WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   626,431:   141,989    242,190    187,723    250,433    149,231    580,145    579,144:    46,286     47,287
Old  :   447,118:   126,052    222,526    108,757    177,504     83,333    412,313    414,616:    34,805     32,502
Other:   179,313:    46,178     49,905     48,725     72,929     65,898    167,832    164,528:    11,482     14,785
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :     3,917:    -1,154    -13,669      7,576     -1,275      9,964      5,146      3,871:    -1,230         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       38.7       30.0       40.0       23.8       92.6       92.5:       7.4        7.5
Old  :     100.0:      28.2       49.8       24.3       39.7       18.6       92.2       92.7:       7.8        7.3
Other:     100.0:      25.8       27.8       27.2       40.7       36.8       93.6       91.8:       6.4        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       457:       135        166        157        110        108        344        346:
Old  :       434:       137        150        130        105        101        315        316:
Other:       244:        60         80         60         62         85        161        189:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8        8.1       22.8       14.9       11.3        7.2       16.9       12.8
Old  :                 16.1       10.2       23.4       18.7       15.0        9.7       21.1       17.7
Other:                 18.8       16.3       31.0       27.1       14.9       12.6       24.2       20.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   343,536:   111,473    121,773     55,494    148,857    144,976    315,824    322,243:    27,712     21,293
Old  :   259,223:   107,077    117,678     30,969    100,299     97,052    238,346    245,700:    20,878     13,524
Other:    84,313:    20,447     20,146      8,473     48,558     47,924     77,478     76,543:     6,834      7,770
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :       827:     4,939       -956       -795     -4,671      2,829       -527      1,078:     1,355       -251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       35.4       16.2       43.3       42.2       91.9       93.8:       8.1        6.2
Old  :     100.0:      41.3       45.4       11.9       38.7       37.4       91.9       94.8:       8.1        5.2
Other:     100.0:      24.3       23.9       10.0       57.6       56.8       91.9       90.8:       8.1        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:       108         74         89         95         83        246        212:
Old  :       291:       109         66         51         85         70        214        168:
Other:       186:        54         46         47         58         65        135        136:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       18.3       29.8       29.0       14.0       14.8       20.8       24.6
Old  :                 25.3       21.7       34.3       35.0       24.3       21.6       32.3       34.5
Other:                 28.4       28.1       39.1       40.2       21.4       27.1       30.5       38.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,851,952:   347,445    470,476    445,831    817,751    724,731  1,611,027  1,641,037:   240,925    210,914
Old  : 1,608,494:   332,224    468,393    359,397    698,757    613,110  1,390,378  1,440,900:   218,116    167,593
Other:   243,458:    54,425     41,286     47,231    118,994    111,621    220,649    200,137:    22,809     43,321
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :      -970:    -1,386     -9,081      5,886     -5,733      3,178     -1,233        -17:       263       -953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       25.4       24.1       44.2       39.1       87.0       88.6:      13.0       11.4
Old  :     100.0:      20.7       29.1       22.3       43.4       38.1       86.4       89.6:      13.6       10.4
Other:     100.0:      22.4       17.0       19.4       48.9       45.8       90.6       82.2:       9.4       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       815:       188        177        206        367        357        668        639:
Old  :       802:       187        175        188        356        344        642        614:
Other:       462:        70         81         69        115        268        227        377:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6        8.9       15.2       14.6        7.2        7.8       12.3       12.7
Old  :                  9.5        9.7       15.7       15.8        8.6        8.5       13.5       13.9
Other:                 21.1       17.5       32.6       28.0       20.6       17.2       30.8       25.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,053:     2,524        720        478      1,946      4,569      4,949      5,767:     2,104      1,286
Old  :     6,811:     2,486        708        431      1,828      4,524      4,746      5,663:     2,065      1,148
Other:       242:        80         54          5        118         45        203        104:        39        138
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :       264:      -157        326         25        125       -108         -6        244:       270         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       10.2        6.8       27.6       64.8       70.2       81.8:      29.8       18.2
Old  :     100.0:      36.5       10.4        6.3       26.8       66.4       69.7       83.1:      30.3       16.9
Other:     100.0:      33.1       22.2        2.1       48.8       18.6       84.0       42.9:      16.0       57.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         7         10          6          8         11         19         23:
Old  :        31:         8          9          6          8         11         19         23:
Other:        12:         1          3          1          3          5          5          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       54.8       57.0       67.9       44.5       52.7       56.4       63.2
Old  :                 43.9       56.2       56.2       69.7       43.3       54.1       55.6       64.9
Other:                 82.3       38.1       84.0       42.9       81.9       36.0       81.9       40.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   814,798:   134,164    197,791    186,748    434,020    337,080    754,933    721,620:    59,865     93,178
Old  :   717,288:   126,680    193,316    157,869    380,238    290,962    664,787    642,146:    52,501     75,142
Other:    97,509:    19,544     16,536     16,820     53,782     46,119     90,145     79,474:     7,364     18,035
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :   -26,424:    -4,796     18,843    -16,271     -5,324    -25,361    -26,392    -22,789:       -33     -3,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       24.3       22.9       53.3       41.4       92.7       88.6:       7.3       11.4
Old  :     100.0:      17.7       27.0       22.0       53.0       40.6       92.7       89.5:       7.3       10.5
Other:     100.0:      20.0       17.0       17.2       55.2       47.3       92.4       81.5:       7.6       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       618:       171        167        226        190        217        479        520:
Old  :       612:       172        167        204        180        208        456        497:
Other:       319:        62         74         63         80        146        178        253:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9        8.1       23.1       14.2       14.9        6.1       20.3       11.5
Old  :                 16.8        8.8       23.7       15.2       15.9        7.0       21.3       13.0
Other:                 29.4       25.0       39.0       34.2       28.7       24.5       37.9       30.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   468,013:   115,866     91,332    104,709    213,891    241,113    434,466    437,154:    33,547     30,859
Old  :   411,187:   105,051     95,826     86,320    191,112    201,544    382,484    383,691:    28,702     27,496
Other:    56,826:    24,783      9,474      4,420     22,778     39,569     51,982     53,463:     4,844      3,363
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :    -7,629:      -160     -2,666      9,342    -15,144    -15,469     -5,961     -8,793:    -1,667      1,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       19.5       22.4       45.7       51.5       92.8       93.4:       7.2        6.6
Old  :     100.0:      25.5       23.3       21.0       46.5       49.0       93.0       93.3:       7.0        6.7
Other:     100.0:      43.6       16.7        7.8       40.1       69.6       91.5       94.1:       8.5        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        98         84        108         91         83        248        232:
Old  :       311:        96         92        101         87         78        238        224:
Other:       118:        43         22         20         41         27         91         62:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       26.8       20.0       33.2       10.2       24.0       16.2       29.8
Old  :                 13.1       24.7       20.8       31.4       11.4       22.7       18.5       28.9
Other:                 27.5       56.1       42.5       68.4       27.5       52.9       41.0       63.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   907,723:   194,442     85,445    101,937    448,505    555,494    744,884    742,876:   162,839    164,847
Old  :   907,723:   194,442     85,445    101,937    448,505    555,494    744,884    742,876:   162,839    164,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :    -6,054:     5,850        195      5,800    -26,987     -8,848    -15,338     -2,853:     9,284     -3,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        9.4       11.2       49.4       61.2       82.1       81.8:      17.9       18.2
Old  :     100.0:      21.4        9.4       11.2       49.4       61.2       82.1       81.8:      17.9       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        49         27         43         76         82        138        139:
Old  :       175:        49         27         43         76         82        138        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       26.1       27.7       35.7       12.3       17.5       19.1       25.7
Old  :                 19.2       26.1       27.7       35.7       12.3       17.5       19.1       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   879,529:    57,781    164,119     10,147    695,737    613,976    763,665    788,242:   115,865     91,288
Old  :   879,529:    57,781    164,119     10,147    695,737    613,976    763,665    788,242:   115,865     91,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :    -4,368:     6,426      1,320     -3,006      1,011     -2,329      4,431     -4,015:    -8,799       -352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       18.7        1.2       79.1       69.8       86.8       89.6:      13.2       10.4
Old  :     100.0:       6.6       18.7        1.2       79.1       69.8       86.8       89.6:      13.2       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        17         11         14         60         73         85         90:
Old  :       118:        17         11         14         60         73         85         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       40.3       40.8       52.7       20.4       40.3       31.0       50.6
Old  :                 27.3       40.3       40.8       52.7       20.4       40.3       31.0       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     2,596:       472      1,229        293      1,453        616      2,218      2,138:       378        458
Old  :     2,596:       472      1,229        293      1,453        616      2,218      2,138:       378        458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :      -126:       -11        -35        -56         30        -82        -37       -173:       -89         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       47.3       11.3       56.0       23.7       85.4       82.4:      14.6       17.6
Old  :     100.0:      18.2       47.3       11.3       56.0       23.7       85.4       82.4:      14.6       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7          8          6          8          7         17         20:
Old  :        25:         7          8          6          8          7         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       47.2       69.7       62.3       40.8       41.6       53.8       51.0
Old  :                 50.4       47.2       69.7       62.3       40.8       41.6       53.8       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   414,796:    98,440     48,818     77,604    197,163    260,508    373,206    386,930:    41,589     27,865
Old  :   365,858:    93,066     48,465     69,065    166,511    222,928    328,642    340,458:    37,216     25,400
Other:    48,938:     9,116      4,095      4,797     30,651     37,580     44,564     46,472:     4,373      2,466
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :   -10,551:    -6,069      4,944      1,566     -7,474    -19,065    -11,977    -12,554:     1,426      2,003
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       11.8       18.7       47.5       62.8       90.0       93.3:      10.0        6.7
Old  :     100.0:      25.4       13.2       18.9       45.5       60.9       89.8       93.1:      10.2        6.9
Other:     100.0:      18.6        8.4        9.8       62.6       76.8       91.1       95.0:       8.9        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        83         60         93         98         86        232        202:
Old  :       272:        89         58         88         97         84        228        196:
Other:       114:        25         19         24         47         36         83         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       29.4       20.8       36.2       12.3       27.9       17.6       34.5
Old  :                 14.3       28.7       21.2       36.2       13.2       27.6       18.9       34.8
Other:                 28.9       40.9       47.6       57.2       28.8       36.9       45.4       47.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,088:     1,332      2,605        352      6,678      5,598      8,362      8,555:     1,727      1,533
Old  :     9,834:     1,346      2,605        338      6,548      5,415      8,232      8,358:     1,603      1,476
Other:       254:         0         14          0        130        183        130        197:       124         57
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :      -524:       -33        286       -241        -53       -517       -327       -472:      -197        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       25.8        3.5       66.2       55.5       82.9       84.8:      17.1       15.2
Old  :     100.0:      13.7       26.5        3.4       66.6       55.1       83.7       85.0:      16.3       15.0
Other:     100.0:       0.0        5.5        0.0       51.2       72.0       51.2       77.6:      48.8       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        13         16         11         17         14         35         37:
Old  :        53:        13         16         10         16         14         34         36:
Other:         9:         0          2          0          3          4          3          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       40.8       61.8       58.4       52.6       39.7       61.1       56.8
Old  :                 54.0       40.5       63.2       58.3       53.7       39.8       62.5       57.2
Other:                 51.2       75.2       51.2       77.6       51.2       75.2       51.2       77.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,888,136:   411,242    637,239    109,294  1,243,302    976,754  1,763,838  1,723,287:   124,298    164,849
Old  : 1,888,136:   411,242    637,239    109,294  1,243,302    976,754  1,763,838  1,723,287:   124,298    164,849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :    15,301:     5,621     47,702      3,226      4,698    -36,349     13,546     14,580:     1,755        721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       33.7        5.8       65.8       51.7       93.4       91.3:       6.6        8.7
Old  :     100.0:      21.8       33.7        5.8       65.8       51.7       93.4       91.3:       6.6        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        53         74         41        138        124        218        212:
Old  :       311:        53         74         41        138        124        218        212:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       27.9       30.9       38.7       18.3       25.8       28.4       35.2
Old  :                 19.3       27.9       30.9       38.7       18.3       25.8       28.4       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,737,139:   653,701    705,584    379,576  2,358,600  2,083,036  3,391,877  3,168,196:   345,262    568,943
Old  : 3,737,139:   653,701    705,584    379,576  2,358,600  2,083,036  3,391,877  3,168,196:   345,262    568,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :   -13,751:    24,506      9,162    -25,794     -9,896    -20,675    -11,184    -37,307:    -2,568     23,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       18.9       10.2       63.1       55.7       90.8       84.8:       9.2       15.2
Old  :     100.0:      17.5       18.9       10.2       63.1       55.7       90.8       84.8:       9.2       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:        76         93         92        164        193        288        330:
Old  :       393:        76         93         92        164        193        288        330:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       12.2       32.8       19.1       19.2        9.7       26.8       14.3
Old  :                 22.7       12.2       32.8       19.1       19.2        9.7       26.8       14.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   519,475:    93,413     72,473      6,797    324,196    303,089    424,406    382,359:    95,069    137,116
Old  :   519,475:    93,413     72,473      6,797    324,196    303,089    424,406    382,359:    95,069    137,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :    11,201:    14,627     -1,992        185        272     21,586     15,084     19,779:    -3,883     -8,578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       14.0        1.3       62.4       58.3       81.7       73.6:      18.3       26.4
Old  :     100.0:      18.0       14.0        1.3       62.4       58.3       81.7       73.6:      18.3       26.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        12         12         11         45         51         63         68:
Old  :        88:        12         12         11         45         51         63         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       22.9       45.4       31.1       33.2       21.8       45.1       29.6
Old  :                 33.4       22.9       45.4       31.1       33.2       21.8       45.1       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,263,465:   534,745    981,629    228,259  2,244,143  1,620,058  3,007,147  2,829,946:   256,319    433,519
Old  : 3,263,465:   534,745    981,629    228,259  2,244,143  1,620,058  3,007,147  2,829,946:   256,319    433,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :    11,427:    35,489     55,011    -25,989      1,371    -14,444     10,872     14,578:       555     -3,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       30.1        7.0       68.8       49.6       92.1       86.7:       7.9       13.3
Old  :     100.0:      16.4       30.1        7.0       68.8       49.6       92.1       86.7:       7.9       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:        54         77         67        132        152        226        256:
Old  :       317:        54         77         67        132        152        226        256:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       14.5       42.4       23.4       28.3       12.9       37.4       20.2
Old  :                 32.1       14.5       42.4       23.4       28.3       12.9       37.4       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,395,724:   129,886    222,400    278,090    958,270    840,899  1,366,246  1,341,389:    29,478     54,335
Old  : 1,395,724:   129,886    222,400    278,090    958,270    840,899  1,366,246  1,341,389:    29,478     54,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :   -88,829:   -11,663     20,719    -33,303    -42,663    -76,453    -87,629    -89,037:    -1,200        208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       15.9       19.9       68.7       60.2       97.9       96.1:       2.1        3.9
Old  :     100.0:       9.3       15.9       19.9       68.7       60.2       97.9       96.1:       2.1        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        24         50         52         63         67        120        140:
Old  :       149:        24         50         52         63         67        120        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       26.7       50.7       36.7       22.6       15.1       29.4       20.1
Old  :                 37.0       26.7       50.7       36.7       22.6       15.1       29.4       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    75,598:    42,952      5,522      3,993     16,172     59,725     63,117     69,241:    12,482      6,358
Old  :    75,598:    42,952      5,522      3,993     16,172     59,725     63,117     69,241:    12,482      6,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :     2,043:     1,655        -49       -211       -139      2,863      1,306      2,603:       737       -560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.8        7.3        5.3       21.4       79.0       83.5       91.6:      16.5        8.4
Old  :     100.0:      56.8        7.3        5.3       21.4       79.0       83.5       91.6:      16.5        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        54         20         10         28         32         85         59:
Old  :       123:        54         20         10         28         32         85         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       40.7       34.7       58.9       20.1       38.7       31.9       56.8
Old  :                 21.3       40.7       34.7       58.9       20.1       38.7       31.9       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   151,197:    85,903     11,044      7,987     32,343    119,451    126,233    138,481:    24,963     12,715
Old  :   151,197:    85,903     11,044      7,987     32,343    119,451    126,233    138,481:    24,963     12,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :     4,086:     3,310        -98       -421       -277      5,726      2,611      5,207:     1,475     -1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.8        7.3        5.3       21.4       79.0       83.5       91.6:      16.5        8.4
Old  :     100.0:      56.8        7.3        5.3       21.4       79.0       83.5       91.6:      16.5        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        54         20         10         28         32         85         59:
Old  :       123:        54         20         10         28         32         85         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       40.7       34.7       58.9       20.1       38.7       31.9       56.8
Old  :                 21.3       40.7       34.7       58.9       20.1       38.7       31.9       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    71,818:    60,644     71,539        251     10,784          0     71,679     71,790:       139         28
Old  :    71,818:    60,644     71,539        251     10,784          0     71,679     71,790:       139         28
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :    20,286:    20,273     20,415        -23          0       -100     20,250     20,292:        36         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.4       99.6        0.3       15.0        0.0       99.8      100.0:       0.2        0.0
Old  :     100.0:      84.4       99.6        0.3       15.0        0.0       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        28          9          2          3          0         32         10:
Old  :        40:        28          9          2          3          0         32         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.3       93.5       91.4       99.6       73.0       93.5       91.1       99.4
Old  :                 73.3       93.5       91.4       99.6       73.0       93.5       91.1       99.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    25,514:     9,828      6,294          0     15,669     19,060     25,497     25,354:        17        160
Old  :    25,514:     9,828      6,294          0     15,669     19,060     25,497     25,354:        17        160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :       602:       440       -274          0        169        824        609        550:        -7         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       24.7        0.0       61.4       74.7       99.9       99.4:       0.1        0.6
Old  :     100.0:      38.5       24.7        0.0       61.4       74.7       99.9       99.4:       0.1        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         7         15          0          8         19         15         34:
Old  :        47:         7         15          0          8         19         15         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.6       38.2       96.2       64.4       76.6       38.2       96.2       64.4
Old  :                 76.6       38.2       96.2       64.4       76.6       38.2       96.2       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    21,440:    17,450      5,183         23      3,962     16,121     21,435     21,327:         5        113
Old  :    21,440:    17,450      5,183         23      3,962     16,121     21,435     21,327:         5        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :       278:      -251        250          0        553         32        302        282:       -24         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.4       24.2        0.1       18.5       75.2      100.0       99.5:       0.0        0.5
Old  :     100.0:      81.4       24.2        0.1       18.5       75.2      100.0       99.5:       0.0        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4         12          1          5         13         10         25:
Old  :        33:         4         12          1          5         13         10         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.1       55.6       99.7       78.3       93.1       55.6       97.7       78.3
Old  :                 93.1       55.6       99.7       78.3       93.1       55.6       97.7       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 5, 2018