WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      442,255
COMMITMENTS
 156,260  172,200   86,535  165,062  141,676  407,857  400,411   34,398   41,844

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    -51,016)
  -8,656  -20,174  -22,577  -15,089   -3,060  -46,322  -45,811   -4,694   -5,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     38.9     19.6     37.3     32.0     92.2     90.5      7.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     124      131      120       85      105      289      292                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      301,350
COMMITMENTS
  93,765   62,441   60,836  123,946  154,078  278,547  277,355   22,803   23,995

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:     -5,301)
    -233    1,938    1,705   -5,295   -8,023   -3,823   -4,380   -1,478     -921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     20.7     20.2     41.1     51.1     92.4     92.0      7.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      93       54       75       72       85      205      189                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,636,559
COMMITMENTS
 507,477  292,985  269,309  701,570  877,816  1478356  1440110  158,203  196,449

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    -45,364)
  11,576  -36,984  -32,386  -10,731   33,428  -31,541  -35,942  -13,823   -9,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     17.9     16.5     42.9     53.6     90.3     88.0      9.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      814)
     205      145      174      267      347      578      596                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,687
COMMITMENTS
   2,388       74       39    1,001    4,562    3,428    4,675    2,259    1,012

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:       -161)
     100       -1     -106     -109      173     -115       66      -46     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0      1.3      0.7     17.6     80.2     60.3     82.2     39.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        2        2        5        9       16       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      772,367
COMMITMENTS
 238,244   82,887  113,752  369,817  470,392  721,813  667,031   50,554  105,336

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    -32,003)
  29,348  -19,143  -10,824  -51,561   -1,009  -33,037  -30,976    1,034   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     10.7     14.7     47.9     60.9     93.5     86.4      6.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      634)
     183      117      173      153      251      427      492                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      471,002
COMMITMENTS
 136,741   95,167   82,140  213,819  263,921  432,700  441,228   38,302   29,774

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    -34,346)
  -5,631  -20,275  -12,373  -14,911    1,684  -32,915  -30,964   -1,431   -3,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     20.2     17.4     45.4     56.0     91.9     93.7      8.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      96       87      102       81       68      244      220                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      841,865
COMMITMENTS
 166,546  139,062   25,680  498,717  474,877  690,943  639,619  150,922  202,246

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    -13,490)
  -7,888  -17,981    2,914  -25,302   -5,722  -30,276  -20,789   16,786    7,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     16.5      3.1     59.2     56.4     82.1     76.0     17.9     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      40       34       27       72       74      124      123                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,004,836
COMMITMENTS
  52,516  211,068   21,070  775,708  649,351  849,294  881,489  155,542  123,347

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:     -3,310)
   5,134    2,648  -45,945    9,102   40,488  -31,709   -2,809   28,399     -501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     21.0      2.1     77.2     64.6     84.5     87.7     15.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      13       17       18       67       75       91       99                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,899
COMMITMENTS
     826      398      275      459    1,061    1,560    1,734      339      165

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:       -153)
     110       28      -16     -245     -127     -151     -115       -2      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     21.0     14.5     24.2     55.9     82.1     91.3     17.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        4        4        5        7       17       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      454,972
COMMITMENTS
 178,023   25,954   52,548  178,733  347,782  409,304  426,284   45,668   28,688

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    -27,522)
  25,406    1,556  -15,826  -32,822  -11,364  -23,242  -25,634   -4,280   -1,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1      5.7     11.5     39.3     76.4     90.0     93.7     10.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     124       49       87       85       95      249      210                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,779
COMMITMENTS
     988    2,611      405    6,254    5,123    7,647    8,139    2,132    1,640

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:        -98)
    -358      329     -173      356     -179     -175      -23       77      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     26.7      4.1     64.0     52.4     78.2     83.2     21.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      10       16        5       19       12       31       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,912,697
COMMITMENTS
 314,522  419,469  144,173  1293880  1126543  1752575  1690185  160,122  222,512

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:   -136,419)
 -81,011 -133,016    9,704  -88,107  -56,775 -159,414 -180,087   22,995   43,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     21.9      7.5     67.6     58.9     91.6     88.4      8.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      58       71       38      150      147      230      236                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,707,544
COMMITMENTS
 542,104  884,993  225,404  2566104  1934307  3333612  3044704  373,932  662,840

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:   -129,221)
-139,435  -11,026  -85,978   51,793  -94,498 -173,620 -191,502   44,399   62,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     23.9      6.1     69.2     52.2     89.9     82.1     10.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
      79      103       76      176      195      293      336                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      578,845
COMMITMENTS
  89,594   93,075   13,008  365,278  287,241  467,880  393,324  110,965  185,521

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:      7,233)
  10,653   17,052     -110  -10,755  -31,450     -212  -14,508    7,445   21,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     16.1      2.2     63.1     49.6     80.8     67.9     19.2     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13       14       12       50       56       69       76                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,469,039
COMMITMENTS
 510,479  962,356  110,445  2468441  1869628  3089365  2942429  379,674  526,610

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:   -167,499)
-125,601 -101,307  -48,984  -89,573 -111,281 -264,158 -261,572   96,659   94,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     27.7      3.2     71.2     53.9     89.1     84.8     10.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      52       77       44      145      166      223      261                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,253,690
COMMITMENTS
 316,386  301,913  542,785  1351710  1343876  2210881  2188574   42,809   65,116

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    233,966)
  17,070  -16,628  105,783  106,623  138,459  229,476  227,614    4,490    6,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     13.4     24.1     60.0     59.6     98.1     97.1      1.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      40       52       60       68       73      139      160                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,086
COMMITMENTS
  22,003   10,867    1,291   26,112   39,932   49,405   52,090    9,681    6,996

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:        123)
  -1,248   -2,810      323      540    3,141     -386      654      509     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     18.4      2.2     44.2     67.6     83.6     88.2     16.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      36       15        6       30       30       68       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      118,171
COMMITMENTS
  44,005   21,734    2,581   52,223   79,864   98,809  104,179   19,362   13,992

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:        246)
  -2,495   -5,620      645    1,079    6,282     -771    1,307    1,017   -1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     18.4      2.2     44.2     67.6     83.6     88.2     16.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      36       15        6       30       30       68       49                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       51,299
COMMITMENTS
  33,913   51,047      251   16,851        0   51,015   51,298      284        1

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:      2,192)
   1,933    2,204        0      258        0    2,191    2,204        1      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.1     99.5      0.5     32.8      0.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      35       10        2        3        0       39       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       39,106
COMMITMENTS
   9,490    7,436    6,073   23,521   25,428   39,084   38,937       22      169

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:      7,465)
    -921      106    5,972    2,412    1,350    7,463    7,428        2       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     19.0     15.5     60.1     65.0     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       16        2        7       20       12       38                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,920
COMMITMENTS
  24,297    5,681        0    2,623   21,195   26,920   26,876        0       44

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:        318)
     667     -102        0     -320      423      347      321      -29       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    90.3     21.1      0.0      9.7     78.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4       13        0        4       14        8       27                  



Updated March 2, 2018