WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   495,710:   168,309    242,380     90,205    196,333    119,289    454,847    451,874:    40,863     43,836
Old  :   369,394:   146,708    225,905     44,742    145,950     67,990    337,400    338,637:    31,994     30,757
Other:   126,316:    50,801     45,675     16,263     50,383     51,299    117,447    113,237:     8,869     13,079
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :   -22,868:     1,134     -7,084     -9,440    -10,072     -4,104    -18,378    -20,628:    -4,490     -2,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       48.9       18.2       39.6       24.1       91.8       91.2:       8.2        8.8
Old  :     100.0:      39.7       61.2       12.1       39.5       18.4       91.3       91.7:       8.7        8.3
Other:     100.0:      40.2       36.2       12.9       39.9       40.6       93.0       89.6:       7.0       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       417:       132        144        103         89         99        277        298:
Old  :       399:       133        132         72         85         86        250        261:
Other:       212:        58         59         37         49         71        126        150:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5        9.3       24.0       17.7       13.1        8.9       19.6       16.6
Old  :                 18.2       12.0       27.8       22.7       17.5       11.5       25.4       21.8
Other:                 22.3       18.4       35.4       31.4       20.5       16.3       28.8       27.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   312,714:   105,494    110,882     43,200    140,340    137,208    289,034    291,290:    23,680     21,424
Old  :   251,260:   101,357    110,082     25,946    105,222    100,711    232,525    236,739:    18,735     14,521
Other:    61,454:    15,952     12,615      5,439     35,118     36,497     56,509     54,551:     4,945      6,903
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :    -2,165:     3,744       -984     -2,542     -2,477      3,211     -1,275       -315:      -890     -1,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       35.5       13.8       44.9       43.9       92.4       93.1:       7.6        6.9
Old  :     100.0:      40.3       43.8       10.3       41.9       40.1       92.5       94.2:       7.5        5.8
Other:     100.0:      26.0       20.5        8.9       57.1       59.4       92.0       88.8:       8.0       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        88         68         66         83         77        197        190:
Old  :       266:        85         66         38         72         64        174        151:
Other:       157:        34         38         30         46         61        102        110:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       20.0       31.0       32.1       15.5       16.2       22.7       26.6
Old  :                 25.1       24.8       35.0       38.5       24.2       24.5       32.2       37.1
Other:                 30.5       34.1       42.1       47.3       30.5       33.5       42.1       45.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,484,205:   404,558    458,266    225,667    675,461    627,406  1,305,686  1,311,339:   178,519    172,866
Old  : 1,321,757:   390,110    455,415    182,650    582,821    538,916  1,155,581  1,176,981:   166,176    144,776
Other:   162,448:    51,355     39,758      6,110     92,640     88,490    150,105    134,358:    12,343     28,090
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :   -89,031:    15,598    -22,546    -20,530    -66,603    -31,354    -71,535    -74,430:   -17,496    -14,601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       30.9       15.2       45.5       42.3       88.0       88.4:      12.0       11.6
Old  :     100.0:      29.5       34.5       13.8       44.1       40.8       87.4       89.0:      12.6       11.0
Other:     100.0:      31.6       24.5        3.8       57.0       54.5       92.4       82.7:       7.6       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       763:       177        162        152        264        321        525        565:
Old  :       758:       184        159        124        255        303        502        530:
Other:       406:        57         62         28         73        239        146        318:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       10.6       18.7       17.8        9.1       10.4       15.2       16.1
Old  :                 11.6       11.4       19.3       19.4       10.7       11.2       16.7       17.5
Other:                 33.1       25.5       47.2       35.3       33.1       25.5       46.9       35.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,877:     2,977        266        276      1,528      5,444      4,781      5,986:     2,096        891
Old  :     6,794:     2,960        266        276      1,486      5,423      4,722      5,965:     2,072        829
Other:        83:        17          0          0         42         21         59         21:        24         62
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :      -136:      -180        -14         71         44       -241        -65       -184:       -71         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3        3.9        4.0       22.2       79.2       69.5       87.0:      30.5       13.0
Old  :     100.0:      43.6        3.9        4.1       21.9       79.8       69.5       87.8:      30.5       12.2
Other:     100.0:      20.5        0.0        0.0       50.6       25.3       71.1       25.3:      28.9       74.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        11          6          3          7         11         20         18:
Old  :        31:        11          6          3          7         11         20         18:
Other:         7:         1          0          0          2          4          3          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       62.9       59.0       78.2       45.3       62.8       56.7       75.1
Old  :                 47.3       63.5       58.9       78.8       45.0       63.4       56.6       75.7
Other:                 71.1       25.3       71.1       25.3       71.1       25.3       71.1       25.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   769,361:   186,618     94,033    137,480    390,431    445,203    714,529    676,716:    54,832     92,645
Old  :   699,828:   176,405     89,574    121,678    351,241    408,653    649,324    619,905:    50,504     79,923
Other:    69,533:    22,926     17,172      3,089     39,190     36,550     65,205     56,811:     4,328     12,722
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :    35,937:    23,165     -6,547      8,263        967     30,221     32,395     31,937:     3,542      4,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       12.2       17.9       50.7       57.9       92.9       88.0:       7.1       12.0
Old  :     100.0:      25.2       12.8       17.4       50.2       58.4       92.8       88.6:       7.2       11.4
Other:     100.0:      33.0       24.7        4.4       56.4       52.6       93.8       81.7:       6.2       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       591:       174        127        191        158        215        437        468:
Old  :       586:       180        128        178        153        210        424        454:
Other:       283:        58         56         28         49        144        121        219:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       13.8       24.3       22.0       14.1       12.1       19.1       18.5
Old  :                 17.1       14.5       24.7       22.1       15.5       13.0       20.8       20.0
Other:                 38.0       34.2       49.7       43.9       38.0       33.6       49.3       42.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   475,387:   120,470     73,627    106,739    215,338    266,212    442,547    446,578:    32,840     28,809
Old  :   426,141:   111,631     80,096     88,455    196,818    230,881    396,904    399,432:    29,237     26,709
Other:    49,246:    22,872      7,564      4,251     18,520     35,331     45,643     47,146:     3,603      2,100
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :    15,584:    -1,748      3,646      6,339      9,838      5,657     14,429     15,642:     1,155        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       15.5       22.5       45.3       56.0       93.1       93.9:       6.9        6.1
Old  :     100.0:      26.2       18.8       20.8       46.2       54.2       93.1       93.7:       6.9        6.3
Other:     100.0:      46.4       15.4        8.6       37.6       71.7       92.7       95.7:       7.3        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:       110         63        105         90         76        255        213:
Old  :       310:       110         71         96         86         74        244        208:
Other:        98:        33         19         17         31         21         73         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       28.9       21.9       36.2       10.6       27.1       16.3       33.1
Old  :                 14.5       27.7       22.7       34.8       12.0       27.3       18.8       33.7
Other:                 31.6       61.2       49.3       73.4       31.3       60.6       47.4       70.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   784,646:   188,843    114,301     16,709    419,817    496,114    625,369    627,124:   159,277    157,522
Old  :   784,646:   188,843    114,301     16,709    419,817    496,114    625,369    627,124:   159,277    157,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :   -47,839:     7,390     -3,184    -13,490    -11,337     -6,242    -17,437    -22,916:   -30,402    -24,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       14.6        2.1       53.5       63.2       79.7       79.9:      20.3       20.1
Old  :     100.0:      24.1       14.6        2.1       53.5       63.2       79.7       79.9:      20.3       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        34         35         19         70         75        110        123:
Old  :       170:        34         35         19         70         75        110        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       24.4       31.0       36.8       17.4       19.0       25.0       29.2
Old  :                 21.5       24.4       31.0       36.8       17.4       19.0       25.0       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   898,596:    55,348    156,940     31,712    684,835    618,807    771,895    807,459:   126,701     91,137
Old  :   898,596:    55,348    156,940     31,712    684,835    618,807    771,895    807,459:   126,701     91,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :   -56,166:     4,541      9,180    -11,681    -15,518    -30,493    -22,658    -32,994:   -33,508    -23,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       17.5        3.5       76.2       68.9       85.9       89.9:      14.1       10.1
Old  :     100.0:       6.2       17.5        3.5       76.2       68.9       85.9       89.9:      14.1       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        19         10         16         66         73         93         92:
Old  :       121:        19         10         16         66         73         93         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       39.7       38.9       51.9       18.6       38.0       29.1       47.5
Old  :                 25.8       39.7       38.9       51.9       18.6       38.0       29.1       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     1,784:       710        737        126        578        659      1,414      1,522:       370        262
Old  :     1,784:       710        737        126        578        659      1,414      1,522:       370        262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :       -36:       -77        115        -40         85       -123        -32        -48:        -4         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       41.3        7.1       32.4       36.9       79.3       85.3:      20.7       14.7
Old  :     100.0:      39.8       41.3        7.1       32.4       36.9       79.3       85.3:      20.7       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         8          6          6          9          8         20         19:
Old  :        27:         8          6          6          9          8         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       56.3       55.5       71.0       37.7       55.6       52.7       67.4
Old  :                 38.2       56.3       55.5       71.0       37.7       55.6       52.7       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   438,273:   132,696     33,347     67,535    195,344    311,822    395,575    412,704:    42,698     25,569
Old  :   397,260:   128,142     34,394     58,904    170,468    279,954    357,514    373,252:    39,746     24,008
Other:    41,013:     8,711      3,110      4,474     24,876     31,868     38,061     39,452:     2,952      1,561
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :    25,152:    22,071     -6,023      5,757     -3,855     29,032     23,973     28,766:     1,179     -3,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        7.6       15.4       44.6       71.1       90.3       94.2:       9.7        5.8
Old  :     100.0:      32.3        8.7       14.8       42.9       70.5       90.0       94.0:      10.0        6.0
Other:     100.0:      21.2        7.6       10.9       60.7       77.7       92.8       96.2:       7.2        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:       107         59         89         93         98        248        215:
Old  :       300:       108         63         83         91         94        244        206:
Other:       105:        29         15         17         39         35         74         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       34.2       20.2       42.0       12.1       32.9       17.8       40.3
Old  :                 13.9       34.0       21.2       42.1       12.9       33.0       18.9       40.7
Other:                 33.0       49.1       53.4       63.8       33.0       40.0       48.9       52.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,166:     1,868      2,190        211      6,412      6,460      8,491      8,861:     1,675      1,305
Old  :    10,066:     1,863      2,190        211      6,344      6,401      8,418      8,802:     1,648      1,264
Other:       100:         5          0          0         68         59         73         59:        27         41
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :       112:       248       -166        -24       -157        323         67        133:        45        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       21.5        2.1       63.1       63.5       83.5       87.2:      16.5       12.8
Old  :     100.0:      18.5       21.8        2.1       63.0       63.6       83.6       87.4:      16.4       12.6
Other:     100.0:       5.0        0.0        0.0       68.0       59.0       73.0       59.0:      27.0       41.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        16         13          8         19         14         40         31:
Old  :        59:        16         13          8         18         14         39         31:
Other:         5:         1          0          0          2          2          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       47.2       59.1       61.3       50.2       46.7       59.0       60.8
Old  :                 50.7       47.1       59.7       61.4       50.7       47.1       59.6       61.3
Other:                 73.0       59.0       73.0       59.0       73.0       59.0       73.0       59.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,766,552:   383,346    572,474     54,458  1,213,488    976,369  1,651,292  1,603,301:   115,260    163,251
Old  : 1,766,552:   383,346    572,474     54,458  1,213,488    976,369  1,651,292  1,603,301:   115,260    163,251
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :   -80,696:    41,919    -15,386    -27,848    -66,291    -29,122    -52,220    -72,356:   -28,476     -8,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       32.4        3.1       68.7       55.3       93.5       90.8:       6.5        9.2
Old  :     100.0:      21.7       32.4        3.1       68.7       55.3       93.5       90.8:       6.5        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        55         73         31        130        119        201        207:
Old  :       300:        55         73         31        130        119        201        207:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       31.0       33.5       42.2       21.9       28.5       32.4       37.4
Old  :                 21.9       31.0       33.5       42.2       21.9       28.5       32.4       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,273,707:   725,954    711,609    142,348  2,089,773  1,891,798  2,958,075  2,745,755:   315,632    527,952
Old  : 3,273,707:   725,954    711,609    142,348  2,089,773  1,891,798  2,958,075  2,745,755:   315,632    527,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :  -418,334:  -118,325     -8,734    -35,258    -88,296   -199,635   -241,879   -243,627:  -176,455   -174,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       21.7        4.3       63.8       57.8       90.4       83.9:       9.6       16.1
Old  :     100.0:      22.2       21.7        4.3       63.8       57.8       90.4       83.9:       9.6       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:        70        102         58        142        176        244        304:
Old  :       392:        70        102         58        142        176        244        304:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       13.3       37.7       21.3       21.9        9.8       31.1       15.5
Old  :                 27.0       13.3       37.7       21.3       21.9        9.8       31.1       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   530,075:    76,398     82,448     11,799    353,375    283,693    441,572    377,940:    88,503    152,135
Old  :   530,075:    76,398     82,448     11,799    353,375    283,693    441,572    377,940:    88,503    152,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :    44,330:    17,476      1,673      1,153     35,339     57,755     53,968     60,581:    -9,638    -16,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       15.6        2.2       66.7       53.5       83.3       71.3:      16.7       28.7
Old  :     100.0:      14.4       15.6        2.2       66.7       53.5       83.3       71.3:      16.7       28.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        11         11         10         43         50         60         65:
Old  :        85:        11         11         10         43         50         60         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       19.9       46.7       28.8       34.4       19.4       44.7       27.4
Old  :                 35.5       19.9       46.7       28.8       34.4       19.4       44.7       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,072,028:   544,010    915,498    132,911  2,139,128  1,587,787  2,816,049  2,636,196:   255,979    435,832
Old  : 3,072,028:   544,010    915,498    132,911  2,139,128  1,587,787  2,816,049  2,636,196:   255,979    435,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :  -317,373:   -79,458     30,277    -81,707    -67,712   -192,583   -228,877   -244,013:   -88,496    -73,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       29.8        4.3       69.6       51.7       91.7       85.8:       8.3       14.2
Old  :     100.0:      17.7       29.8        4.3       69.6       51.7       91.7       85.8:       8.3       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        54         72         35        131        148        207        233:
Old  :       311:        54         72         35        131        148        207        233:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       16.5       43.6       26.0       28.7       13.8       38.5       21.1
Old  :                 33.1       16.5       43.6       26.0       28.7       13.8       38.5       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,422,163:    90,867    183,253    322,571    977,483    856,508  1,390,921  1,362,332:    31,242     59,831
Old  : 1,422,163:    90,867    183,253    322,571    977,483    856,508  1,390,921  1,362,332:    31,242     59,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :   -97,999:    21,135     23,633    -28,107    -87,101    -92,915    -94,073    -97,389:    -3,926       -610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       12.9       22.7       68.7       60.2       97.8       95.8:       2.2        4.2
Old  :     100.0:       6.4       12.9       22.7       68.7       60.2       97.8       95.8:       2.2        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        24         51         54         64         65        125        138:
Old  :       153:        24         51         54         64         65        125        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       26.5       47.3       36.7       22.9       12.2       29.6       18.7
Old  :                 33.8       26.5       47.3       36.7       22.9       12.2       29.6       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    78,456:    43,059      6,983      3,812     20,018     58,728     66,889     69,523:    11,568      8,934
Old  :    78,456:    43,059      6,983      3,812     20,018     58,728     66,889     69,523:    11,568      8,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :     2,344:     3,206       -398       -705        -44      3,414      2,457      2,311:      -113         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.9        8.9        4.9       25.5       74.9       85.3       88.6:      14.7       11.4
Old  :     100.0:      54.9        8.9        4.9       25.5       74.9       85.3       88.6:      14.7       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        50         22          9         34         28         86         57:
Old  :       120:        50         22          9         34         28         86         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       38.1       33.6       55.0       19.3       36.7       30.5       53.5
Old  :                 21.5       38.1       33.6       55.0       19.3       36.7       30.5       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   156,912:    86,117     13,966      7,624     40,036    117,455    133,777    139,045:    23,135     17,867
Old  :   156,912:    86,117     13,966      7,624     40,036    117,455    133,777    139,045:    23,135     17,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :     4,688:     6,411       -796     -1,409        -88      6,827      4,914      4,622:      -226         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.9        8.9        4.9       25.5       74.9       85.3       88.6:      14.7       11.4
Old  :     100.0:      54.9        8.9        4.9       25.5       74.9       85.3       88.6:      14.7       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        50         22          9         34         28         86         57:
Old  :       120:        50         22          9         34         28         86         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       38.1       33.6       55.0       19.3       36.7       30.5       53.5
Old  :                 21.5       38.1       33.6       55.0       19.3       36.7       30.5       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    67,220:    54,132     66,949        251     12,718          0     67,101     67,200:       119         20
Old  :    67,220:    54,132     66,949        251     12,718          0     67,101     67,200:       119         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :   -15,056:   -13,464    -15,075          0     -1,587          0    -15,051    -15,075:        -5         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5       99.6        0.4       18.9        0.0       99.8      100.0:       0.2        0.0
Old  :     100.0:      80.5       99.6        0.4       18.9        0.0       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        28          9          2          2          0         31         10:
Old  :        39:        28          9          2          2          0         31         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.7       91.9       89.0       99.5       68.4       91.9       88.8       99.4
Old  :                 68.7       91.9       89.0       99.5       68.4       91.9       88.8       99.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    27,989:    13,067      5,740         20     14,887     22,072     27,974     27,832:        15        157
Old  :    27,989:    13,067      5,740         20     14,887     22,072     27,974     27,832:        15        157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :       346:        66       -202         15        272        463        353        276:        -7         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7       20.5        0.1       53.2       78.9       99.9       99.4:       0.1        0.6
Old  :     100.0:      46.7       20.5        0.1       53.2       78.9       99.9       99.4:       0.1        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        12         13          2          8         19         20         34:
Old  :        49:        12         13          2          8         19         20         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.0       36.6       94.8       64.9       81.0       36.6       94.8       64.9
Old  :                 81.0       36.6       94.8       64.9       81.0       36.6       94.8       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, December 05, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    22,716:    20,311      4,864        507      1,838     17,214     22,656     22,585:        60        131
Old  :    22,716:    20,311      4,864        507      1,838     17,214     22,656     22,585:        60        131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :    -1,606:      -933     -1,001        121       -816       -686     -1,628     -1,566:        22        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.4       21.4        2.2        8.1       75.8       99.7       99.4:       0.3        0.6
Old  :     100.0:      89.4       21.4        2.2        8.1       75.8       99.7       99.4:       0.3        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4         12          2          4         14          9         27:
Old  :        32:         4         12          2          4         14          9         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.2       52.8       99.6       77.3       93.4       52.7       95.7       77.1
Old  :                 94.2       52.8       99.6       77.3       93.4       52.7       95.7       77.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 9, 2017