873     -461      574      279     -756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     23.2     26.6     36.8     41.9     93.9     91.7      6.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     123      130      158       98      114      323      324                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       19,290
COMMITMENTS
   7,860      380      200   10,980   18,450   19,040   19,030      250      260

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:        340)
      50     -370        0      190      660      240      290      100       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7      2.0      1.0     56.9     95.6     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        1        9       13       14       15                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      307,909
COMMITMENTS
 100,386   27,191   73,642  112,035  181,292  286,063  282,125   21,846   25,784

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:     15,954)
   5,403   -1,811   10,659     -541    6,372   15,521   15,220      433      734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      8.8     23.9     36.4     58.9     92.9     91.6      7.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      92       56       86       75       91      210      202                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,988,935
COMMITMENTS
 627,461  297,422  362,817  834,960  1097545  1825238  1757784  163,697  231,151

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:     29,683)
     -79   62,491     -839   22,910  -25,843   21,992   35,809    7,691   -6,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     15.0     18.2     42.0     55.2     91.8     88.4      8.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      913)
     235      159      208      312      389      658      676                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,247
COMMITMENTS
   1,277    1,048      171      943    2,154    2,391    3,373    2,856    1,874

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:        257)
     -29     -183       67     -105       10      -67     -106      324      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     20.0      3.3     18.0     41.1     45.6     64.3     54.4     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7        1        6        7       13       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      912,593
COMMITMENTS
 225,757   98,808  154,260  480,127  558,863  860,144  811,931   52,449  100,662

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:      2,281)
 -12,182   11,102   14,528   -1,565  -20,389      781    5,241    1,500   -2,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     10.8     16.9     52.6     61.2     94.3     89.0      5.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      679)
     200      140      190      193      260      489      530                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       32,069
COMMITMENTS
  15,981    3,398      584      626    8,793   17,191   12,775   14,878   19,294

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:       -152)
    -245     -617        5        0      258     -240     -354       88      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8     10.6      1.8      2.0     27.4     53.6     39.8     46.4     60.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        8        4        2       19        7       30                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      512,124
COMMITMENTS
 138,820  145,114  125,144  209,518  212,109  473,482  482,367   38,642   29,757

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:     -1,874)
   1,826    6,819    3,833   -6,481  -11,503     -822     -851   -1,052   -1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     28.3     24.4     40.9     41.4     92.5     94.2      7.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      92      117      125       90       77      270      267                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      808,644
COMMITMENTS
  98,482  116,651   24,246  548,443  495,155  671,171  636,052  137,473  172,592

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:    -95,657)
  -3,855  -19,400  -18,579  -54,234  -22,364  -76,668  -60,343  -18,989  -35,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     14.4      3.0     67.8     61.2     83.0     78.7     17.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      41       23       17       90       89      136      124                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,027,885
COMMITMENTS
  75,998  260,423   40,388  787,579  624,727  903,965  925,538  123,920  102,347

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:    -71,356)
  -6,083  -11,424      925  -41,080  -31,582  -46,238  -42,081  -25,118  -29,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     25.3      3.9     76.6     60.8     87.9     90.0     12.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      17       21       23       71       67       99      101                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,873
COMMITMENTS
     489      250      405      725      952    1,619    1,607      254      266

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:       -334)
    -167     -101       -6     -109     -299     -282     -406      -52       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     13.3     21.6     38.7     50.8     86.4     85.8     13.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        3        5        7        7       20       13                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      517,330
COMMITMENTS
 165,789   30,791   96,063  209,790  356,641  471,642  483,495   45,688   33,835

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:    -12,771)
 -11,653      998    6,405   -3,736  -23,096   -8,984  -15,693   -3,787    2,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      6.0     18.6     40.6     68.9     91.2     93.5      8.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     120       43      110       99      104      273      234                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,980
COMMITMENTS
   2,208    3,357      557    5,258    4,069    8,023    7,983    1,957    1,997

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:      1,015)
     307    1,409      -44      580     -484      843      881      172      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     33.6      5.6     52.7     40.8     80.4     80.0     19.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      19       18        7       20       12       40       37                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,813,231
COMMITMENTS
 427,386  423,896   70,352  1186824  1152041  1684562  1646289  128,669  166,942

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:   -220,851)
 -61,634   -2,232  -67,940  -52,505 -109,741 -182,079 -179,913  -38,772  -40,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     23.4      3.9     65.5     63.5     92.9     90.8      7.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      53       70       30      145      141      212      227                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,523,788
COMMITMENTS
 599,377  996,923  130,986  2465471  1885021  3195834  3012930  327,954  510,858

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:   -469,087)
 -41,041 -114,562  -70,837 -291,040 -172,307 -402,918 -357,706  -66,169 -111,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     28.3      3.7     70.0     53.5     90.7     85.5      9.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
      69      115       57      176      217      273      361                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      525,972
COMMITMENTS
  61,461   52,397    5,221  354,482  287,120  421,164  344,738  104,808  181,234

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:    -53,915)
   7,920       49   -3,650  -37,665  -32,289  -33,395  -35,890  -20,520  -18,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     10.0      1.0     67.4     54.6     80.1     65.5     19.9     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      14       11        6       53       54       70       68                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,680,757
COMMITMENTS
 534,372  1104377  151,908  2738804  2029365  3425084  3285650  255,673  395,107

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:   -212,912)
 -63,676   33,472  -13,329  -53,243 -113,967 -130,248  -93,824  -82,664 -119,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     30.0      4.1     74.4     55.1     93.1     89.3      6.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      57       73       40      147      170      229      258                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,885,196
COMMITMENTS
 227,915  182,052  465,955  1164780  1185542  1858650  1833549   26,546   51,647

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:   -271,712)
-177,214  -39,794  -29,874  -41,636 -173,638 -248,724 -243,306  -22,988  -28,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      9.7     24.7     61.8     62.9     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      31       38       52       59       72      117      143                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,855
COMMITMENTS
  16,345    7,523      135   24,374   34,594   40,854   42,252    8,001    6,603

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:     -3,675)
     184   -2,116     -917   -1,858     -580   -2,592   -3,613   -1,084      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     15.4      0.3     49.9     70.8     83.6     86.5     16.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      33       15        6       28       29       64       47                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,709
COMMITMENTS
  32,690   15,046      270   48,747   69,187   81,707   84,503   16,002   13,206

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:     -7,350)
     367   -4,231   -1,834   -3,716   -1,160   -5,183   -7,225   -2,167     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     15.4      0.3     49.9     70.8     83.6     86.5     16.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      33       15        6       28       29       64       47                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       72,627
COMMITMENTS
  62,434   72,242      295    9,620        0   72,349   72,537      278       90

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:     -5,386)
  -5,396   -5,435        0      -43        0   -5,439   -5,435       53       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.0     99.5      0.4     13.2      0.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      30        9        2        3        0       34       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,640
COMMITMENTS
   5,033   14,064      249   28,318   19,244   33,600   33,557       40       83

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:        430)
     542      928      -15      -72     -466      455      447      -25      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     41.8      0.7     84.2     57.2     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       17        1        8       18       14       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 06/05/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       19,590
COMMITMENTS
  18,188    8,823        0    1,391   10,686   19,579   19,509       11       81

CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST:        363)
     403       35        0        0      296      403      331      -40       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    92.8     45.0      0.0      7.1     54.5     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       13        0        3       13       10       26                  



Updated June 8, 2018