WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      611,968
COMMITMENTS
 148,631  132,252  217,460  213,340  217,183  579,431  566,895   32,537   45,073

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:       -179)
    -244  -20,398   12,386  -12,852    8,286     -710      274      532     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     21.6     35.5     34.9     35.5     94.7     92.6      5.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
     122      149      164      106      127      339      347                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       14,240
COMMITMENTS
   4,950      700      200    9,090   13,080   14,240   13,980        0      260

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8      4.9      1.4     63.8     91.9    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        1        8       10       13       13                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      282,330
COMMITMENTS
  92,455   33,730   69,662   97,907  153,602  260,023  256,994   22,307   25,336

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:      9,300)
   5,945   -2,348    2,031    1,449    8,876    9,425    8,559     -126      741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.7     11.9     24.7     34.7     54.4     92.1     91.0      7.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      96       44       77       81       97      211      193                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,362,419
COMMITMENTS
 552,125  201,123  668,869  927,592  1203439  2148586  2073431  213,833  288,988

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     44,289)
     395  -20,390   15,986   36,322   41,195   52,702   36,791   -8,413    7,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      8.5     28.3     39.3     50.9     90.9     87.8      9.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      982)
     261      181      286      392      446      797      795                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,833
COMMITMENTS
   1,331    1,490      120    1,053    1,995    2,505    3,606    3,329    2,228

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:       -322)
    -102      134       19      -50     -320     -133     -167     -189     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     25.5      2.1     18.1     34.2     42.9     61.8     57.1     38.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7       12        2       10        7       18       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,034,304
COMMITMENTS
 237,431   73,522  235,783  502,288  599,510  975,502  908,815   58,802  125,489

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     14,249)
 -32,165    6,347   14,703   31,417   -6,735   13,956   14,315      294      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0      7.1     22.8     48.6     58.0     94.3     87.9      5.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      718)
     228      156      251      228      278      566      589                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,160
COMMITMENTS
  15,442    3,934      565      637    7,838   16,644   12,337   14,516   18,823

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:       -238)
     -60     -153       -8       -2       49      -70     -112     -168     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.6     12.6      1.8      2.0     25.2     53.4     39.6     46.6     60.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        9        3        1       16        5       28                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      538,981
COMMITMENTS
 131,687  155,617  125,925  240,388  223,777  498,000  505,319   40,981   33,662

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:      6,195)
  -3,892   -4,860    7,871    2,053    4,381    6,031    7,392      164   -1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     28.9     23.4     44.6     41.5     92.4     93.8      7.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     106      112      129       99       83      285      281                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,030,672
COMMITMENTS
 137,825  131,909  117,072  623,482  568,186  878,379  817,167  152,293  213,505

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     17,093)
    -341  -11,037    2,208   10,781   32,307   12,648   23,477    4,445   -6,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     12.8     11.4     60.5     55.1     85.2     79.3     14.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      38       39       47       95       95      157      157                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,012,491
COMMITMENTS
  66,626  244,307   16,720  797,909  638,222  881,255  899,250  131,235  113,241

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     27,116)
   1,887    7,681      189   17,921   17,329   19,996   25,199    7,119    1,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6     24.1      1.7     78.8     63.0     87.0     88.8     13.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      17       15       19       73       70       98       96                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,064
COMMITMENTS
     686      164      330      679    1,351    1,695    1,845      369      219

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:        222)
     193      -56       63      -36      187      220      194        2       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.2      7.9     16.0     32.9     65.5     82.1     89.4     17.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        4        3        6        7       15       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      580,661
COMMITMENTS
 180,622   20,395  128,293  219,887  399,444  528,802  548,132   51,859   32,529

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     -6,904)
  -7,636   -1,569   -3,191    4,927     -915   -5,900   -5,675   -1,003   -1,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1      3.5     22.1     37.9     68.8     91.1     94.4      8.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     142       39      114      105      112      290      240                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,343
COMMITMENTS
   1,740      608    1,003    4,063    6,745    6,806    8,356    2,538      988

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:         37)
    -132      -42      291      -83     -154       77       95      -40      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      6.5     10.7     43.5     72.2     72.8     89.4     27.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19        5       11       19       15       41       30                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,185,630
COMMITMENTS
 435,723  487,917  182,593  1433103  1330492  2051420  2001002  134,211  184,628

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:    104,999)
  23,137   15,704   18,055   66,289   67,993  107,481  101,752   -2,482    3,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     22.3      8.4     65.6     60.9     93.9     91.6      6.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      56       77       50      154      149      241      245                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,483,849
COMMITMENTS
 697,939  1069906  555,753  2854885  2243305  4108577  3868964  375,272  614,884

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     94,059)
  73,588   35,042    8,871   27,972   52,595  110,431   96,508  -16,372   -2,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     23.9     12.4     63.7     50.0     91.6     86.3      8.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
      85      114      108      198      214      338      381                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      538,736
COMMITMENTS
  63,253   76,581    5,659  363,730  287,328  432,642  369,568  106,094  169,168

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:      6,879)
  -8,285   12,849   -1,256   15,519       32    5,978   11,625      901   -4,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     14.2      1.1     67.5     53.3     80.3     68.6     19.7     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      15       12        6       52       53       71       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,005,148
COMMITMENTS
 528,147  1158346  355,528  2835442  2052612  3719118  3566486  286,030  438,662

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     16,800)
 -18,235   34,384   -5,776   29,332   13,794    5,321   42,401   11,479  -25,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     28.9      8.9     70.8     51.2     92.9     89.0      7.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      53       82       63      159      175      251      281                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,159,413
COMMITMENTS
 268,470  222,037  572,716  1288001  1309748  2129187  2104501   30,226   54,912

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:    -13,558)
  -6,269   56,085  -53,651   47,092  -11,413  -12,828   -8,980     -730   -4,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     10.3     26.5     59.6     60.7     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      30       49       57       62       71      126      148                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,875
COMMITMENTS
  16,803   15,501      848   27,248   29,792   44,899   46,141    7,976    6,734

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:       -410)
     585      431     -290     -394   -1,001     -100     -860     -310      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.8     29.3      1.6     51.5     56.3     84.9     87.3     15.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      36       19        8       30       27       67       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      105,750
COMMITMENTS
  33,605   31,002    1,696   54,497   59,583   89,798   92,281   15,952   13,469

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:       -821)
   1,169      862     -581     -789   -2,002     -200   -1,720     -620      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.8     29.3      1.6     51.5     56.3     84.9     87.3     15.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      36       19        8       30       27       67       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       21,442
COMMITMENTS
       0      444        0   20,183   20,244   20,183   20,688    1,259      754

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.1      0.0     94.1     94.4     94.1     96.5      5.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0        9       11        9       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       80,427
COMMITMENTS
  70,321   78,543      251    9,634    1,633   80,206   80,427      221        0

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:     12,119)
  12,272   12,109       10     -142        0   12,140   12,119      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.4     97.7      0.3     12.0      2.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      33        9        2        3        1       37       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,386
COMMITMENTS
   2,054    8,690      264   26,998   20,342   29,316   29,296       70       90

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:        185)
     -75       34        0      234      155      159      189       26       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     29.6      0.9     91.9     69.2     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3       16        1        8       19       12       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,690
COMMITMENTS
  17,225    6,460        0    1,431   12,143   18,656   18,603       34       87

CHANGES FROM 05/01/18 (CHANGE IN OPEN INTEREST:        185)
     140      -16        0       27      222      167      206       18      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    92.2     34.6      0.0      7.7     65.0     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       12        0        4       14       10       26                  



Updated May 11, 2018