WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      612,485
COMMITMENTS
 137,219  158,366  214,579  226,744  193,156  578,542  566,100   33,943   46,385

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:    -18,084)
     163      885  -20,199    3,517    2,707  -16,519  -16,607   -1,564   -1,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     25.9     35.0     37.0     31.5     94.5     92.4      5.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     124      156      167      110      128      344      359                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      293,491
COMMITMENTS
  83,728   37,231   76,120  110,495  153,709  270,342  267,060   23,149   26,430

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:     -8,459)
   6,262    4,532   -6,855   -5,133   -5,431   -5,726   -7,754   -2,732     -705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     12.7     25.9     37.6     52.4     92.1     91.0      7.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      98       48       87       83       88      220      194                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,382,243
COMMITMENTS
 502,460  235,110  688,758  970,286  1167363  2161504  2091231  220,739  291,012

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:    -66,188)
 -38,340   12,126  -29,556   10,380  -44,146  -57,515  -61,577   -8,673   -4,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      9.9     28.9     40.7     49.0     90.7     87.8      9.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      944)
     266      159      295      406      425      811      770                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,659
COMMITMENTS
   1,567    1,315      252    1,112    3,040    2,932    4,607    3,727    2,052

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:       -312)
       4       94      -72      -99     -106     -166      -84     -146     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     19.8      3.8     16.7     45.7     44.0     69.2     56.0     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6       12        5       11        7       19       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,174,860
COMMITMENTS
 275,066   64,701  285,551  553,214  685,048  1113832  1035300   61,028  139,560

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:     21,224)
   4,493   -5,723   -2,508   18,781   26,899   20,766   18,668      458    2,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      5.5     24.3     47.1     58.3     94.8     88.1      5.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      716)
     223      159      254      233      282      579      591                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       36,458
COMMITMENTS
  21,285    3,972      789      671    9,291   22,745   14,052   13,713   22,406

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:        991)
  -6,914      160      -36      -69      333   -7,019      457    8,010      534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.4     10.9      2.2      1.8     25.5     62.4     38.5     37.6     61.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        9        4        1       17        7       30                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,643
COMMITMENTS
   2,001      532    1,264      852    2,458    4,117    4,254      527      389

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:         25)
     -76     -112        7      -32       55     -101      -50      126       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.1     11.5     27.2     18.3     52.9     88.7     91.6     11.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        3        6        5       11       11       20                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      558,796
COMMITMENTS
 133,314  127,533  148,640  235,319  247,999  517,273  524,172   41,523   34,624

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:    -13,211)
  -7,671    6,888   -6,774   -2,275  -16,074  -16,720  -15,960    3,509    2,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     22.8     26.6     42.1     44.4     92.6     93.8      7.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     115      109      135       97       86      289      291                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      962,555
COMMITMENTS
 145,546  109,055  106,101  553,743  551,003  805,389  766,159  157,166  196,396

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:     64,084)
  13,708    8,036   22,562   19,311   38,692   55,580   69,289    8,504   -5,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     11.3     11.0     57.5     57.2     83.7     79.6     16.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      40       36       43       93       93      151      154                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      966,747
COMMITMENTS
  57,022  213,681   14,613  768,856  637,534  840,490  865,828  126,257  100,919

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:     13,643)
   2,397    5,430   -1,300    8,389   18,229    9,486   22,359    4,156   -8,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9     22.1      1.5     79.5     65.9     86.9     89.6     13.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      16       15       16       67       72       89       97                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      588,589
COMMITMENTS
 165,367   22,639  151,447  217,571  379,339  534,384  553,424   54,204   35,165

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:     18,521)
  -5,267   -2,857   12,567   10,536    7,503   17,836   17,213      685    1,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1      3.8     25.7     37.0     64.4     90.8     94.0      9.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     126       53      136      102      115      301      266                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,914
COMMITMENTS
   1,776    1,005      718    4,923    7,131    7,418    8,854    2,496    1,059

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:        841)
     644     -151      -52       35    1,241      627    1,038      215     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     10.1      7.2     49.7     71.9     74.8     89.3     25.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      17        8       10       17       16       37       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,064,727
COMMITMENTS
 419,904  497,782  147,293  1366413  1236800  1933611  1881876  131,116  182,851

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:     74,918)
  -2,887    3,527   14,983   63,393   54,472   75,489   72,982     -571    1,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     24.1      7.1     66.2     59.9     93.6     91.1      6.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      63       76       43      148      139      233      236                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,108,560
COMMITMENTS
 643,078  988,039  416,511  2677128  2154871  3736717  3559421  371,844  549,139

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:     86,929)
  10,171   72,273  -12,924   81,320   51,625   78,566  110,973    8,363  -24,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     24.0     10.1     65.2     52.4     90.9     86.6      9.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      463)
      80      120      107      197      221      334      391                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      546,288
COMMITMENTS
  69,509   71,501    7,923  360,419  296,472  437,851  375,896  108,437  170,392

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:     -6,165)
   4,191  -18,637    5,478  -17,213      458   -7,544  -12,701    1,379    6,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     13.1      1.5     66.0     54.3     80.2     68.8     19.8     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      15       10        7       53       52       71       66                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,783,204
COMMITMENTS
 552,491  1110202  300,060  2671787  1924794  3524338  3335055  258,867  448,149

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:    101,844)
 -17,172   31,219   23,103   99,118   49,392  105,048  103,715   -3,204   -1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     29.3      7.9     70.6     50.9     93.2     88.2      6.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      46       93       65      150      168      241      281                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,399,346
COMMITMENTS
 380,019  187,531  675,163  1309401  1475770  2364582  2338464   34,764   60,882

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:     27,018)
  42,438    3,586   -6,816  -10,325   32,384   25,296   29,153    1,722   -2,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      7.8     28.1     54.6     61.5     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      35       49       60       57       74      126      156                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,246
COMMITMENTS
  17,539    8,748    1,635   25,162   34,344   44,336   44,728    7,910    7,518

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:      2,253)
     415      485     -342    1,643    1,464    1,715    1,607      538      646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6     16.7      3.1     48.2     65.7     84.9     85.6     15.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      35       24        9       27       30       66       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,491
COMMITMENTS
  35,077   17,497    3,270   50,324   68,689   88,671   89,456   15,820   15,035

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:      4,507)
     829      969     -684    3,285    2,929    3,430    3,214    1,076    1,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6     16.7      3.1     48.2     65.7     84.9     85.6     15.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      35       24        9       27       30       66       59                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       47,891
COMMITMENTS
  37,461   46,007      251    9,907    1,633   47,619   47,891      272        0

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:      3,758)
   3,786    2,128        0      -53    1,633    3,733    3,761       25       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.2     96.1      0.5     20.7      3.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      33        8        2        3        1       37       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,755
COMMITMENTS
   2,757    8,914      264   26,711   20,487   29,732   29,665       23       90

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:        328)
       0        5        0      322      311      322      316        6       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     30.0      0.9     89.8     68.9     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4       17        1        7       20       12       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,219
COMMITMENTS
  16,328    6,761        0    1,874   11,406   18,202   18,167       17       52

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:       -458)
    -427     -112        0      -15     -351     -442     -463      -16        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    89.6     37.1      0.0     10.3     62.6     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8       13        0        5       12       13       25                  



Updated April 20, 2018