WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, January 23, 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  :   572,693:   167,840    263,811    123,949    238,247    140,663    530,036    528,423:    42,657     44,270
Old  :   407,740:   147,467    244,490     60,965    167,934     72,948    376,366    378,403:    31,374     29,337
Other:   164,953:    62,312     61,260     21,045     70,313     67,715    153,670    150,020:    11,283     14,933
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :    14,436:    -2,592     -1,785     14,780      1,555        192     13,743     13,187:       693      1,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       46.1       21.6       41.6       24.6       92.6       92.3:       7.4        7.7
Old  :     100.0:      36.2       60.0       15.0       41.2       17.9       92.3       92.8:       7.7        7.2
Other:     100.0:      37.8       37.1       12.8       42.6       41.1       93.2       90.9:       6.8        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       461:       130        174        136        102        104        322        341:
Old  :       439:       137        157         83         96         88        282        287:
Other:       263:        75         81         49         53         79        159        184:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0        8.5       22.3       15.7       12.2        7.6       18.3       14.1
Old  :                 17.0       11.1       25.2       19.9       15.6       10.4       22.2       19.0
Other:                 19.3       16.2       31.9       28.7       16.6       15.3       28.7       26.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 23, 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  :   341,290:   112,828    111,790     66,687    135,154    139,954    314,669    318,431:    26,621     22,859
Old  :   239,771:   107,773    109,179     31,562     82,118     84,766    221,453    225,507:    18,318     14,264
Other:   101,519:    24,884     22,440     15,296     53,036     55,188     93,216     92,924:     8,303      8,595
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :    19,003:     1,522      6,614     12,467      3,543     -1,163     17,532     17,918:     1,471      1,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       32.8       19.5       39.6       41.0       92.2       93.3:       7.8        6.7
Old  :     100.0:      44.9       45.5       13.2       34.2       35.4       92.4       94.1:       7.6        5.9
Other:     100.0:      24.5       22.1       15.1       52.2       54.4       91.8       91.5:       8.2        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:       102         71         80         81         82        221        209:
Old  :       282:       100         70         42         67         68        185        165:
Other:       186:        57         41         43         53         63        131        128:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       17.9       28.9       27.9       12.3       13.5       18.7       22.1
Old  :                 24.8       20.9       35.4       34.1       23.1       20.2       32.1       31.6
Other:                 26.0       30.7       37.5       43.9       16.9       23.3       25.9       34.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 23, 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  : 1,668,554:   424,433    501,458    288,743    761,842    703,674  1,475,018  1,493,875:   193,536    174,679
Old  : 1,457,532:   401,870    494,941    230,859    649,866    591,726  1,282,595  1,317,526:   174,937    140,006
Other:   211,022:    69,978     53,932     10,469    111,976    111,948    192,423    176,349:    18,599     34,673
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :    31,390:     3,312    -11,910      5,595     23,654     35,893     32,561     29,578:    -1,171      1,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       30.1       17.3       45.7       42.2       88.4       89.5:      11.6       10.5
Old  :     100.0:      27.6       34.0       15.8       44.6       40.6       88.0       90.4:      12.0        9.6
Other:     100.0:      33.2       25.6        5.0       53.1       53.1       91.2       83.6:       8.8       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       813:       180        173        175        300        343        585        610:
Old  :       808:       198        164        141        292        320        561        566:
Other:       469:        63         87         38         94        273        182        374:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0        9.8       16.2       16.3        7.5        9.2       12.8       14.5
Old  :                  9.9       10.8       16.9       18.1        9.0       10.4       14.4       16.4
Other:                 22.4       20.5       34.9       29.2       22.4       20.4       34.7       27.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 23, 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  :     6,296:     2,585        503        411      1,218      4,046      4,214      4,960:     2,082      1,336
Old  :     5,900:     2,435        460        410      1,051      3,827      3,896      4,697:     2,004      1,203
Other:       396:       150         43          1        167        219        318        263:        78        133
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :      -353:        -7       -229        188       -589       -404       -408       -445:        55         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        8.0        6.5       19.3       64.3       66.9       78.8:      33.1       21.2
Old  :     100.0:      41.3        7.8        6.9       17.8       64.9       66.0       79.6:      34.0       20.4
Other:     100.0:      37.9       10.9        0.3       42.2       55.3       80.3       66.4:      19.7       33.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8          7          5          9         12         20         21:
Old  :        29:         8          7          5          7         12         18         21:
Other:        12:         2          1          1          5          5          8          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.8       53.0       57.9       64.4       46.3       53.0       54.4       61.6
Old  :                 47.6       53.8       57.3       65.4       44.9       53.8       53.6       62.5
Other:                 75.3       62.6       80.3       66.4       74.7       59.3       77.0       63.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 23, 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  :   783,339:   146,676    213,766    132,442    453,767    348,121    732,885    694,329:    50,454     89,010
Old  :   686,997:   145,088    207,492    106,720    391,135    304,589    642,943    618,801:    44,054     68,196
Other:    96,342:    19,396     24,082      7,914     62,632     43,532     89,942     75,528:     6,400     20,814
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :    16,653:    -4,981    -16,539     11,793     10,806     17,136     17,618     12,390:      -965      4,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       27.3       16.9       57.9       44.4       93.6       88.6:       6.4       11.4
Old  :     100.0:      21.1       30.2       15.5       56.9       44.3       93.6       90.1:       6.4        9.9
Other:     100.0:      20.1       25.0        8.2       65.0       45.2       93.4       78.4:       6.6       21.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       591:       160        153        180        159        204        421        466:
Old  :       580:       167        150        149        146        189        391        429:
Other:       318:        47         84         36         73        152        146        252:
     :----------------------------------------------------------------------------------------------------
     :             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        9.3       27.0       15.6       18.0        8.6       24.3       14.2
Old  :                 19.6        9.9       27.4       16.6       18.1        9.7       25.0       16.0
Other:                 33.5       23.7       44.3       34.2       32.7       23.5       43.5       32.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 23, 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  :   510,003:   134,187    120,349    111,609    228,673    247,589    474,469    479,547:    35,534     30,456
Old  :   441,924:   125,737    124,936     88,868    197,266    201,077    411,871    414,881:    30,053     27,043
Other:    68,079:    26,678     13,641      4,513     31,407     46,512     62,598     64,666:     5,481      3,413
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :    37,291:    10,808     18,411      6,904     17,153     10,101     34,865     35,416:     2,426      1,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       23.6       21.9       44.8       48.5       93.0       94.0:       7.0        6.0
Old  :     100.0:      28.5       28.3       20.1       44.6       45.5       93.2       93.9:       6.8        6.1
Other:     100.0:      39.2       20.0        6.6       46.1       68.3       91.9       95.0:       8.1        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:       108         99        118         97         77        273        251:
Old  :       350:       116        100        108         93         71        259        241:
Other:       143:        38         42         25         42         33        100         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       24.3       18.7       30.4       10.8       22.4       16.7       27.8
Old  :                 11.4       22.6       19.4       29.1       10.5       20.9       18.0       26.8
Other:                 27.4       50.4       39.4       62.9       27.4       50.1       39.3       62.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 23, 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  :   809,179:   204,496    148,765     14,165    444,704    476,898    663,365    639,828:   145,814    169,351
Old  :   809,179:   204,496    148,765     14,165    444,704    476,898    663,365    639,828:   145,814    169,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :    23,632:    11,152     22,522       -713     21,652       -808     32,091     21,001:    -8,459      2,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       18.4        1.8       55.0       58.9       82.0       79.1:      18.0       20.9
Old  :     100.0:      25.3       18.4        1.8       55.0       58.9       82.0       79.1:      18.0       20.9
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  :       184:        38         45         30         68         74        122        133:
Old  :       184:        38         45         30         68         74        122        133:
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  :                 22.7       23.2       32.2       33.0       18.8       18.5       27.4       27.2
Old  :                 22.7       23.2       32.2       33.0       18.8       18.5       27.4       27.2
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 23, 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  :   896,672:    47,180    186,427     13,423    714,895    606,359    775,498    806,209:   121,174     90,463
Old  :   896,672:    47,180    186,427     13,423    714,895    606,359    775,498    806,209:   121,174     90,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :    11,301:    -7,798      7,534      1,872     14,792      5,225      8,866     14,631:     2,435     -3,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       20.8        1.5       79.7       67.6       86.5       89.9:      13.5       10.1
Old  :     100.0:       5.3       20.8        1.5       79.7       67.6       86.5       89.9:      13.5       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  :       118:        17         14         14         61         69         87         88:
Old  :       118:        17         14         14         61         69         87         88:
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  :                 28.7       39.2       41.7       53.1       21.8       38.9       32.2       50.0
Old  :                 28.7       39.2       41.7       53.1       21.8       38.9       32.2       50.0
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 23, 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  :     2,979:       988      1,367        391      1,156        777      2,535      2,535:       444        444
Old  :     2,979:       988      1,367        391      1,156        777      2,535      2,535:       444        444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :        23:       -21        -52         46        -81         28        -56         22:        79          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       45.9       13.1       38.8       26.1       85.1       85.1:      14.9       14.9
Old  :     100.0:      33.2       45.9       13.1       38.8       26.1       85.1       85.1:      14.9       14.9
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  :        26:         9          7          5          7          9         17         20:
Old  :        26:         9          7          5          7          9         17         20:
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  :                 48.7       50.4       69.5       67.5       40.3       43.8       52.8       54.1
Old  :                 48.7       50.4       69.5       67.5       40.3       43.8       52.8       54.1
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 23, 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  :   413,551:   115,732     46,424     55,890    199,148    281,528    370,770    383,842:    42,781     29,709
Old  :   350,659:   109,010     46,943     44,521    160,183    232,597    313,714    324,061:    36,945     26,598
Other:    62,892:    12,978      5,737      5,113     38,965     48,931     57,056     59,781:     5,836      3,111
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :    19,944:    13,495    -12,257        112      3,812     32,155     17,419     20,010:     2,525        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       11.2       13.5       48.2       68.1       89.7       92.8:      10.3        7.2
Old  :     100.0:      31.1       13.4       12.7       45.7       66.3       89.5       92.4:      10.5        7.6
Other:     100.0:      20.6        9.1        8.1       62.0       77.8       90.7       95.1:       9.3        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:       101         54         93         88         83        236        197:
Old  :       283:       105         55         83         85         80        231        184:
Other:       133:        39         20         23         50         36         99         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       32.3       19.7       39.7       12.3       30.0       17.8       37.1
Old  :                 14.6       31.8       21.3       40.1       14.0       29.8       20.2       37.9
Other:                 24.3       41.9       40.5       54.8       24.3       35.1       40.4       45.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 23, 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  :     9,512:     1,377      2,540        300      5,927      5,229      7,604      8,069:     1,908      1,443
Old  :     9,077:     1,389      2,600        227      5,707      4,897      7,323      7,724:     1,754      1,353
Other:       435:        61         13          0        220        332        281        345:       154         90
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :      -457:        35       -257         90       -705       -381       -580       -548:       123         91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       26.7        3.2       62.3       55.0       79.9       84.8:      20.1       15.2
Old  :     100.0:      15.3       28.6        2.5       62.9       53.9       80.7       85.1:      19.3       14.9
Other:     100.0:      14.0        3.0        0.0       50.6       76.3       64.6       79.3:      35.4       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        17         17          8         19         13         38         36:
Old  :        57:        17         17          7         17         13         36         35:
Other:        10:         2          1          0          4          3          6          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  :                 43.2       37.6       52.9       53.4       41.7       36.7       50.1       52.6
Old  :                 44.7       39.2       54.9       54.8       43.2       39.0       51.9       54.0
Other:                 54.9       79.3       64.6       79.3       54.9       79.3       64.6       79.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 23, 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  : 1,931,579:   415,984    717,070     49,910  1,342,915    983,317  1,808,809  1,750,297:   122,770    181,282
Old  : 1,931,579:   415,984    717,070     49,910  1,342,915    983,317  1,808,809  1,750,297:   122,770    181,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :    55,198:     2,192     12,636      8,379     44,360     30,468     54,931     51,483:       267      3,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       37.1        2.6       69.5       50.9       93.6       90.6:       6.4        9.4
Old  :     100.0:      21.5       37.1        2.6       69.5       50.9       93.6       90.6:       6.4        9.4
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  :       317:        60         69         34        132        136        209        222:
Old  :       317:        60         69         34        132        136        209        222:
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  :                 20.9       26.7       31.7       36.5       18.9       23.9       29.0       33.3
Old  :                 20.9       26.7       31.7       36.5       18.9       23.9       29.0       33.3
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 23, 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  : 3,512,126:   680,153    798,030    186,126  2,335,238  1,937,757  3,201,517  2,921,913:   310,609    590,213
Old  : 3,512,126:   680,153    798,030    186,126  2,335,238  1,937,757  3,201,517  2,921,913:   310,609    590,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :   138,357:    29,501     58,119     16,175    110,336     36,771    156,012    111,065:   -17,655     27,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       22.7        5.3       66.5       55.2       91.2       83.2:       8.8       16.8
Old  :     100.0:      19.4       22.7        5.3       66.5       55.2       91.2       83.2:       8.8       16.8
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  :       444:        78        113         68        174        190        288        335:
Old  :       444:        78        113         68        174        190        288        335:
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  :                 24.8       10.9       35.7       19.0       21.4        8.2       29.9       14.1
Old  :                 24.8       10.9       35.7       19.0       21.4        8.2       29.9       14.1
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 23, 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  :   536,135:   107,351     52,655      6,953    321,028    327,257    435,332    386,865:   100,803    149,270
Old  :   536,135:   107,351     52,655      6,953    321,028    327,257    435,332    386,865:   100,803    149,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :     9,277:    13,423     -1,007        197    -12,090      5,661      1,530      4,851:     7,747      4,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        9.8        1.3       59.9       61.0       81.2       72.2:      18.8       27.8
Old  :     100.0:      20.0        9.8        1.3       59.9       61.0       81.2       72.2:      18.8       27.8
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  :        90:        13         11          9         49         50         67         65:
Old  :        90:        13         11          9         49         50         67         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  :                 32.2       23.7       44.9       31.6       32.0       23.3       44.2       30.7
Old  :                 32.2       23.7       44.9       31.6       32.0       23.3       44.2       30.7
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 23, 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  : 3,316,705:   612,262  1,047,269    123,513  2,318,442  1,688,688  3,054,217  2,859,470:   262,488    457,235
Old  : 3,316,705:   612,262  1,047,269    123,513  2,318,442  1,688,688  3,054,217  2,859,470:   262,488    457,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :   121,163:    49,450     -1,803      7,944     53,559    116,740    110,953    122,881:    10,210     -1,718
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       31.6        3.7       69.9       50.9       92.1       86.2:       7.9       13.8
Old  :     100.0:      18.5       31.6        3.7       69.9       50.9       92.1       86.2:       7.9       13.8
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  :       345:        62         78         42        135        163        219        261:
Old  :       345:        62         78         42        135        163        219        261:
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  :                 34.0       13.9       44.3       23.2       29.7       13.4       38.8       19.7
Old  :                 34.0       13.9       44.3       23.2       29.7       13.4       38.8       19.7
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 23, 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  : 1,611,640:   181,534    189,055    323,678  1,068,648  1,037,048  1,573,860  1,549,781:    37,780     61,859
Old  : 1,611,640:   181,534    189,055    323,678  1,068,648  1,037,048  1,573,860  1,549,781:    37,780     61,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :    90,583:    17,894     16,093      8,453     59,552     62,953     85,899     87,499:     4,684      3,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       11.7       20.1       66.3       64.3       97.7       96.2:       2.3        3.8
Old  :     100.0:      11.3       11.7       20.1       66.3       64.3       97.7       96.2:       2.3        3.8
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:        34         39         53         64         70        124        141:
Old  :       153:        34         39         53         64         70        124        141:
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  :                 34.7       27.4       46.0       37.6       23.1       14.5       28.9       20.1
Old  :                 34.7       27.4       46.0       37.6       23.1       14.5       28.9       20.1
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 23, 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  :    78,388:    40,162      9,006      3,424     21,417     59,962     65,002     72,392:    13,386      5,996
Old  :    78,388:    40,162      9,006      3,424     21,417     59,962     65,002     72,392:    13,386      5,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :      -231:    -3,889       -186       -481      2,567      1,505     -1,803        838:     1,572     -1,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.2       11.5        4.4       27.3       76.5       82.9       92.4:      17.1        7.6
Old  :     100.0:      51.2       11.5        4.4       27.3       76.5       82.9       92.4:      17.1        7.6
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  :       122:        50         20          9         33         27         87         52:
Old  :       122:        50         20          9         33         27         87         52:
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  :                 18.6       38.8       30.7       56.9       18.6       37.1       30.7       55.1
Old  :                 18.6       38.8       30.7       56.9       18.6       37.1       30.7       55.1
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 23, 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  :   156,775:    80,323     18,012      6,848     42,833    119,924    130,004    144,784:    26,771     11,991
Old  :   156,775:    80,323     18,012      6,848     42,833    119,924    130,004    144,784:    26,771     11,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :      -461:    -7,777       -372       -962      5,134      3,009     -3,605      1,675:     3,144     -2,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.2       11.5        4.4       27.3       76.5       82.9       92.4:      17.1        7.6
Old  :     100.0:      51.2       11.5        4.4       27.3       76.5       82.9       92.4:      17.1        7.6
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  :       122:        50         20          9         33         27         87         52:
Old  :       122:        50         20          9         33         27         87         52:
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  :                 18.6       38.8       30.7       56.9       18.6       37.1       30.7       55.1
Old  :                 18.6       38.8       30.7       56.9       18.6       37.1       30.7       55.1
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 23, 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  :    67,857:    53,730     67,584        251     13,595          0     67,576     67,835:       281         22
Old  :    67,857:    53,730     67,584        251     13,595          0     67,576     67,835:       281         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :   -13,177:   -13,720    -13,177          0        517          0    -13,203    -13,177:        26          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.2       99.6        0.4       20.0        0.0       99.6      100.0:       0.4        0.0
Old  :     100.0:      79.2       99.6        0.4       20.0        0.0       99.6      100.0:       0.4        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  :        42:        30          9          2          3          0         34         10:
Old  :        42:        30          9          2          3          0         34         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  :                 74.5       91.6       89.1       99.5       74.2       91.6       88.8       99.4
Old  :                 74.5       91.6       89.1       99.5       74.2       91.6       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, January 23, 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  :    28,181:     8,244      7,008          0     19,900     21,017     28,144     28,025:        37        156
Old  :    28,181:     8,244      7,008          0     19,900     21,017     28,144     28,025:        37        156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :     1,971:      -423        913          0      2,396      1,064      1,973      1,977:        -2         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       24.9        0.0       70.6       74.6       99.9       99.4:       0.1        0.6
Old  :     100.0:      29.3       24.9        0.0       70.6       74.6       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  :        50:         9         15          0          8         20         17         35:
Old  :        50:         9         15          0          8         20         17         35:
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  :                 77.9       36.6       95.4       61.7       77.9       36.6       95.4       61.7
Old  :                 77.9       36.6       95.4       61.7       77.9       36.6       95.4       61.7
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 23, 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  :    23,377:    19,506      5,859         18      3,809     17,430     23,333     23,307:        44         70
Old  :    23,377:    19,506      5,859         18      3,809     17,430     23,333     23,307:        44         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2018                     :
     :     1,811:       384        496          0      1,411      1,314      1,795      1,810:        16          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.4       25.1        0.1       16.3       74.6       99.8       99.7:       0.2        0.3
Old  :     100.0:      83.4       25.1        0.1       16.3       74.6       99.8       99.7:       0.2        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  :        36:         6         13          1          5         13         12         26:
Old  :        36:         6         13          1          5         13         12         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  :                 91.9       61.7       98.8       81.9       91.9       61.7       96.3       81.4
Old  :                 91.9       61.7       98.8       81.9       91.9       61.7       96.3       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 26, 2018