WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   528,175:   169,311    247,689    102,389    212,979    132,694    484,679    482,772:    43,496     45,403
Old  :   377,518:   147,751    227,736     47,110    150,605     71,650    345,466    346,496:    32,052     31,022
Other:   150,657:    57,752     56,145     19,087     62,374     61,044    139,213    136,276:    11,444     14,381
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     4,190:     6,728      1,868     -1,116     -2,059      2,543      3,553      3,295:       637        895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       46.9       19.4       40.3       25.1       91.8       91.4:       8.2        8.6
Old  :     100.0:      39.1       60.3       12.5       39.9       19.0       91.5       91.8:       8.5        8.2
Other:     100.0:      38.3       37.3       12.7       41.4       40.5       92.4       90.5:       7.6        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       429:       124        156        114         97        103        296        309:
Old  :       410:       128        140         75         93         87        263        266:
Other:       242:        73         68         37         51         79        144        167:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8        9.0       22.7       17.1       12.3        8.6       18.8       15.4
Old  :                 16.9       12.2       25.0       22.3       15.6       11.5       22.7       21.0
Other:                 19.7       18.4       33.5       30.9       15.9       17.6       26.0       27.9
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   322,317:   113,838    112,191     52,121    131,877    136,413    297,836    300,725:    24,481     21,592
Old  :   239,038:   109,290    108,362     27,919     84,342     89,504    221,551    225,785:    17,487     13,253
Other:    83,279:    21,714     20,995      7,036     47,535     46,909     76,285     74,940:     6,994      8,339
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    -8,093:    -2,358     -9,367      7,370    -11,569     -7,104     -6,557     -9,101:    -1,536      1,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       34.8       16.2       40.9       42.3       92.4       93.3:       7.6        6.7
Old  :     100.0:      45.7       45.3       11.7       35.3       37.4       92.7       94.5:       7.3        5.5
Other:     100.0:      26.1       25.2        8.4       57.1       56.3       91.6       90.0:       8.4       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:       104         64         71         78         79        210        195:
Old  :       269:        99         61         34         67         64        176        150:
Other:       179:        52         42         35         48         63        117        124:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       19.0       30.0       30.3       13.8       15.4       20.6       25.3
Old  :                 26.7       23.0       36.9       36.4       23.6       22.8       32.1       34.8
Other:                 29.2       29.1       39.5       42.6       22.6       28.0       32.1       39.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,589,938:   410,298    497,012    266,048    721,354    652,692  1,397,700  1,415,752:   192,238    174,186
Old  : 1,401,161:   391,701    493,406    213,050    619,765    552,712  1,224,516  1,259,168:   176,645    141,993
Other:   188,777:    63,018     48,027      8,577    101,589     99,980    173,184    156,584:    15,593     32,193
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    47,027:     6,867     23,850     27,392     11,099     -6,364     45,358     44,878:     1,669      2,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       31.3       16.7       45.4       41.1       87.9       89.0:      12.1       11.0
Old  :     100.0:      28.0       35.2       15.2       44.2       39.4       87.4       89.9:      12.6       10.1
Other:     100.0:      33.4       25.4        4.5       53.8       53.0       91.7       82.9:       8.3       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       785:       175        169        162        286        321        556        578:
Old  :       780:       188        167        129        278        305        532        541:
Other:       439:        63         82         32         84        251        167        346:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       10.0       17.0       16.8        8.1        9.5       13.7       15.0
Old  :                 10.0       10.9       17.5       18.4        9.6       10.3       14.9       16.4
Other:                 26.4       22.2       40.0       32.0       26.4       22.2       39.8       32.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :     6,575:     2,605        766        332      1,736      4,275      4,673      5,373:     1,902      1,202
Old  :     6,281:     2,537        766        290      1,602      4,130      4,429      5,186:     1,852      1,095
Other:       294:       110         42          0        134        145        244        187:        50        107
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       -99:       -71         53        102        -35       -219         -4        -64:       -95        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       11.7        5.0       26.4       65.0       71.1       81.7:      28.9       18.3
Old  :     100.0:      40.4       12.2        4.6       25.5       65.8       70.5       82.6:      29.5       17.4
Other:     100.0:      37.4       14.3        0.0       45.6       49.3       83.0       63.6:      17.0       36.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          8          5          7         10         18         21:
Old  :        31:         9          8          4          7         10         18         20:
Other:        11:         2          1          0          4          4          6          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 49.1       54.5       60.7       68.6       47.0       54.0       58.5       65.3
Old  :                 48.3       54.9       60.3       69.5       46.1       54.4       58.0       66.4
Other:                 79.9       60.2       83.0       63.6       79.9       60.2       83.0       63.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   733,182:   150,395    215,828    111,045    420,670    323,630    682,110    650,503:    51,072     82,679
Old  :   649,218:   142,628    207,683     93,852    367,826    280,945    604,306    582,480:    44,912     66,738
Other:    83,964:    19,135     19,513      5,825     52,844     42,685     77,804     68,023:     6,160     15,941
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    18,895:    -5,440     15,239      4,549     20,322      1,236     19,431     21,024:      -536     -2,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       29.4       15.1       57.4       44.1       93.0       88.7:       7.0       11.3
Old  :     100.0:      22.0       32.0       14.5       56.7       43.3       93.1       89.7:       6.9       10.3
Other:     100.0:      22.8       23.2        6.9       62.9       50.8       92.7       81.0:       7.3       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       581:       152        150        170        159        202        400        463:
Old  :       574:       159        150        140        150        193        378        432:
Other:       303:        49         74         36         66        142        138        235:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8        9.2       26.7       15.8       17.7        8.6       23.9       14.7
Old  :                 19.8        9.9       27.5       17.2       18.7        9.8       25.0       16.7
Other:                 35.1       27.4       46.5       35.5       34.3       27.1       45.2       34.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   452,952:   120,723     87,697     90,274    208,756    246,816    419,753    424,787:    33,199     28,165
Old  :   392,529:   110,241     93,655     71,727    182,923    203,060    364,891    368,442:    27,638     24,087
Other:    60,423:    26,120      9,680      2,909     25,833     43,756     54,862     56,345:     5,561      4,078
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     7,100:       580     -3,151       -550      6,340     12,156      6,370      8,455:       730     -1,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       19.4       19.9       46.1       54.5       92.7       93.8:       7.3        6.2
Old  :     100.0:      28.1       23.9       18.3       46.6       51.7       93.0       93.9:       7.0        6.1
Other:     100.0:      43.2       16.0        4.8       42.8       72.4       90.8       93.3:       9.2        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:       105         76        107         91         72        253        225:
Old  :       321:       104         85         97         88         66        243        214:
Other:       122:        40         27         14         40         27         89         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       28.9       21.1       35.8       11.6       26.7       17.8       33.0
Old  :                 14.1       26.9       22.5       34.1       12.9       26.3       20.8       32.9
Other:                 26.1       56.0       38.9       67.8       26.1       53.1       38.8       64.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   771,530:   184,034    117,297     22,781    409,908    468,127    616,723    608,205:   154,807    163,325
Old  :   771,530:   184,034    117,297     22,781    409,908    468,127    616,723    608,205:   154,807    163,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    11,762:    -9,734      7,289      4,446     14,414    -11,561      9,126        174:     2,636     11,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       15.2        3.0       53.1       60.7       79.9       78.8:      20.1       21.2
Old  :     100.0:      23.9       15.2        3.0       53.1       60.7       79.9       78.8:      20.1       21.2
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  :       171:        29         47         22         65         70        106        127:
Old  :       171:        29         47         22         65         70        106        127:
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  :                 22.5       25.3       32.7       35.4       18.9       20.3       27.6       29.2
Old  :                 22.5       25.3       32.7       35.4       18.9       20.3       27.6       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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   886,839:    64,293    171,080     12,528    693,458    612,280    770,279    795,888:   116,560     90,951
Old  :   886,839:    64,293    171,080     12,528    693,458    612,280    770,279    795,888:   116,560     90,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     8,534:     6,430      7,010      2,793     -1,767     -1,547      7,456      8,256:     1,078        278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       19.3        1.4       78.2       69.0       86.9       89.7:      13.1       10.3
Old  :     100.0:       7.2       19.3        1.4       78.2       69.0       86.9       89.7:      13.1       10.3
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:        17         13         12         59         74         82         93:
Old  :       120:        17         13         12         59         74         82         93:
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  :                 27.3       37.8       40.5       51.3       20.4       37.8       30.8       49.0
Old  :                 27.3       37.8       40.5       51.3       20.4       37.8       30.8       49.0
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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :     2,750:       762      1,337        313      1,322        652      2,397      2,302:       353        448
Old  :     2,750:       762      1,337        313      1,322        652      2,397      2,302:       353        448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       154:       290        108         20       -131         36        179        164:       -25        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       48.6       11.4       48.1       23.7       87.2       83.7:      12.8       16.3
Old  :     100.0:      27.7       48.6       11.4       48.1       23.7       87.2       83.7:      12.8       16.3
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  :        24:         7          7          7          7          8         16         21:
Old  :        24:         7          7          7          7          8         16         21:
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  :                 52.3       49.1       73.3       65.6       40.1       45.3       55.1       54.4
Old  :                 52.3       49.1       73.3       65.6       40.1       45.3       55.1       54.4
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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   385,688:   104,204     48,538     56,183    183,978    253,145    344,365    357,866:    41,323     27,822
Old  :   334,515:    99,443     49,494     46,589    152,255    213,460    298,287    309,543:    36,228     24,972
Other:    51,173:     9,352      3,635      5,003     31,723     39,685     46,078     48,323:     5,095      2,850
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     2,969:       676       -521      1,009       -872      1,444        813      1,932:     2,156      1,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       12.6       14.6       47.7       65.6       89.3       92.8:      10.7        7.2
Old  :     100.0:      29.7       14.8       13.9       45.5       63.8       89.2       92.5:      10.8        7.5
Other:     100.0:      18.3        7.1        9.8       62.0       77.6       90.0       94.4:      10.0        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        91         49         82         86         83        216        192:
Old  :       267:        98         49         72         84         80        212        180:
Other:       117:        26         21         22         48         36         85         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       31.7       21.1       39.0       12.8       30.5       18.5       37.5
Old  :                 14.8       31.3       21.7       39.3       14.1       30.6       20.3       38.2
Other:                 27.8       41.2       46.7       56.4       27.8       37.1       44.8       46.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,136:     1,448      2,936        175      6,763      5,469      8,386      8,580:     1,750      1,556
Old  :     9,821:     1,456      2,936        162      6,606      5,224      8,224      8,322:     1,597      1,499
Other:       315:         5         13          0        157        245        162        258:       153         57
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       398:       -30        379         31        317        -72        318        338:        80         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       29.0        1.7       66.7       54.0       82.7       84.6:      17.3       15.4
Old  :     100.0:      14.8       29.9        1.6       67.3       53.2       83.7       84.7:      16.3       15.3
Other:     100.0:       1.6        4.1        0.0       49.8       77.8       51.4       81.9:      48.6       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        14         17          5         19         12         35         33:
Old  :        56:        14         17          4         18         12         34         32:
Other:         9:         1          1          0          3          4          4          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 53.4       39.8       61.8       57.7       52.9       39.3       60.8       57.2
Old  :                 54.6       39.7       63.2       58.0       54.1       39.7       62.2       57.9
Other:                 51.4       80.3       51.4       81.9       51.4       80.3       51.4       81.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,851,906:   414,419    682,041     43,081  1,279,361    954,628  1,736,861  1,679,750:   115,045    172,156
Old  : 1,851,906:   414,419    682,041     43,081  1,279,361    954,628  1,736,861  1,679,750:   115,045    172,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    51,445:     3,751     33,448     -4,006     60,693     13,446     60,438     42,888:    -8,993      8,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       36.8        2.3       69.1       51.5       93.8       90.7:       6.2        9.3
Old  :     100.0:      22.4       36.8        2.3       69.1       51.5       93.8       90.7:       6.2        9.3
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  :       321:        59         72         27        132        133        206        217:
Old  :       321:        59         72         27        132        133        206        217:
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  :                 19.4       28.5       31.5       39.3       18.1       26.1       28.6       36.2
Old  :                 19.4       28.5       31.5       39.3       18.1       26.1       28.6       36.2
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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,361,285:   561,307    758,160    196,527  2,287,382  1,849,624  3,045,216  2,804,311:   316,069    556,974
Old  : 3,361,285:   561,307    758,160    196,527  2,287,382  1,849,624  3,045,216  2,804,311:   316,069    556,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :   105,855:   -98,938     22,075     68,461    145,291       -257    114,814     90,279:    -8,959     15,576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       22.6        5.8       68.1       55.0       90.6       83.4:       9.4       16.6
Old  :     100.0:      16.7       22.6        5.8       68.1       55.0       90.6       83.4:       9.4       16.6
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  :       404:        66        110         61        151        175        255        308:
Old  :       404:        66        110         61        151        175        255        308:
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  :                 26.0       12.0       36.7       19.7       22.4        9.3       30.5       14.6
Old  :                 26.0       12.0       36.7       19.7       22.4        9.3       30.5       14.6
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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   520,079:    89,629     64,839      6,851    334,031    304,997    430,511    376,687:    89,568    143,392
Old  :   520,079:    89,629     64,839      6,851    334,031    304,997    430,511    376,687:    89,568    143,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       604:    -3,784     -7,634         54      9,835      1,908      6,105     -5,672:    -5,501      6,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       12.5        1.3       64.2       58.6       82.8       72.4:      17.2       27.6
Old  :     100.0:      17.2       12.5        1.3       64.2       58.6       82.8       72.4:      17.2       27.6
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  :        89:        12         14          9         46         49         64         66:
Old  :        89:        12         14          9         46         49         64         66:
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  :                 34.2       22.5       45.8       30.4       34.0       22.0       45.6       29.4
Old  :                 34.2       22.5       45.8       30.4       34.0       22.0       45.6       29.4
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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,167,648:   598,720  1,042,485    105,627  2,211,737  1,577,741  2,916,084  2,725,853:   251,564    441,795
Old  : 3,167,648:   598,720  1,042,485    105,627  2,211,737  1,577,741  2,916,084  2,725,853:   251,564    441,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    61,692:    42,280     46,823     -8,108     28,448      9,264     62,620     47,979:      -928     13,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       32.9        3.3       69.8       49.8       92.1       86.1:       7.9       13.9
Old  :     100.0:      18.9       32.9        3.3       69.8       49.8       92.1       86.1:       7.9       13.9
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  :       330:        63         74         40        128        150        211        244:
Old  :       330:        63         74         40        128        150        211        244:
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  :                 33.0       15.5       44.0       25.1       29.0       14.3       38.8       22.0
Old  :                 33.0       15.5       44.0       25.1       29.0       14.3       38.8       22.0
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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,463,964:   115,417    187,985    310,406  1,005,809    908,196  1,431,632  1,406,587:    32,332     57,377
Old  : 1,463,964:   115,417    187,985    310,406  1,005,809    908,196  1,431,632  1,406,587:    32,332     57,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    68,247:   -14,469    -34,408     32,316     47,539     67,297     65,386     65,205:     2,861      3,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       12.8       21.2       68.7       62.0       97.8       96.1:       2.2        3.9
Old  :     100.0:       7.9       12.8       21.2       68.7       62.0       97.8       96.1:       2.2        3.9
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  :       151:        25         45         54         67         72        123        144:
Old  :       151:        25         45         54         67         72        123        144:
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  :                 36.5       29.1       48.4       39.0       22.7       16.0       29.0       21.0
Old  :                 36.5       29.1       48.4       39.0       22.7       16.0       29.0       21.0
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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    75,319:    41,129      7,736      4,244     17,240     57,415     62,612     69,394:    12,708      5,925
Old  :    75,319:    41,129      7,736      4,244     17,240     57,415     62,612     69,394:    12,708      5,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       951:    -2,105      2,264        882      1,837     -1,956        614      1,191:       337       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       10.3        5.6       22.9       76.2       83.1       92.1:      16.9        7.9
Old  :     100.0:      54.6       10.3        5.6       22.9       76.2       83.1       92.1:      16.9        7.9
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  :       119:        48         21          9         31         28         81         56:
Old  :       119:        48         21          9         31         28         81         56:
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  :                 21.4       41.2       34.2       58.6       19.4       39.3       31.0       56.7
Old  :                 21.4       41.2       34.2       58.6       19.4       39.3       31.0       56.7
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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   150,638:    82,257     15,472      8,487     34,479    114,829    125,223    138,788:    25,415     11,850
Old  :   150,638:    82,257     15,472      8,487     34,479    114,829    125,223    138,788:    25,415     11,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     1,901:    -4,209      4,528      1,764      3,673     -3,911      1,228      2,381:       673       -480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       10.3        5.6       22.9       76.2       83.1       92.1:      16.9        7.9
Old  :     100.0:      54.6       10.3        5.6       22.9       76.2       83.1       92.1:      16.9        7.9
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  :       119:        48         21          9         31         28         81         56:
Old  :       119:        48         21          9         31         28         81         56:
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  :                 21.4       41.2       34.2       58.6       19.4       39.3       31.0       56.7
Old  :                 21.4       41.2       34.2       58.6       19.4       39.3       31.0       56.7
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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    77,139:    63,887     76,863        251     12,814          0     76,952     77,114:       187         25
Old  :    77,139:    63,887     76,863        251     12,814          0     76,952     77,114:       187         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     5,321:     3,243      5,324          0      2,030          0      5,273      5,324:        48         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.8       99.6        0.3       16.6        0.0       99.8      100.0:       0.2        0.0
Old  :     100.0:      82.8       99.6        0.3       16.6        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  :        40:        27         10          2          3          0         31         11:
Old  :        40:        27         10          2          3          0         31         11:
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  :                 79.0       93.4       91.6       99.5       78.7       93.4       91.4       99.4
Old  :                 79.0       93.4       91.6       99.5       78.7       93.4       91.4       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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,624:     8,972      5,868          0     16,621     19,598     25,593     25,466:        31        158
Old  :    25,624:     8,972      5,868          0     16,621     19,598     25,593     25,466:        31        158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       110:      -856       -426          0        952        538         96        112:        14         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       22.9        0.0       64.9       76.5       99.9       99.4:       0.1        0.6
Old  :     100.0:      35.0       22.9        0.0       64.9       76.5       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  :        48:         9         14          0          8         19         17         33:
Old  :        48:         9         14          0          8         19         17         33:
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  :                 75.7       37.8       95.3       62.4       75.7       37.7       95.3       62.4
Old  :                 75.7       37.8       95.3       62.4       75.7       37.7       95.3       62.4
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, January 09, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    19,953:    17,529      4,578         23      2,333     15,285     19,885     19,886:        68         67
Old  :    19,953:    17,529      4,578         23      2,333     15,285     19,885     19,886:        68         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    -1,487:        79       -605          0     -1,629       -836     -1,550     -1,441:        63        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.9       22.9        0.1       11.7       76.6       99.7       99.7:       0.3        0.3
Old  :     100.0:      87.9       22.9        0.1       11.7       76.6       99.7       99.7:       0.3        0.3
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  :        34:         5         13          1          4         13         10         26:
Old  :        34:         5         13          1          4         13         10         26:
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  :                 93.5       60.1       99.3       77.5       93.5       60.1       97.1       77.5
Old  :                 93.5       60.1       99.3       77.5       93.5       60.1       97.1       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 12, 2018