WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, February 20, 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  :   493,271:   164,916    192,374    109,112    180,151    144,736    454,179    446,222:    39,092     47,049
Old  :   295,639:   128,165    167,076     40,416    101,822     61,576    270,403    269,068:    25,236     26,571
Other:   197,632:    73,272     61,819     32,175     78,329     83,160    183,776    177,154:    13,856     20,478
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :   -12,193:       590     11,613     -9,737     -1,428    -14,279    -10,575    -12,403:    -1,618        210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       39.0       22.1       36.5       29.3       92.1       90.5:       7.9        9.5
Old  :     100.0:      43.4       56.5       13.7       34.4       20.8       91.5       91.0:       8.5        9.0
Other:     100.0:      37.1       31.3       16.3       39.6       42.1       93.0       89.6:       7.0       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:       120        142        131         88        101        297        304:
Old  :       380:       128        122         69         78         82        241        246:
Other:       273:        76         89         61         60         83        174        199:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1        9.3       21.3       16.9       10.4        8.3       17.4       14.9
Old  :                 16.3       12.4       26.2       22.4       14.6       12.1       23.4       20.6
Other:                 19.4       15.5       28.9       27.6       19.1       14.6       27.7       24.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, February 20, 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  :   306,651:    93,998     60,503     59,131    129,241    162,101    282,370    281,735:    24,281     24,916
Old  :   160,304:    81,496     61,154      8,923     55,820     77,856    146,239    147,933:    14,065     12,371
Other:   146,347:    42,688     29,535     20,022     73,421     84,245    136,131    133,802:    10,216     12,545
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :    -2,519:       -45      1,840     -1,193        437     -3,151       -801     -2,504:    -1,718        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       19.7       19.3       42.1       52.9       92.1       91.9:       7.9        8.1
Old  :     100.0:      50.8       38.1        5.6       34.8       48.6       91.2       92.3:       8.8        7.7
Other:     100.0:      29.2       20.2       13.7       50.2       57.6       93.0       91.4:       7.0        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        97         57         85         76         85        214        200:
Old  :       250:        95         54         39         56         70        166        149:
Other:       201:        60         47         43         56         68        140        139:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       20.5       26.1       31.2        9.1       15.3       15.4       23.0
Old  :                 22.8       23.4       32.7       35.1       22.4       23.4       31.2       35.0
Other:                 26.0       33.4       35.8       45.2       22.7       25.2       31.2       36.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 20, 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  : 1,681,923:   495,901    329,969    301,695    712,301    844,388  1,509,897  1,476,052:   172,026    205,871
Old  : 1,384,079:   465,307    346,395    212,261    559,848    677,470  1,237,416  1,236,126:   146,663    147,953
Other:   297,844:   102,377     55,357     17,651    152,453    166,918    272,481    239,926:    25,363     57,918
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :    20,563:    18,391    -13,569     21,764    -13,128      6,186     27,027     14,381:    -6,464      6,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       19.6       17.9       42.4       50.2       89.8       87.8:      10.2       12.2
Old  :     100.0:      33.6       25.0       15.3       40.4       48.9       89.4       89.3:      10.6       10.7
Other:     100.0:      34.4       18.6        5.9       51.2       56.0       91.5       80.6:       8.5       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       803:       189        158        186        290        345        591        609:
Old  :       792:       198        158        155        275        325        557        567:
Other:       503:        80         93         37        102        280        203        392:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       10.5       16.7       16.3        7.9        8.3       13.7       12.8
Old  :                 10.9       11.8       18.2       18.5        9.8       11.3       16.0       16.4
Other:                 25.0       13.8       37.0       21.5       21.6       12.5       33.6       19.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 20, 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  :     5,848:     2,288         75        145      1,110      4,389      3,543      4,609:     2,305      1,239
Old  :     5,212:     2,245         78        107        790      4,079      3,142      4,264:     2,070        948
Other:       636:        46          0         35        320        310        401        345:       235        291
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :      -368:       -35        -52       -319        -64       -106       -418       -477:        50        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1        1.3        2.5       19.0       75.1       60.6       78.8:      39.4       21.2
Old  :     100.0:      43.1        1.5        2.1       15.2       78.3       60.3       81.8:      39.7       18.2
Other:     100.0:       7.2        0.0        5.5       50.3       48.7       63.1       54.2:      36.9       45.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        11          2          3          7          9         19         13:
Old  :        24:        10          3          2          4          9         15         13:
Other:        12:         5          0          2          4          5          9          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.3       62.6       52.1       74.1       39.7       62.0       50.3       71.2
Old  :                 38.8       64.7       51.7       76.9       38.8       64.4       50.1       74.3
Other:                 59.6       47.5       62.9       54.2       54.1       44.2       55.2       46.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 20, 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  :   804,370:   208,896    102,030    124,576    421,378    471,401    754,850    698,007:    49,520    106,363
Old  :   652,522:   185,437     98,143     95,896    331,906    388,388    613,239    582,427:    39,283     70,095
Other:   151,848:    40,027     20,455     12,112     89,472     83,013    141,611    115,580:    10,237     36,268
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :    47,082:    41,884    -13,819      2,568        672     51,721     45,124     40,470:     1,958      6,612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       12.7       15.5       52.4       58.6       93.8       86.8:       6.2       13.2
Old  :     100.0:      28.4       15.0       14.7       50.9       59.5       94.0       89.3:       6.0       10.7
Other:     100.0:      26.4       13.5        8.0       58.9       54.7       93.3       76.1:       6.7       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       601:       171        128        177        166        236        430        471:
Old  :       585:       162        138        147        148        221        391        436:
Other:       378:        80         73         56         82        184        187        291:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       12.3       23.9       20.3       15.4       10.6       21.0       17.5
Old  :                 17.9       14.3       24.9       22.4       17.6       13.7       24.2       21.0
Other:                 25.6       15.4       36.6       24.3       23.9       14.7       34.5       23.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 20, 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  :   505,348:   142,372    115,442     94,513    228,730    262,237    465,615    472,192:    39,733     33,156
Old  :   422,224:   133,509    116,577     70,724    184,892    205,709    389,125    393,010:    33,099     29,214
Other:    83,124:    27,720     17,722      4,932     43,838     56,528     76,490     79,182:     6,634      3,942
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :    -2,163:     3,550     11,329    -10,061      4,041     -2,490     -2,470     -1,222:       307       -941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       22.8       18.7       45.3       51.9       92.1       93.4:       7.9        6.6
Old  :     100.0:      31.6       27.6       16.8       43.8       48.7       92.2       93.1:       7.8        6.9
Other:     100.0:      33.3       21.3        5.9       52.7       68.0       92.0       95.3:       8.0        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       112         95        107         95         75        266        244:
Old  :       351:       122         96         96         93         73        253        238:
Other:       147:        39         44         20         46         32        103         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       26.5       19.1       33.2       11.8       24.6       18.0       30.0
Old  :                 11.8       24.6       19.1       31.1       11.1       23.0       18.0       29.4
Other:                 25.0       48.7       39.9       59.8       23.6       48.2       38.5       58.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 20, 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  :   855,355:   174,434    157,043     22,766    524,019    480,599    721,219    660,408:   134,136    194,947
Old  :   855,355:   174,434    157,043     22,766    524,019    480,599    721,219    660,408:   134,136    194,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :    25,514:    14,189        647      1,622      3,822     17,606     19,633     19,875:     5,881      5,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       18.4        2.7       61.3       56.2       84.3       77.2:      15.7       22.8
Old  :     100.0:      20.4       18.4        2.7       61.3       56.2       84.3       77.2:      15.7       22.8
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  :       190:        33         48         34         81         79        134        141:
Old  :       190:        33         48         34         81         79        134        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  :                 21.7       24.7       32.3       34.1       15.6       17.5       24.1       23.9
Old  :                 21.7       24.7       32.3       34.1       15.6       17.5       24.1       23.9
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, February 20, 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  : 1,008,146:    47,382    208,420     67,015    766,606    608,863    881,003    884,298:   127,143    123,848
Old  : 1,008,146:    47,382    208,420     67,015    766,606    608,863    881,003    884,298:   127,143    123,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :    70,150:     2,239     -1,242     31,120     25,850     28,083     59,209     57,961:    10,941     12,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       20.7        6.6       76.0       60.4       87.4       87.7:      12.6       12.3
Old  :     100.0:       4.7       20.7        6.6       76.0       60.4       87.4       87.7:      12.6       12.3
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  :       129:        16         17         22         69         71         99         99:
Old  :       129:        16         17         22         69         71         99         99:
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  :                 23.5       32.1       35.3       42.6       18.0       32.1       28.1       40.4
Old  :                 23.5       32.1       35.3       42.6       18.0       32.1       28.1       40.4
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, February 20, 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  :     2,052:       716        370        291        704      1,188      1,711      1,849:       341        203
Old  :     2,052:       716        370        291        704      1,188      1,711      1,849:       341        203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :       -88:        23       -277         13       -109        254        -73        -10:       -15        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       18.0       14.2       34.3       57.9       83.4       90.1:      16.6        9.9
Old  :     100.0:      34.9       18.0       14.2       34.3       57.9       83.4       90.1:      16.6        9.9
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  :        24:         9          5          3          6          8         16         16:
Old  :        24:         9          5          3          6          8         16         16:
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  :                 42.5       47.6       68.2       76.6       29.3       32.0       39.0       42.7
Old  :                 42.5       47.6       68.2       76.6       29.3       32.0       39.0       42.7
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, February 20, 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  :   482,494:   152,617     24,398     68,374    211,555    359,146    432,546    451,918:    49,948     30,576
Old  :   407,150:   142,768     23,215     55,114    165,156    302,628    363,038    380,957:    44,112     26,193
Other:    75,344:    16,225      7,559      6,884     46,399     56,518     69,508     70,961:     5,836      4,383
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :     3,840:    13,699     -2,507     -9,571     -5,347     12,479     -1,219        401:     5,059      3,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        5.1       14.2       43.8       74.4       89.6       93.7:      10.4        6.3
Old  :     100.0:      35.1        5.7       13.5       40.6       74.3       89.2       93.6:      10.8        6.4
Other:     100.0:      21.5       10.0        9.1       61.6       75.0       92.3       94.2:       7.7        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:       120         44         92         91         90        257        198:
Old  :       298:       123         45         85         86         87        247        189:
Other:       148:        46         22         23         57         40        116         74:
     :----------------------------------------------------------------------------------------------------
     :             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       36.4       19.6       45.5       10.4       32.5       15.2       41.2
Old  :                 13.9       35.7       20.2       45.8       11.3       31.6       16.7       40.9
Other:                 22.4       44.7       38.1       57.0       22.4       40.9       38.1       50.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 20, 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  :     9,877:     1,346      2,282        578      5,898      5,302      7,822      8,162:     2,055      1,715
Old  :     9,163:     1,353      2,545        298      5,696      4,729      7,347      7,572:     1,816      1,591
Other:       714:       273         17          0        202        573        475        590:       239        124
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :       229:       -33        402        148        158       -376        273        174:       -44         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       23.1        5.9       59.7       53.7       79.2       82.6:      20.8       17.4
Old  :     100.0:      14.8       27.8        3.3       62.2       51.6       80.2       82.6:      19.8       17.4
Other:     100.0:      38.2        2.4        0.0       28.3       80.3       66.5       82.6:      33.5       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        19         19         11         19         13         41         41:
Old  :        62:        17         22          9         18         13         39         40:
Other:        15:         3          3          0          4          5          7          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.2       37.8       50.0       53.6       33.7       32.6       42.1       46.1
Old  :                 39.5       37.3       53.2       51.7       35.7       34.7       44.8       46.8
Other:                 48.5       78.7       66.5       82.6       48.5       78.7       66.5       82.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 20, 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  : 2,049,116:   395,533    552,485    134,469  1,381,987  1,183,318  1,911,989  1,870,272:   137,127    178,844
Old  : 2,049,116:   395,533    552,485    134,469  1,381,987  1,183,318  1,911,989  1,870,272:   137,127    178,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :    16,831:   -15,642      7,324      3,213     20,803     14,484      8,374     25,021:     8,457     -8,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       27.0        6.6       67.4       57.7       93.3       91.3:       6.7        8.7
Old  :     100.0:      19.3       27.0        6.6       67.4       57.7       93.3       91.3:       6.7        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:        58         84         38        142        144        221        245:
Old  :       345:        58         84         38        142        144        221        245:
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  :                 19.3       21.7       32.1       29.4       15.6       16.0       25.8       22.2
Old  :                 19.3       21.7       32.1       29.4       15.6       16.0       25.8       22.2
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, February 20, 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  : 3,836,765:   681,539    896,019    311,382  2,514,311  2,028,805  3,507,232  3,236,206:   329,533    600,559
Old  : 3,836,765:   681,539    896,019    311,382  2,514,311  2,028,805  3,507,232  3,236,206:   329,533    600,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :   154,968:    22,880    -59,575    104,985     20,675     79,768    148,540    125,178:     6,428     29,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       23.4        8.1       65.5       52.9       91.4       84.3:       8.6       15.7
Old  :     100.0:      17.8       23.4        8.1       65.5       52.9       91.4       84.3:       8.6       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       439:        85        107         78        177        199        303        343:
Old  :       439:        85        107         78        177        199        303        343:
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  :                 24.9       11.1       35.7       19.1       21.8        9.1       30.2       14.8
Old  :                 24.9       11.1       35.7       19.1       21.8        9.1       30.2       14.8
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, February 20, 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  :   571,612:    78,941     76,023     13,118    376,033    318,691    468,092    407,832:   103,520    163,780
Old  :   571,612:    78,941     76,023     13,118    376,033    318,691    468,092    407,832:   103,520    163,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :     8,826:    -2,671      7,705      1,840     -5,224     -2,893     -6,055      6,652:    14,881      2,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       13.3        2.3       65.8       55.8       81.9       71.3:      18.1       28.7
Old  :     100.0:      13.8       13.3        2.3       65.8       55.8       81.9       71.3:      18.1       28.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        12         12         12         51         58         70         75:
Old  :        93:        12         12         12         51         58         70         75:
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  :                 34.8       14.0       44.9       22.7       34.7       13.5       43.2       21.9
Old  :                 34.8       14.0       44.9       22.7       34.7       13.5       43.2       21.9
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, February 20, 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  : 3,636,538:   636,080  1,063,663    159,429  2,558,014  1,980,909  3,353,523  3,204,001:   283,015    432,537
Old  : 3,636,538:   636,080  1,063,663    159,429  2,558,014  1,980,909  3,353,523  3,204,001:   283,015    432,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :   207,325:     7,485     82,561     10,745    181,939     95,285    200,169    188,591:     7,156     18,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       29.2        4.4       70.3       54.5       92.2       88.1:       7.8       11.9
Old  :     100.0:      17.5       29.2        4.4       70.3       54.5       92.2       88.1:       7.8       11.9
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  :       344:        56         77         42        140        175        222        269:
Old  :       344:        56         77         42        140        175        222        269:
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  :                 32.6       15.5       43.1       25.2       26.9       14.1       36.2       22.0
Old  :                 32.6       15.5       43.1       25.2       26.9       14.1       36.2       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, February 20, 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  : 2,019,724:   299,316    318,541    437,002  1,245,087  1,205,417  1,981,405  1,960,960:    38,319     58,764
Old  : 2,019,724:   299,316    318,541    437,002  1,245,087  1,205,417  1,981,405  1,960,960:    38,319     58,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :   143,044:    36,035    -24,509     48,058     53,394    122,415    137,487    145,964:     5,557     -2,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       15.8       21.6       61.6       59.7       98.1       97.1:       1.9        2.9
Old  :     100.0:      14.8       15.8       21.6       61.6       59.7       98.1       97.1:       1.9        2.9
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  :       166:        35         49         58         66         73        133        153:
Old  :       166:        35         49         58         66         73        133        153:
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  :                 32.0       27.5       44.9       40.8       23.7       18.3       30.0       24.4
Old  :                 32.0       27.5       44.9       40.8       23.7       18.3       30.0       24.4
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, February 20, 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  :    58,963:    23,250     13,677        968     25,572     36,791     49,790     51,436:     9,173      7,527
Old  :    58,963:    23,250     13,677        968     25,572     36,791     49,790     51,436:     9,173      7,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :    -4,121:    -2,444     -1,360        -33     -1,999     -3,416     -4,475     -4,809:       354        688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       23.2        1.6       43.4       62.4       84.4       87.2:      15.6       12.8
Old  :     100.0:      39.4       23.2        1.6       43.4       62.4       84.4       87.2:      15.6       12.8
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  :       103:        40         14          7         31         26         73         45:
Old  :       103:        40         14          7         31         26         73         45:
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  :                 31.8       43.7       45.6       64.1       31.8       42.0       45.5       60.6
Old  :                 31.8       43.7       45.6       64.1       31.8       42.0       45.5       60.6
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, February 20, 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  :   117,925:    46,500     27,354      1,936     51,144     73,582     99,580    102,872:    18,345     15,053
Old  :   117,925:    46,500     27,354      1,936     51,144     73,582     99,580    102,872:    18,345     15,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :    -8,242:    -4,887     -2,720        -66     -3,997     -6,831     -8,950     -9,617:       708      1,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       23.2        1.6       43.4       62.4       84.4       87.2:      15.6       12.8
Old  :     100.0:      39.4       23.2        1.6       43.4       62.4       84.4       87.2:      15.6       12.8
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  :       103:        40         14          7         31         26         73         45:
Old  :       103:        40         14          7         31         26         73         45:
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  :                 31.8       43.7       45.6       64.1       31.8       42.0       45.5       60.6
Old  :                 31.8       43.7       45.6       64.1       31.8       42.0       45.5       60.6
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, February 20, 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  :    49,107:    31,980     48,843        251     16,593          0     48,824     49,094:       283         13
Old  :    49,107:    31,980     48,843        251     16,593          0     48,824     49,094:       283         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :     2,065:     1,777      2,072          0        240          0      2,017      2,072:        48         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.1       99.5        0.5       33.8        0.0       99.4      100.0:       0.6        0.0
Old  :     100.0:      65.1       99.5        0.5       33.8        0.0       99.4      100.0:       0.6        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  :        46:        34          9          2          3          0         38         10:
Old  :        46:        34          9          2          3          0         38         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  :                 63.4       89.9       82.3       99.4       63.1       89.9       82.0       99.2
Old  :                 63.4       89.9       82.3       99.4       63.1       89.9       82.0       99.2
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, February 20, 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  :    31,641:    10,411      7,330        101     21,109     24,078     31,621     31,509:        20        132
Old  :    31,641:    10,411      7,330        101     21,109     24,078     31,621     31,509:        20        132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :     1,250:        41        575          3      1,234        647      1,278      1,225:       -28         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       23.2        0.3       66.7       76.1       99.9       99.6:       0.1        0.4
Old  :     100.0:      32.9       23.2        0.3       66.7       76.1       99.9       99.6:       0.1        0.4
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  :        47:         6         15          1          7         20         13         36:
Old  :        47:         6         15          1          7         20         13         36:
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  :                 83.5       42.4       98.0       65.7       83.5       42.4       97.6       65.7
Old  :                 83.5       42.4       98.0       65.7       83.5       42.4       97.6       65.7
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, February 20, 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  :    26,602:    23,630      5,783          0      2,943     20,772     26,573     26,555:        29         47
Old  :    26,602:    23,630      5,783          0      2,943     20,772     26,573     26,555:        29         47
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2018                    :
     :       955:       878         53         -6        104        898        976        945:       -21         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.8       21.7        0.0       11.1       78.1       99.9       99.8:       0.1        0.2
Old  :     100.0:      88.8       21.7        0.0       11.1       78.1       99.9       99.8:       0.1        0.2
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  :        32:         3         12          0          4         14          7         26:
Old  :        32:         3         12          0          4         14          7         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  :                 98.6       58.9       99.9       81.5       96.5       58.9       97.8       81.5
Old  :                 98.6       58.9       99.9       81.5       96.5       58.9       97.8       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 23, 2018