WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      605,554
COMMITMENTS
 148,890  140,550  208,288  215,620  212,489  572,798  561,328   32,757   44,226

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     -6,414)
     259    8,299   -9,172    2,279   -4,693   -6,633   -5,566      220     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     23.2     34.4     35.6     35.1     94.6     92.7      5.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
     132      140      162      107      125      340      344                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       14,640
COMMITMENTS
   5,250      700      200    9,090   13,380   14,540   14,280      100      360

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:        400)
     300        0        0        0      300      300      300      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9      4.8      1.4     62.1     91.4     99.3     97.5      0.7      2.5

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 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      284,114
COMMITMENTS
  88,184   32,629   70,441  103,227  155,021  261,852  258,091   22,262   26,023

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:      1,784)
  -4,270   -1,101      780    5,320    1,419    1,829    1,097      -44      687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0     11.5     24.8     36.3     54.6     92.2     90.8      7.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      97       42       83       81       94      214      197                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,406,162
COMMITMENTS
 545,232  216,409  691,463  945,520  1203906  2182216  2111778  223,946  294,383

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     43,742)
  -6,893   15,286   22,594   17,929      468   33,630   38,347   10,113    5,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7      9.0     28.7     39.3     50.0     90.7     87.8      9.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      975)
     267      175      283      401      443      800      790                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,797
COMMITMENTS
   1,255    1,563      189    1,420    1,951    2,864    3,703    2,933    2,094

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:        -36)
     -76       73       69      367      -45      360       97     -396     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     27.0      3.3     24.5     33.6     49.4     63.9     50.6     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       13        3       11        7       19       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,069,154
COMMITMENTS
 232,200   87,704  256,177  521,975  604,438  1010351  948,319   58,803  120,835

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     34,850)
  -5,231   14,182   20,393   19,687    4,928   34,849   39,503        1   -4,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7      8.2     24.0     48.8     56.5     94.5     88.7      5.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      713)
     220      164      252      230      273      568      584                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       30,853
COMMITMENTS
  15,155    3,815      579      629    7,815   16,363   12,209   14,490   18,644

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:       -307)
    -287     -119       14       -8      -23     -281     -128      -26     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.1     12.4      1.9      2.0     25.3     53.0     39.6     47.0     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 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      536,377
COMMITMENTS
 134,490  147,857  132,301  229,571  224,021  496,362  504,180   40,015   32,197

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     -2,605)
   2,802   -7,760    6,376  -10,816      244   -1,638   -1,140     -967   -1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     27.6     24.7     42.8     41.8     92.5     94.0      7.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     102      112      131       94       84      280      280                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,104,262
COMMITMENTS
 142,486  128,312  158,492  650,676  597,826  951,654  884,630  152,608  219,632

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     73,590)
   4,661   -3,597   41,420   27,194   29,639   73,275   67,463      315    6,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     11.6     14.4     58.9     54.1     86.2     80.1     13.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      46       32       50      102      100      164      166                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,036,714
COMMITMENTS
  83,342  271,691   17,520  805,232  626,899  906,094  916,110  130,620  120,604

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     24,223)
  16,716   27,384      799    7,323  -11,323   24,838   16,860     -615    7,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     26.2      1.7     77.7     60.5     87.4     88.4     12.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      16       17       20       71       72       97       99                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,829
COMMITMENTS
     823      296      306      402      969    1,531    1,571      298      258

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:       -235)
     137      132      -24     -277     -382     -164     -274      -71       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0     16.2     16.7     22.0     53.0     83.7     85.9     16.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        5        5        6        5       17       13                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      588,612
COMMITMENTS
 174,791   23,598  132,236  231,569  399,785  538,596  555,620   50,016   32,992

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:      7,951)
  -5,831    3,203    3,943   11,682      341    9,794    7,488   -1,843      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7      4.0     22.5     39.3     67.9     91.5     94.4      8.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     142       42      113      108      114      290      245                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,905
COMMITMENTS
   1,139      720    1,302    4,251    5,811    6,692    7,833    2,212    1,072

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:       -438)
    -601      112      299      188     -934     -113     -523     -325       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      8.1     14.6     47.7     65.3     75.2     88.0     24.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13        9       14       19       15       39       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,336,240
COMMITMENTS
 462,757  493,706  228,764  1509143  1428449  2200663  2150919  135,576  185,320

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:    150,609)
  27,033    5,790   46,171   76,039   97,956  149,244  149,917    1,365      692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     21.1      9.8     64.6     61.1     94.2     92.1      5.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      52       90       50      152      147      238      253                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,825,265
COMMITMENTS
 686,690  1061992  706,604  3010273  2389940  4403566  4158535  421,699  666,730

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:    341,416)
 -11,249   -7,915  150,850  155,388  146,635  294,989  289,571   46,427   51,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     22.0     14.6     62.4     49.5     91.3     86.2      8.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
      89      109      108      210      225      350      391                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      547,968
COMMITMENTS
  70,712   78,312    4,470  371,094  291,575  446,276  374,357  101,692  173,611

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:      9,232)
   7,459    1,731   -1,189    7,364    4,247   13,634    4,789   -4,402    4,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     14.3      0.8     67.7     53.2     81.4     68.3     18.6     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      15       12        7       54       55       73       70                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,259,707
COMMITMENTS
 514,991  1132386  434,185  3020397  2239406  3969572  3805976  290,135  453,730

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:    254,559)
 -13,156  -25,960   78,656  184,954  186,794  250,454  239,490    4,105   15,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     26.6     10.2     70.9     52.6     93.2     89.3      6.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
      55       88       69      162      181      262      293                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,207,241
COMMITMENTS
 288,028  221,207  611,022  1274519  1318618  2173569  2150847   33,672   56,394

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     47,827)
  19,558     -830   38,305  -13,482    8,870   44,381   46,346    3,446    1,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     10.0     27.7     57.7     59.7     98.5     97.4      1.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      38       43       60       63       71      133      149                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,460
COMMITMENTS
  16,086   11,104    1,030   26,429   33,291   43,545   45,424    8,916    7,036

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:       -415)
    -717   -4,397      182     -819    3,499   -1,355     -717      940      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7     21.2      2.0     50.4     63.5     83.0     86.6     17.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      38       17       10       24       27       67       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,921
COMMITMENTS
  32,172   22,207    2,059   52,858   66,582   87,089   90,848   17,831   14,072

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:       -830)
  -1,433   -8,795      363   -1,639    6,998   -2,709   -1,433    1,880      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7     21.2      2.0     50.4     63.5     83.0     86.6     17.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      38       17       10       24       27       67       49                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       73,886
COMMITMENTS
  63,699   72,002      251    9,734    1,633   73,684   73,886      202        0

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:     -6,541)
  -6,622   -6,541        0      100        0   -6,522   -6,541      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.2     97.5      0.3     13.2      2.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      33       10        2        3        1       37       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,343
COMMITMENTS
   2,043    8,240      264   27,012   20,732   29,319   29,236       24      107

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:        -43)
     -11     -450        0       14      390        3      -60      -46       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     28.1      0.9     92.1     70.7     99.9     99.6      0.1      0.4

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 05/15/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,937
COMMITMENTS
  17,483    6,496        0    1,431   12,369   18,914   18,865       23       72

CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST:        247)
     258       36        0        0      226      258      262      -11      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    92.3     34.3      0.0      7.6     65.3     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       14        0        4       14       11       28                  



Updated May 18, 2018