WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      505,464
COMMITMENTS
 164,326  180,761  118,849  181,579  159,015  464,754  458,625   40,710   46,839

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -31,290)
   2,639  -29,634   -9,051  -22,968    2,768  -29,380  -35,917   -1,910    4,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     35.8     23.5     35.9     31.5     91.9     90.7      8.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     134      141      141       85      106      308      316                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      309,170
COMMITMENTS
  94,043   58,663   60,324  128,804  165,252  283,171  284,239   25,999   24,931

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:       -372)
  -9,389   -7,517    5,691      652      352   -3,046   -1,474    2,674    1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     19.0     19.5     41.7     53.5     91.6     91.9      8.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      89       59       83       73       83      208      196                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,661,360
COMMITMENTS
 477,510  343,538  279,931  725,429  838,202  1482870  1461671  178,490  199,689

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -50,544)
  24,291  -61,611  -25,879  -36,997   29,071  -38,585  -58,419  -11,959    7,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     20.7     16.8     43.7     50.5     89.3     88.0     10.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      793)
     188      151      176      299      343      588      595                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,216
COMMITMENTS
   2,323      127      464    1,174    4,495    3,961    5,086    2,255    1,130

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        -11)
     248     -106     -249      108      212      107     -143     -118      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      2.0      7.5     18.9     72.3     63.7     81.8     36.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        3        5        8       11       20       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      757,288
COMMITMENTS
 167,012  115,849  122,008  420,706  419,680  709,726  657,537   47,562   99,751

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -26,934)
  16,212  -33,058  -18,306  -20,073   20,937  -22,167  -30,427   -4,767    3,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     15.3     16.1     55.6     55.4     93.7     86.8      6.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
     154      137      174      169      227      417      468                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      507,511
COMMITMENTS
 138,822  104,113  104,574  224,689  264,727  468,085  473,414   39,426   34,097

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      5,159)
   7,163    6,247   -9,293    4,918    2,089    2,788     -957    2,371    6,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     20.5     20.6     44.3     52.2     92.2     93.3      7.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     105       90      112       92       76      264      239                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      829,841
COMMITMENTS
 160,245  156,396   21,144  520,197  462,993  701,586  640,533  128,255  189,308

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     39,061)
 -13,488    5,811    1,627   58,517   15,612   46,656   23,050   -7,595   16,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     18.8      2.5     62.7     55.8     84.5     77.2     15.5     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      30       50       26       79       76      124      137                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      937,996
COMMITMENTS
  45,143  209,662   35,895  740,756  580,780  821,794  826,337  116,202  111,659

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     25,236)
 -12,748    6,227   19,987   20,935   -3,403   28,174   22,811   -2,938    2,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     22.4      3.8     79.0     61.9     87.6     88.1     12.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      13       19       20       68       71       95       98                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,140
COMMITMENTS
     693      647      278      813      934    1,784    1,859      356      281

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:         10)
      62       10       37      -32        6       67       53      -57      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     30.2     13.0     38.0     43.6     83.4     86.9     16.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        5        4        6        6       15       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      478,654
COMMITMENTS
 138,918   26,905   77,945  216,902  346,667  433,765  451,517   44,889   27,137

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     27,739)
  20,479   -6,204    1,020    6,181   35,859   27,680   30,675       59   -2,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      5.6     16.3     45.3     72.4     90.6     94.3      9.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
     118       45      100       92       90      256      207                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,648
COMMITMENTS
   1,379    1,880      430    5,740    5,678    7,549    7,988    2,099    1,660

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:         -4)
     -30     -204       39       21       44       30     -121      -34      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     19.5      4.5     59.5     58.9     78.2     82.8     21.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16       16        9       19       12       38       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,032,285
COMMITMENTS
 411,175  545,161  131,256  1361184  1168834  1903615  1845251  128,670  187,034

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     33,775)
 -13,233  -90,005   42,955   -4,023   59,819   25,699   12,769    8,076   21,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     26.8      6.5     67.0     57.5     93.7     90.8      6.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      51       77       34      141      140      211      232                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,681,797
COMMITMENTS
 658,659  955,594  206,397  2493636  1949037  3358692  3111028  323,105  570,769

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     21,979)
  46,848   16,243   14,223  -27,705    5,873   33,366   36,339  -11,387  -14,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     26.0      5.6     67.7     52.9     91.2     84.5      8.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      443)
      84      112       76      170      191      298      335                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      562,786
COMMITMENTS
  81,612   68,318   11,278  381,257  321,584  474,147  401,180   88,639  161,606

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -9,786)
 -14,095   16,877        6    6,111  -25,163   -7,978   -8,280   -1,808   -1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     12.1      2.0     67.7     57.1     84.2     71.3     15.8     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12       12       12       53       53       72       70                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,429,213
COMMITMENTS
 628,595  981,102  148,684  2376075  1885624  3153354  3015410  275,859  413,803

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -21,467)
  11,556  -89,542   29,750  -52,685   52,719  -11,379   -7,073  -10,088  -14,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     28.6      4.3     69.3     55.0     92.0     87.9      8.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      60       76       42      133      168      217      262                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,876,680
COMMITMENTS
 263,281  343,050  388,944  1191693  1083002  1843918  1814996   32,762   61,684

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    245,974)
 130,385   91,519   14,998   96,578  147,237  241,961  253,754    4,013   -7,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     18.3     20.7     63.5     57.7     98.3     96.7      1.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      31       52       51       63       75      123      153                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,084
COMMITMENTS
  25,694   15,037    1,001   27,571   40,207   54,265   56,245    8,819    6,839

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -3,158)
  -6,948    4,499     -445    5,477   -8,269   -1,916   -4,216   -1,242    1,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     23.8      1.6     43.7     63.7     86.0     89.2     14.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      38       14        7       30       24       70       43                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      126,167
COMMITMENTS
  51,387   30,074    2,002   55,141   80,413  108,530  112,489   17,637   13,678

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -6,315)
 -13,895    8,997     -890   10,953  -16,538   -3,832   -8,431   -2,483    2,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     23.8      1.6     43.7     63.7     86.0     89.2     14.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      38       14        7       30       24       70       43                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       24,631
COMMITMENTS
     500      663        0   22,189   23,533   22,689   24,196    1,942      435

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      2.7      0.0     90.1     95.5     92.1     98.2      7.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        8       12        9       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       47,042
COMMITMENTS
  30,203   46,771      251   16,353        0   46,807   47,022      235       20

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -18,263)
 -18,395  -18,260        0      175        0  -18,220  -18,260      -43       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2     99.4      0.5     34.8      0.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      33       10        2        3        0       37       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,391
COMMITMENTS
  10,370    6,755       98   19,875   23,431   30,343   30,284       48      107

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        979)
    -428     -221       98    1,285    1,146      955    1,023       24      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     22.2      0.3     65.4     77.1     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       16        1        8       20       13       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 02/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,647
COMMITMENTS
  22,752    5,730        6    2,839   19,874   25,597   25,610       50       37

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      1,653)
   2,293      445       -7     -634    1,293    1,652    1,731        1      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.7     22.3      0.0     11.1     77.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4       12        1        4       14        9       26                  



Updated February 16, 2018