WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      612,147
COMMITMENTS
 148,875  152,650  205,075  226,192  208,896  580,142  566,621   32,005   45,525

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     29,564)
  13,912  -10,729   14,407    1,036   23,788   29,356   27,466      209    2,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     24.9     33.5     37.0     34.1     94.8     92.6      5.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      434)
     124      149      152      108      126      330      346                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      273,030
COMMITMENTS
  86,509   36,078   67,631   96,458  144,726  250,598  248,435   22,432   24,595

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     -6,005)
    -480    1,698       63   -4,956   -4,503   -5,373   -2,742     -632   -3,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7     13.2     24.8     35.3     53.0     91.8     91.0      8.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      99       45       78       78       90      210      190                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,318,130
COMMITMENTS
 551,730  221,513  652,884  891,270  1162244  2095884  2036641  222,246  281,490

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     58,930)
  43,705  -22,914   28,377  -14,726   52,743   57,356   58,206    1,574      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8      9.6     28.2     38.4     50.1     90.4     87.9      9.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      975)
     280      155      284      393      446      799      785                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,155
COMMITMENTS
   1,433    1,356      101    1,103    2,315    2,638    3,772    3,518    2,383

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:       -167)
      33      214        8      -56     -419      -15     -196     -152       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.3     22.0      1.6     17.9     37.6     42.9     61.3     57.1     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6       12        2       10        6       18       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,020,055
COMMITMENTS
 269,596   67,175  221,080  470,870  606,244  961,546  894,500   58,509  125,555

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:    -35,854)
  12,743    1,139   -8,051  -41,473  -22,025  -36,782  -28,937      929   -6,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4      6.6     21.7     46.2     59.4     94.3     87.7      5.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      726)
     224      151      247      227      290      569      597                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,398
COMMITMENTS
  15,502    4,087      573      639    7,789   16,714   12,449   14,684   18,949

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        9        3        1       16        5       28                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,823
COMMITMENTS
   2,121      642    1,109    1,201    2,675    4,431    4,425      392      398

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:        148)
     -79      -17      107      145       43      173      133      -25       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.0     13.3     23.0     24.9     55.5     91.9     91.8      8.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        5        7       12       12       20                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      532,786
COMMITMENTS
 135,580  160,477  118,055  238,335  219,396  491,969  497,927   40,817   34,859

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     14,357)
   1,436   24,816   -3,099   12,567   -9,374   10,905   12,343    3,452    2,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     30.1     22.2     44.7     41.2     92.3     93.5      7.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     107      114      126       97       85      283      280                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,013,579
COMMITMENTS
 138,166  142,946  114,864  612,701  535,880  865,731  793,690  147,848  219,889

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     40,290)
    -235   21,720    8,556   38,925     -639   47,247   29,637   -6,957   10,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     14.1     11.3     60.4     52.9     85.4     78.3     14.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      36       41       43       92       91      150      153                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      985,375
COMMITMENTS
  64,739  236,626   16,531  779,988  620,893  861,259  874,051  124,116  111,324

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:      8,447)
   7,989   19,717     -258      -58  -11,222    7,673    8,237      774      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6     24.0      1.7     79.2     63.0     87.4     88.7     12.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      16       18       18       71       72       96       99                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,842
COMMITMENTS
     493      220      267      715    1,164    1,475    1,651      367      191

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        6        3        4        6       13       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      587,565
COMMITMENTS
 188,259   21,964  131,484  214,960  400,359  534,702  553,806   52,862   33,758

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     31,230)
  30,692   -2,963    1,502   -2,787   32,763   29,406   31,301    1,824      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.0      3.7     22.4     36.6     68.1     91.0     94.3      9.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     149       47      118       98      111      300      243                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,307
COMMITMENTS
   1,871      650      712    4,146    6,899    6,729    8,261    2,578    1,046

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:       -177)
    -129     -222      -67      -14      -15     -210     -305       33      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1      7.0      7.6     44.5     74.1     72.3     88.8     27.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14        6        5       19       15       35       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,080,632
COMMITMENTS
 412,586  472,213  164,538  1366814  1262499  1943939  1899250  136,693  181,381

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:      8,149)
  15,593    9,111  -23,298    9,526   26,724    1,820   12,536    6,329   -4,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     22.7      7.9     65.7     60.7     93.4     91.3      6.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      51       78       45      153      150      233      244                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,389,790
COMMITMENTS
 624,351  1034864  546,882  2826913  2190710  3998146  3772457  391,644  617,333

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:    -24,028)
  17,908     -965    6,487  -40,058  -30,624  -15,663  -25,102   -8,366    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     23.6     12.5     64.4     49.9     91.1     85.9      8.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
      74      120      101      192      212      320      379                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      531,857
COMMITMENTS
  71,538   63,732    6,915  348,211  287,296  426,664  357,943  105,193  173,914

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      18       11        6       51       53       72       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,988,348
COMMITMENTS
 546,382  1123962  361,304  2806110  2038818  3713797  3524084  274,551  464,263

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:    143,622)
  -7,438    9,344   14,910  131,943  119,618  139,414  143,871    4,208     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     28.2      9.1     70.4     51.1     93.1     88.4      6.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      52       89       64      162      179      255      291                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,172,971
COMMITMENTS
 274,739  165,953  626,368  1240909  1321161  2142016  2113481   30,956   59,490

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:   -261,912)
-146,813  -39,444  -44,377  -64,440 -180,945 -255,630 -264,766   -6,282    2,853

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      28       46       54       58       70      118      143                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,285
COMMITMENTS
  16,218   15,070    1,138   27,643   30,793   44,999   47,001    8,286    6,284

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     -1,599)
   1,065     -225     -708   -1,946     -604   -1,589   -1,537      -10      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     28.3      2.1     51.9     57.8     84.4     88.2     15.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      38       18       12       29       28       71       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,571
COMMITMENTS
  32,436   30,140    2,277   55,285   61,585   89,998   94,002   16,572   12,569

CHANGES FROM 04/24/18 (CHANGE IN OPEN INTEREST:     -3,198)
   2,129     -450   -1,416   -3,891   -1,209   -3,177   -3,074      -20     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     28.3      2.1     51.9     57.8     84.4     88.2     15.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      38       18       12       29       28       71       54                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       68,308
COMMITMENTS
  58,049   66,434      241    9,776    1,633   68,066   68,308      242        0

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

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

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

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

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

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

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

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

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



Updated May 4, 2018