WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      465,424
COMMITMENTS
 160,967  152,160  103,357  165,766  169,635  430,090  425,152   35,334   40,272

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     23,169)
   4,707  -20,040   16,822      704   27,959   22,233   24,741      936   -1,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     32.7     22.2     35.6     36.4     92.4     91.3      7.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
     142      128      121       83      117      300      307                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      300,111
COMMITMENTS
  92,616   48,820   62,863  122,016  163,446  277,495  275,129   22,616   24,982

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,239)
  -1,149  -13,621    2,027   -1,930    9,368   -1,052   -2,226     -187      987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     16.3     20.9     40.7     54.5     92.5     91.7      7.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
     105       52       78       69       92      214      198                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,743,951
COMMITMENTS
 578,099  257,715  280,817  732,571  994,566  1591487  1533098  152,464  210,853

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    107,392)
  70,622  -35,270   11,508   31,001  116,750  113,131   92,988   -5,739   14,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     14.8     16.1     42.0     57.0     91.3     87.9      8.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      820)
     216      139      171      265      358      574      598                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,563
COMMITMENTS
   2,306      131       68      989    4,495    3,363    4,694    2,200      869

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -124)
     -82       57       29      -12      -67      -65       19      -59     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5      2.4      1.2     17.8     80.8     60.5     84.4     39.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10        3        3        5        9       17       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      819,234
COMMITMENTS
 272,974   78,097  113,482  382,395  514,845  768,851  706,424   50,383  112,810

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     46,867)
  34,730   -4,790     -270   12,578   44,453   47,038   39,393     -171    7,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      9.5     13.9     46.7     62.8     93.8     86.2      6.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      645)
     194      123      170      151      262      422      504                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       28,666
COMMITMENTS
  20,926    2,837      893    1,156    6,068   22,975    9,798    5,691   18,868

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0      9.9      3.1      4.0     21.2     80.1     34.2     19.9     65.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        6        4        2       12        8       22                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      485,144
COMMITMENTS
 145,363   98,580   82,978  219,232  274,449  447,573  456,007   37,571   29,137

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     14,142)
   8,622    3,413      838    5,413   10,528   14,873   14,779     -731     -637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     20.3     17.1     45.2     56.6     92.3     94.0      7.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     112       92      104       86       69      259      225                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      812,681
COMMITMENTS
 172,222  157,936   10,798  499,398  461,021  682,418  629,755  130,263  182,926

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -29,184)
   5,676   18,874  -14,882      681  -13,856   -8,525   -9,864  -20,659  -19,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     19.4      1.3     61.5     56.7     84.0     77.5     16.0     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      40       37       17       70       77      117      124                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      967,570
COMMITMENTS
  48,012  218,422   15,560  763,753  617,122  827,325  851,104  140,245  116,466

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -37,266)
  -4,504    7,354   -5,510  -11,955  -32,229  -21,969  -30,385  -15,297   -6,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     22.6      1.6     78.9     63.8     85.5     88.0     14.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      13       18       18       65       70       87       97                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,915
COMMITMENTS
     906      294      251      425    1,200    1,582    1,745      333      170

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:         16)
      80     -104      -24      -34      139       22       11       -6        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     15.4     13.1     22.2     62.7     82.6     91.1     17.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        3        3        6        8       16       13                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      453,096
COMMITMENTS
 180,333   27,631   46,966  182,210  350,107  409,509  424,704   43,587   28,392

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,876)
   2,310    1,677   -5,582    3,477    2,325      205   -1,580   -2,081     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8      6.1     10.4     40.2     77.3     90.4     93.7      9.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     122       50       80       88       94      243      199                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,123
COMMITMENTS
     858    1,518      475    4,398    4,564    5,731    6,557    2,392    1,566

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,656)
    -130   -1,093       70   -1,856     -559   -1,916   -1,582      260      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     18.7      5.8     54.1     56.2     70.6     80.7     29.4     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9       14        6       17       13       27       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,840,176
COMMITMENTS
 293,440  386,234  119,122  1300270  1145061  1712832  1650417  127,344  189,759

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -72,521)
 -21,082  -33,235  -25,051    6,390   18,518  -39,743  -39,768  -32,778  -32,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     21.0      6.5     70.7     62.2     93.1     89.7      6.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      58       71       29      142      137      212      225                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,479,342
COMMITMENTS
 586,134  948,284  156,348  2412832  1799991  3155314  2904623  324,028  574,719

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:   -228,202)
  44,030   63,291  -69,056 -153,272 -134,316 -178,298 -140,081  -49,904  -88,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     27.3      4.5     69.3     51.7     90.7     83.5      9.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
      73      115       59      156      192      261      334                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      555,916
COMMITMENTS
  74,005   89,189    7,690  381,716  291,653  463,411  388,532   92,505  167,384

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -22,929)
 -15,589   -3,886   -5,318   16,438    4,412   -4,469   -4,792  -18,460  -18,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     16.0      1.4     68.7     52.5     83.4     69.9     16.6     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12       11        9       55       56       72       71                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,375,246
COMMITMENTS
 533,226  1022856  109,258  2470298  1794376  3112782  2926490  262,464  448,756

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:    -93,793)
  22,747   60,500   -1,187    1,857  -75,252   23,417  -15,939 -117,210  -77,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     30.3      3.2     73.2     53.2     92.2     86.7      7.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      55       77       35      137      162      214      252                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,011,899
COMMITMENTS
 316,078  274,474  506,981  1157644  1173188  1980703  1954643   31,196   57,256

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:   -241,791)
    -308  -27,439  -35,804 -194,066 -170,688 -230,178 -233,931  -11,613   -7,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     13.6     25.2     57.5     58.3     98.4     97.2      1.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      38       46       57       64       74      130      156                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,398
COMMITMENTS
  23,520   10,813    1,202   24,849   40,009   49,571   52,023    8,828    6,375

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -688)
   1,518      -54      -89   -1,263       77      166      -67     -854     -621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     18.5      2.1     42.6     68.5     84.9     89.1     15.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      35       16        9       34       30       75       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      116,796
COMMITMENTS
  47,040   21,626    2,403   49,698   80,017   99,141  104,046   17,655   12,750

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,375)
   3,035     -108     -178   -2,525      153      332     -133   -1,707   -1,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     18.5      2.1     42.6     68.5     84.9     89.1     15.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      35       16        9       34       30       75       50                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       51,065
COMMITMENTS
  33,692   50,715      349   16,735        0   50,776   51,064      289        1

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -234)
    -221     -332       98     -116        0     -239     -234        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.0     99.3      0.7     32.8      0.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      33        9        3        3        0       38       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       43,440
COMMITMENTS
   8,560    7,228    9,216   25,659   26,825   43,435   43,269        5      171

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      4,334)
    -930     -208    3,143    2,138    1,397    4,351    4,332      -17        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     16.6     21.2     59.1     61.8    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       16        2        8       20       12       38                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 03/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,642
COMMITMENTS
  24,992    5,797        0    2,624   21,767   27,616   27,564       26       78

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        722)
     695      116        0        1      572      696      688       26       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    90.4     21.0      0.0      9.5     78.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3       13        0        5       14        8       27                  



Updated March 9, 2018