WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   623,639:   133,054    172,730    218,501    237,673    187,355    589,228    578,586:    34,411     45,053
Old  :   270,839:   106,291    146,145     60,274     87,113     47,965    253,678    254,384:    17,162     16,455
Other:   352,800:    93,868     93,689     91,123    150,560    139,390    335,551    324,202:    17,249     28,598
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    10,114:     4,739     20,049     -9,813     18,340        348     13,266     10,584:    -3,152       -471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       27.7       35.0       38.1       30.0       94.5       92.8:       5.5        7.2
Old  :     100.0:      39.2       54.0       22.3       32.2       17.7       93.7       93.9:       6.3        6.1
Other:     100.0:      26.6       26.6       25.8       42.7       39.5       95.1       91.9:       4.9        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       128        161        171        117        125        352        370:
Old  :       379:       124        126         80         89         87        246        261:
Other:       364:        96        130        103         92        113        259        279:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9        9.3       21.7       16.5        9.9        6.4       16.4       11.0
Old  :                 15.2       17.0       23.6       27.7       13.4       14.4       21.3       24.6
Other:                 20.4       14.1       30.1       24.0       18.1       11.0       26.8       18.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   304,207:    78,530     39,441     77,558    124,485    160,052    280,572    277,051:    23,635     27,156
Old  :   116,710:    56,110     40,718     12,455     39,186     54,954    107,751    108,128:     8,958      8,582
Other:   187,497:    48,500     24,802     39,023     85,299    105,099    172,821    168,924:    14,676     18,574
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :     5,530:      -697      6,002        998      4,350       -373      4,651      6,627:       879     -1,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       13.0       25.5       40.9       52.6       92.2       91.1:       7.8        8.9
Old  :     100.0:      48.1       34.9       10.7       33.6       47.1       92.3       92.6:       7.7        7.4
Other:     100.0:      25.9       13.2       20.8       45.5       56.1       92.2       90.1:       7.8        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        98         50         88         81         92        216        206:
Old  :       239:        78         56         31         60         67        152        141:
Other:       218:        65         48         58         65         84        160        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       19.2       22.9       27.5        7.9       12.8       13.7       19.3
Old  :                 19.7       20.1       30.2       31.7       19.4       20.1       29.8       31.7
Other:                 20.7       28.6       29.3       37.4       18.2       22.4       25.4       29.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,315,457:   502,162    274,659    619,259    979,954  1,135,799  2,101,374  2,029,717:   214,083    285,740
Old  : 1,664,270:   416,451    328,080    403,795    691,832    779,867  1,512,078  1,511,743:   152,192    152,527
Other:   651,187:   188,385     49,253    112,790    288,122    355,932    589,297    517,975:    61,891    133,213
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :     4,845:   -61,303     35,417      1,268     50,706    -26,212     -9,329     10,474:    14,174     -5,629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       11.9       26.7       42.3       49.1       90.8       87.7:       9.2       12.3
Old  :     100.0:      25.0       19.7       24.3       41.6       46.9       90.9       90.8:       9.1        9.2
Other:     100.0:      28.9        7.6       17.3       44.2       54.7       90.5       79.5:       9.5       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       911:       242        168        278        377        410        758        743:
Old  :       874:       223        177        235        356        379        691        685:
Other:       653:       139        106        108        193        347        389        511:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       10.8       19.2       16.2        6.7        5.8       11.4       10.1
Old  :                 11.3       13.0       18.4       18.6        9.7       11.3       15.7       16.0
Other:                 20.5       11.6       29.8       18.7       17.3        8.5       25.9       14.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,453:     1,507      1,142        399      1,114      3,350      3,020      4,891:     3,433      1,562
Old  :     4,683:     1,524      1,134         61        550      2,410      2,136      3,605:     2,548      1,078
Other:     1,770:       239        264         82        564        940        885      1,286:       885        484
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :       687:      -235        731        204        163       -166        133        770:       554        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       17.7        6.2       17.3       51.9       46.8       75.8:      53.2       24.2
Old  :     100.0:      32.5       24.2        1.3       11.7       51.5       45.6       77.0:      54.4       23.0
Other:     100.0:      13.5       14.9        4.6       31.9       53.1       50.0       72.7:      50.0       27.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8         11          7          8          8         20         23:
Old  :        30:        10         10          3          6          6         16         19:
Other:        16:         4          4          5          4          7         10         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       41.9       36.0       58.3       27.0       40.7       34.0       55.0
Old  :                 30.4       48.1       39.1       62.9       30.4       47.6       39.1       62.4
Other:                 42.4       50.9       49.6       69.7       41.4       50.7       43.5       65.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,057,007:   262,550     78,802    243,680    497,913    597,731  1,004,142    920,212:    52,866    136,795
Old  :   752,202:   215,182     81,599    164,743    336,251    437,171    716,176    683,512:    36,026     68,690
Other:   304,805:    73,092     22,928     53,212    161,662    160,560    287,966    236,701:    16,839     68,105
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    11,648:    -9,655      2,684      1,815     21,096      5,951     13,256     10,450:    -1,608      1,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        7.5       23.1       47.1       56.5       95.0       87.1:       5.0       12.9
Old  :     100.0:      28.6       10.8       21.9       44.7       58.1       95.2       90.9:       4.8        9.1
Other:     100.0:      24.0        7.5       17.5       53.0       52.7       94.5       77.7:       5.5       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       680:       208        148        240        208        280        524        574:
Old  :       653:       162        178        189        180        265        452        531:
Other:       510:       134        108        108        135        230        322        397:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       12.0       19.9       19.6       11.5        6.8       16.5       12.1
Old  :                 15.4       15.1       23.0       23.1       14.6       10.8       21.3       17.9
Other:                 16.2       10.7       25.3       17.6       11.8        7.1       18.3       11.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    31,021:    23,778      3,272        851        879      7,362     25,508     11,485:     5,513     19,536
Old  :    11,067:     8,253        973        621        877      2,609      9,751      4,203:     1,316      6,864
Other:    19,954:    15,713      2,487         42          2      4,753     15,757      7,282:     4,197     12,672
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :        68:       431         17        -34        -30        480        367        463:      -299       -395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.7       10.5        2.7        2.8       23.7       82.2       37.0:      17.8       63.0
Old  :     100.0:      74.6        8.8        5.6        7.9       23.6       88.1       38.0:      11.9       62.0
Other:     100.0:      78.7       12.5        0.2        0.0       23.8       79.0       36.5:      21.0       63.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         6          7          4          2         14          8         25:
Old  :        26:         5          7          3          2         14          8         23:
Other:        26:         5          7          3          1         14          6         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.9       16.2       82.2       23.3       73.9       16.2       78.9       22.9
Old  :                 78.1       20.9       88.1       28.4       72.8       18.1       82.3       24.6
Other:                 78.9       17.8       79.0       25.3       78.7       17.8       78.7       25.3
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,361:     2,684      1,115      1,127      1,138      2,893      4,950      5,135:       412        226
Old  :     5,355:     2,691      1,115      1,120      1,138      2,893      4,950      5,129:       405        226
Other:         6:         0          6          0          0          0          0          6:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :       332:       156        -11         93         28        243        278        324:        54          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       20.8       21.0       21.2       54.0       92.3       95.8:       7.7        4.2
Old  :     100.0:      50.2       20.8       20.9       21.3       54.0       92.4       95.8:       7.6        4.2
Other:     100.0:       0.0      100.0        0.0        0.0        0.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         6          8          8          6         12         15         25:
Old  :        26:         6          8          8          6         12         15         25:
Other:         3:         0          3          0          0          0          0          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       30.3       80.2       51.3       46.6       22.4       51.5       36.0
Old  :                 61.9       30.3       80.3       51.3       46.8       22.4       51.7       36.1
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   547,098:   137,590    121,372    128,435    240,318    265,923    506,342    515,730:    40,756     31,368
Old  :   436,167:   131,107    123,400     86,435    186,560    200,633    404,102    410,468:    32,065     25,698
Other:   110,931:    34,926     26,415     13,556     53,757     65,290    102,240    105,261:     8,692      5,670
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    20,665:     2,542     10,332     12,077      4,886     -2,284     19,506     20,125:     1,159        539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       22.2       23.5       43.9       48.6       92.6       94.3:       7.4        5.7
Old  :     100.0:      30.1       28.3       19.8       42.8       46.0       92.6       94.1:       7.4        5.9
Other:     100.0:      31.5       23.8       12.2       48.5       58.9       92.2       94.9:       7.8        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       105        104        122         99         88        278        275:
Old  :       358:       125        104        102         92         84        259        255:
Other:       193:        50         60         46         54         45        138        123:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       24.5       18.1       30.6       11.3       21.8       17.4       27.3
Old  :                 11.7       23.7       19.2       30.5       11.4       21.7       18.3       28.3
Other:                 21.1       36.6       32.2       48.1       19.8       35.3       30.8       46.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   921,475:   164,264    115,685     79,834    527,842    528,785    771,940    724,305:   149,535    197,170
Old  :   921,475:   164,264    115,685     79,834    527,842    528,785    771,940    724,305:   149,535    197,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :   -18,217:      -544        666    -22,114     -4,589     -1,879    -27,248    -23,327:     9,030      5,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       12.6        8.7       57.3       57.4       83.8       78.6:      16.2       21.4
Old  :     100.0:      17.8       12.6        8.7       57.3       57.4       83.8       78.6:      16.2       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        39         37         39         89         94        146        152:
Old  :       187:        39         37         39         89         94        146        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       24.5       29.8       34.8       14.9       18.5       22.1       25.6
Old  :                 21.2       24.5       29.8       34.8       14.9       18.5       22.1       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   950,685:    48,198    200,636     19,969    757,996    618,961    826,162    839,566:   124,522    111,119
Old  :   950,685:    48,198    200,636     19,969    757,996    618,961    826,162    839,566:   124,522    111,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :     4,068:    -3,966      1,266        721     -1,284      5,399     -4,529      7,386:     8,597     -3,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       21.1        2.1       79.7       65.1       86.9       88.3:      13.1       11.7
Old  :     100.0:       5.1       21.1        2.1       79.7       65.1       86.9       88.3:      13.1       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        16         16         18         61         67         85         93:
Old  :       119:        16         16         18         61         67         85         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       36.2       41.3       49.0       22.7       36.2       34.6       47.5
Old  :                 28.4       36.2       41.3       49.0       22.7       36.2       34.6       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     2,010:     1,120         85        115        425      1,635      1,660      1,835:       350        175
Old  :     2,010:     1,120         85        115        425      1,635      1,660      1,835:       350        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :      -110:       -88       -153       -101         85        139       -104       -115:        -6          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.7        4.2        5.7       21.1       81.3       82.6       91.3:      17.4        8.7
Old  :     100.0:      55.7        4.2        5.7       21.1       81.3       82.6       91.3:      17.4        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          2          1          5          9         16         12:
Old  :        23:        11          2          1          5          9         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       60.5       64.7       82.8       36.5       52.6       52.5       64.1
Old  :                 43.7       60.5       64.7       82.8       36.5       52.6       52.5       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   517,981:   157,940     21,121    101,115    208,219    362,946    467,274    485,182:    50,707     32,799
Old  :   404,480:   133,814     24,404     73,206    155,041    280,161    362,061    377,771:    42,419     26,709
Other:   113,501:    34,925      7,516     17,110     53,178     82,786    105,213    107,412:     8,288      6,089
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    10,112:     1,299       -621        656      4,312      8,598      6,267      8,634:     3,845      1,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        4.1       19.5       40.2       70.1       90.2       93.7:       9.8        6.3
Old  :     100.0:      33.1        6.0       18.1       38.3       69.3       89.5       93.4:      10.5        6.6
Other:     100.0:      30.8        6.6       15.1       46.9       72.9       92.7       94.6:       7.3        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:       120         46        100        100        113        262        228:
Old  :       301:       119         49         86         95        109        248        213:
Other:       172:        55         30         39         61         61        136        111:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.8       29.7       16.8       38.5        9.4       27.3       13.8       35.1
Old  :                 12.1       31.4       17.9       41.0       12.1       30.8       17.2       39.7
Other:                 19.5       34.9       30.7       46.1       16.1       32.4       26.4       41.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,541:       801      1,514        649      4,786      4,804      6,237      6,967:     2,304      1,573
Old  :     7,389:       812      1,857        283      4,274      3,831      5,370      5,971:     2,020      1,419
Other:     1,151:       351         19          4        512        973        867        997:       284        155
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :       114:       -62         90        -45        282        133        175        178:       -61        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       17.7        7.6       56.0       56.2       73.0       81.6:      27.0       18.4
Old  :     100.0:      11.0       25.1        3.8       57.8       51.8       72.7       80.8:      27.3       19.2
Other:     100.0:      30.5        1.7        0.3       44.4       84.5       75.3       86.5:      24.7       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        12         11         14         18         13         36         36:
Old  :        51:        13         14         11         16         13         31         36:
Other:        21:         7          3          2          5          7         12         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       41.5       48.3       55.6       36.1       40.9       44.0       53.7
Old  :                 40.2       39.8       51.3       54.5       38.9       39.2       47.8       53.9
Other:                 45.0       72.4       68.7       85.6       42.9       72.4       66.6       84.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,971,358:   355,540    460,717    145,857  1,337,557  1,187,433  1,838,954  1,794,007:   132,404    177,351
Old  : 1,971,358:   355,540    460,717    145,857  1,337,557  1,187,433  1,838,954  1,794,007:   132,404    177,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :   -19,704:    63,511    -11,416     -9,528    -76,492      2,357    -22,508    -18,587:     2,804     -1,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       23.4        7.4       67.8       60.2       93.3       91.0:       6.7        9.0
Old  :     100.0:      18.0       23.4        7.4       67.8       60.2       93.3       91.0:       6.7        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       349:        68         80         46        140        142        236        240:
Old  :       349:        68         80         46        140        142        236        240:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       20.4       27.6       30.0       15.0       13.7       22.9       22.6
Old  :                 17.0       20.4       27.6       30.0       15.0       13.7       22.9       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,068,563:   623,354    885,865    445,856  2,638,733  2,145,343  3,707,943  3,477,063:   360,620    591,500
Old  : 4,068,563:   623,354    885,865    445,856  2,638,733  2,145,343  3,707,943  3,477,063:   360,620    591,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :  -232,781:     1,958    -18,627   -145,321   -101,916    -68,425   -245,278   -232,373:    12,497       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       21.8       11.0       64.9       52.7       91.1       85.5:       8.9       14.5
Old  :     100.0:      15.3       21.8       11.0       64.9       52.7       91.1       85.5:       8.9       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       440:        77        111        102        180        210        309        371:
Old  :       440:        77        111        102        180        210        309        371:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       13.6       32.8       21.7       19.4       10.7       27.5       16.0
Old  :                 23.0       13.6       32.8       21.7       19.4       10.7       27.5       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   550,265:    75,402     76,950      2,121    372,165    295,834    449,688    374,905:   100,577    175,360
Old  :   550,265:    75,402     76,950      2,121    372,165    295,834    449,688    374,905:   100,577    175,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    -3,124:   -12,011     -6,973     -1,495      6,841     -2,127     -6,665    -10,595:     3,541      7,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       14.0        0.4       67.6       53.8       81.7       68.1:      18.3       31.9
Old  :     100.0:      13.7       14.0        0.4       67.6       53.8       81.7       68.1:      18.3       31.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        14         11          7         49         49         67         63:
Old  :        92:        14         11          7         49         49         67         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       15.0       46.1       24.8       35.1       14.6       44.5       23.6
Old  :                 35.6       15.0       46.1       24.8       35.1       14.6       44.5       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,615,214:   552,854    974,282    275,059  2,490,763  1,891,690  3,318,676  3,141,030:   296,537    474,183
Old  : 3,615,214:   552,854    974,282    275,059  2,490,763  1,891,690  3,318,676  3,141,030:   296,537    474,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :  -102,788:   -15,694    -29,881    -87,384    -19,207      3,534   -122,284   -113,730:    19,497     10,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       26.9        7.6       68.9       52.3       91.8       86.9:       8.2       13.1
Old  :     100.0:      15.3       26.9        7.6       68.9       52.3       91.8       86.9:       8.2       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:        51         76         57        136        160        221        259:
Old  :       324:        51         76         57        136        160        221        259:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       17.1       45.0       27.6       28.7       13.6       38.9       21.8
Old  :                 34.4       17.1       45.0       27.6       28.7       13.6       38.9       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,463,293:   372,731    257,427    668,441  1,383,952  1,474,112  2,425,124  2,399,980:    38,169     63,313
Old  : 2,463,293:   372,731    257,427    668,441  1,383,952  1,474,112  2,425,124  2,399,980:    38,169     63,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :   176,486:      -377    -11,049     67,973    108,922    120,159    176,518    177,082:       -32       -597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       10.5       27.1       56.2       59.8       98.5       97.4:       1.5        2.6
Old  :     100.0:      15.1       10.5       27.1       56.2       59.8       98.5       97.4:       1.5        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        37         47         57         61         76        128        156:
Old  :       168:        37         47         57         61         76        128        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       26.8       44.3       40.3       21.5       15.6       28.3       20.9
Old  :                 26.4       26.8       44.3       40.3       21.5       15.6       28.3       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    53,169:    21,328      7,783      1,326     22,420     37,756     45,074     46,865:     8,095      6,304
Old  :    53,169:    21,328      7,783      1,326     22,420     37,756     45,074     46,865:     8,095      6,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :      -991:      -517       -361       -353         23        -79       -847       -794:      -144       -197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       14.6        2.5       42.2       71.0       84.8       88.1:      15.2       11.9
Old  :     100.0:      40.1       14.6        2.5       42.2       71.0       84.8       88.1:      15.2       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        42         16         12         26         29         72         53:
Old  :       104:        42         16         12         26         29         72         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       40.6       45.7       60.3       35.6       38.6       45.3       57.9
Old  :                 35.7       40.6       45.7       60.3       35.6       38.6       45.3       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   106,339:    42,656     15,566      2,651     44,840     75,512     90,148     93,730:    16,191     12,609
Old  :   106,339:    42,656     15,566      2,651     44,840     75,512     90,148     93,730:    16,191     12,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    -1,982:    -1,034       -722       -707         46       -158     -1,695     -1,587:      -287       -395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       14.6        2.5       42.2       71.0       84.8       88.1:      15.2       11.9
Old  :     100.0:      40.1       14.6        2.5       42.2       71.0       84.8       88.1:      15.2       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        42         16         12         26         29         72         53:
Old  :       104:        42         16         12         26         29         72         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       40.6       45.7       60.3       35.6       38.6       45.3       57.9
Old  :                 35.7       40.6       45.7       60.3       35.6       38.6       45.3       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    21,819:       500      1,598          0     19,917     19,450     20,417     21,048:     1,402        771
Old  :    21,819:       500      1,598          0     19,917     19,450     20,417     21,048:     1,402        771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        7.3        0.0       91.3       89.1       93.6       96.5:       6.4        3.5
Old  :     100.0:       2.3        7.3        0.0       91.3       89.1       93.6       96.5:       6.4        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          3          0          7         11          8         14:
Old  :        20:         1          3          0          7         11          8         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.3       75.2       93.6       90.5       83.3       75.2       92.6       90.5
Old  :                 84.3       75.2       93.6       90.5       83.3       75.2       92.6       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    51,494:    35,096     51,240        251     15,941          0     51,288     51,491:       206          3
Old  :    51,494:    35,096     51,240        251     15,941          0     51,288     51,491:       206          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    -5,513:      -864     -2,134     -3,360     -1,257          0     -5,481     -5,494:       -32        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.2       99.5        0.5       31.0        0.0       99.6      100.0:       0.4        0.0
Old  :     100.0:      68.2       99.5        0.5       31.0        0.0       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        31          9          2          3          0         35         10:
Old  :        43:        31          9          2          3          0         35         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       95.2       85.2       99.9       61.6       95.2       84.9       99.4
Old  :                 61.9       95.2       85.2       99.9       61.6       95.2       84.9       99.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    27,223:     2,559      6,374        298     24,360     20,434     27,217     27,106:         6        117
Old  :    27,223:     2,559      6,374        298     24,360     20,434     27,217     27,106:         6        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :    -1,466:      -991       -241        215       -690     -1,441     -1,466     -1,467:         0          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       23.4        1.1       89.5       75.1      100.0       99.6:       0.0        0.4
Old  :     100.0:       9.4       23.4        1.1       89.5       75.1      100.0       99.6:       0.0        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         5         18          1          8         19         13         38:
Old  :        49:         5         18          1          8         19         13         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.2       42.5       97.5       64.3       84.2       42.5       97.1       64.3
Old  :                 84.2       42.5       97.5       64.3       84.2       42.5       97.1       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    19,196:    17,297      6,657          0      1,893     12,496     19,190     19,153:         6         43
Old  :    19,196:    17,297      6,657          0      1,893     12,496     19,190     19,153:         6         43
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2018                       :
     :       196:      -403        -26          0        623        213        220        187:       -24          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.1       34.7        0.0        9.9       65.1      100.0       99.8:       0.0        0.2
Old  :     100.0:      90.1       34.7        0.0        9.9       65.1      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         6         15          0          5         13         11         28:
Old  :        38:         6         15          0          5         13         11         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.4       48.0       98.8       73.2       91.2       48.0       95.2       73.2
Old  :                 93.4       48.0       98.8       73.2       91.2       48.0       95.2       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 30, 2018