WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      543,155
COMMITMENTS
 169,018  216,312  124,828  207,067  157,519  500,913  498,659   42,242   44,496

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:    -29,538)
   1,178  -47,499      879  -31,180   16,856  -29,123  -29,764     -415      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     39.8     23.0     38.1     29.0     92.2     91.8      7.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
     129      146      143       82      100      305      317                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      325,892
COMMITMENTS
 110,209   94,276   60,147  130,833  148,870  301,189  303,293   24,703   22,599

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:    -15,398)
  -2,619  -17,514   -6,540   -4,321    8,916  -13,480  -15,138   -1,918     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     28.9     18.5     40.1     45.7     92.4     93.1      7.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
     102       68       78       81       77      219      199                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,692,248
COMMITMENTS
 453,496  439,742  303,942  744,186  765,198  1501624  1508882  190,624  183,366

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     23,694)
  29,063  -61,716   15,199  -17,656   61,524   26,606   15,007   -2,912    8,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     26.0     18.0     44.0     45.2     88.7     89.2     11.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      823)
     204      154      186      291      348      597      612                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,406
COMMITMENTS
   2,121      218      859    1,019    4,171    3,999    5,248    2,407    1,158

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        110)
    -464     -285      448     -199      125     -215      288      325     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1      3.4     13.4     15.9     65.1     62.4     81.9     37.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        4        6        8       12       20       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      790,223
COMMITMENTS
 154,286  167,085  139,439  446,958  387,770  740,683  694,294   49,540   95,929

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      6,884)
   7,610  -46,681    6,997   -6,809   39,649    7,798      -35     -914    6,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     21.1     17.6     56.6     49.1     93.7     87.9      6.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      583)
     157      142      173      166      221      411      473                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      511,460
COMMITMENTS
 133,383  110,716  115,200  226,301  254,562  474,884  480,478   36,576   30,982

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      1,457)
    -804   -9,633    3,591   -2,372    6,973      415      931    1,042      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     21.6     22.5     44.2     49.8     92.8     93.9      7.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     110       92      112       96       78      268      247                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      803,696
COMMITMENTS
 188,026  134,627   12,006  445,600  493,896  645,632  640,529  158,064  163,167

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     -5,483)
 -16,470  -14,138   -2,159      896   16,998  -17,733      701   12,250   -6,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     16.8      1.5     55.4     61.5     80.3     79.7     19.7     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      31       40       26       68       73      113      125                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      896,516
COMMITMENTS
  49,120  187,171   10,325  713,692  592,317  773,137  789,813  123,379  106,703

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -156)
   1,940      744   -3,098   -1,203  -14,042   -2,361  -16,396    2,205   16,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     20.9      1.2     79.6     66.1     86.2     88.1     13.8     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      17       13       13       61       66       87       83                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,831
COMMITMENTS
   1,028    1,356      210    1,219      849    2,457    2,415      374      416

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -148)
      40      -11     -181       63       72      -78     -120      -70      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     47.9      7.4     43.1     30.0     86.8     85.3     13.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        8        3        8        8       18       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      427,424
COMMITMENTS
 118,087   35,003   64,988  198,356  297,225  381,431  397,216   45,993   30,208

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     13,873)
   2,355  -11,421    9,098     -792   15,697   10,661   13,374    3,212      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      8.2     15.2     46.4     69.5     89.2     92.9     10.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      96       47       87       89       82      225      190                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,617
COMMITMENTS
   1,272    2,401      297    5,952    5,552    7,521    8,250    2,096    1,367

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        105)
    -105     -139       -3       25      323      -83      181      188      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     25.0      3.1     61.9     57.7     78.2     85.8     21.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       19       10       21       13       40       39                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,971,694
COMMITMENTS
 405,884  734,950   65,785  1379672  986,823  1851341  1787558  120,353  184,136

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     40,115)
 -10,100   17,880   15,875   36,757    3,506   42,532   37,261   -2,417    2,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     37.3      3.3     70.0     50.0     93.9     90.7      6.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      52       82       37      142      138      216      235                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,566,655
COMMITMENTS
 671,251  886,851  172,360  2416613  1917348  3260224  2976559  306,431  590,096

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     54,529)
  -8,902   88,821  -13,766   81,375  -20,409   58,707   54,646   -4,178     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     24.9      4.8     67.8     53.8     91.4     83.5      8.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      427)
      65      115       73      179      186      288      330                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      553,868
COMMITMENTS
 107,038   56,721   11,835  346,870  326,111  465,743  394,667   88,125  159,201

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     17,733)
    -313    4,066    4,882   25,842   -1,146   30,411    7,802  -12,678    9,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     10.2      2.1     62.6     58.9     84.1     71.3     15.9     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      11       13       12       51       50       70       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,377,130
COMMITMENTS
 631,711  1025158  124,024  2353756  1777268  3109491  2926450  267,639  450,680

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     60,425)
  19,449  -22,111      511   35,314   88,580   55,274   66,980    5,151   -6,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     30.4      3.7     69.7     52.6     92.1     86.7      7.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      62       78       39      137      169      221      264                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,737,930
COMMITMENTS
 202,493  182,698  351,043  1150662  1148508  1704198  1682249   33,732   55,681

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:    126,290)
  20,959   -6,357   27,365   82,014  111,460  130,338  132,468   -4,048   -6,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     10.5     20.2     66.2     66.1     98.1     96.8      1.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      36       47       58       63       70      129      150                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       77,825
COMMITMENTS
  40,739    7,674    2,939   20,673   61,217   64,350   71,830   13,475    5,996

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -563)
     577   -1,332     -485     -744    1,255     -652     -563       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.3      9.9      3.8     26.6     78.7     82.7     92.3     17.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      52       15        8       33       26       88       46                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      155,650
COMMITMENTS
  81,477   15,348    5,878   41,345  122,433  128,700  143,659   26,950   11,991

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     -1,125)
   1,154   -2,664     -970   -1,488    2,509   -1,304   -1,125      179        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.3      9.9      3.8     26.6     78.7     82.7     92.3     17.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      52       15        8       33       26       88       46                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       17,184
COMMITMENTS
     500      319        0   15,140   16,546   15,640   16,865    1,544      319

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.9      0.0     88.1     96.3     91.0     98.1      9.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        9       12       10       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       78,595
COMMITMENTS
  61,868   78,341      251   16,199        0   78,318   78,592      277        3

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     10,738)
   8,138   10,757        0    2,604        0   10,742   10,757       -4      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.7     99.7      0.3     20.6      0.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      37        8        2        3        0       41        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,593
COMMITMENTS
   9,876    6,919        0   17,684   20,529   27,560   27,448       33      145

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -588)
   1,632      -89        0   -2,216     -488     -584     -577       -4      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     25.1      0.0     64.1     74.4     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8       14        0        8       20       16       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 01/30/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,829
COMMITMENTS
  19,810    5,841       18    3,966   17,880   23,794   23,739       35       90

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        452)
     304      -18        0      157      450      461      432       -9       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.1     24.5      0.1     16.6     75.0     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       13        1        5       13       12       26                  



Updated February 2, 2018