WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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  :   639,461:   146,807    244,235    194,243    251,212    152,791    592,262    591,269:    47,199     48,192
Old  :   452,171:   135,484    226,525    107,593    174,301     84,791    417,377    418,908:    34,794     33,263
Other:   187,290:    48,259     54,646     49,714     76,911     68,001    174,884    172,361:    12,406     14,929
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    13,030:     4,818      2,045      6,520        779      3,560     12,117     12,125:       913        905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       38.2       30.4       39.3       23.9       92.6       92.5:       7.4        7.5
Old  :     100.0:      30.0       50.1       23.8       38.5       18.8       92.3       92.6:       7.7        7.4
Other:     100.0:      25.8       29.2       26.5       41.1       36.3       93.4       92.0:       6.6        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       459:       135        171        166        112        111        344        362:
Old  :       439:       136        155        139        108        104        317        333:
Other:       256:        65         84         65         62         86        167        199:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2        8.3       22.5       15.1       11.2        7.1       16.7       12.8
Old  :                 15.8       10.3       23.5       18.7       14.7        9.6       20.9       17.5
Other:                 18.3       16.1       31.0       27.1       14.7       12.7       23.7       21.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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  :   339,255:   109,361    112,590     66,415    137,175    137,923    312,951    316,928:    26,304     22,327
Old  :   250,955:   104,912    108,444     38,335     88,978     90,588    232,225    237,366:    18,730     13,589
Other:    88,300:    21,775     21,472     10,754     48,197     47,335     80,726     79,561:     7,573      8,738
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    -4,281:    -2,112     -9,183     10,921    -11,682     -7,054     -2,873     -5,315:    -1,408      1,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       33.2       19.6       40.4       40.7       92.2       93.4:       7.8        6.6
Old  :     100.0:      41.8       43.2       15.3       35.5       36.1       92.5       94.6:       7.5        5.4
Other:     100.0:      24.7       24.3       12.2       54.6       53.6       91.4       90.1:       8.6        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:       104         71         82         88         84        229        209:
Old  :       279:       100         66         49         82         71        201        168:
Other:       185:        52         48         46         56         65        132        135:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       18.1       28.6       28.9       13.1       14.6       19.6       24.0
Old  :                 25.6       21.9       35.3       34.7       22.5       21.7       30.6       33.1
Other:                 27.5       27.5       37.6       40.4       21.4       26.4       30.6       37.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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  : 1,915,789:   342,635    489,615    491,551    836,466    718,543  1,670,652  1,699,709:   245,137    216,080
Old  : 1,659,985:   330,038    491,430    394,241    714,274    601,762  1,438,554  1,487,432:   221,432    172,553
Other:   255,804:    59,840     45,429     50,067    122,192    116,781    232,099    212,277:    23,705     43,527
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    63,837:    -4,810     19,140     45,720     18,715     -6,188     59,625     58,672:     4,212      5,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       25.6       25.7       43.7       37.5       87.2       88.7:      12.8       11.3
Old  :     100.0:      19.9       29.6       23.7       43.0       36.3       86.7       89.6:      13.3       10.4
Other:     100.0:      23.4       17.8       19.6       47.8       45.7       90.7       83.0:       9.3       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       830:       203        177        218        366        353        679        656:
Old  :       818:       207        178        199        355        340        654        630:
Other:       473:        71         93         71        126        265        239        387:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.0        8.9       14.7       14.7        6.8        7.6       11.6       12.1
Old  :                  8.9        9.8       15.2       16.1        8.2        8.3       12.6       13.5
Other:                 20.2       16.9       31.1       26.8       19.5       16.3       29.3       24.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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  :     6,955:     2,470        771        572      1,889      4,359      4,930      5,701:     2,024      1,253
Old  :     6,642:     2,424        775        508      1,755      4,214      4,686      5,496:     1,956      1,146
Other:       313:        92         43         18        134        145        244        205:        69        107
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       -98:       -54         51         94        -58       -210        -18        -65:       -80        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       11.1        8.2       27.2       62.7       70.9       82.0:      29.1       18.0
Old  :     100.0:      36.5       11.7        7.6       26.4       63.4       70.6       82.7:      29.4       17.3
Other:     100.0:      29.5       13.6        5.7       42.9       46.4       78.1       65.7:      21.9       34.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8          9          6          9         11         20         23:
Old  :        31:         8          9          6          9         11         20         23:
Other:        12:         2          2          1          4          4          6          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 46.5       52.3       57.6       65.7       44.5       50.3       55.5       61.0
Old  :                 45.7       52.7       57.2       66.6       43.6       50.7       55.1       62.0
Other:                 75.2       57.8       78.1       65.7       69.7       56.6       72.4       60.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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  :   843,057:   130,015    212,433    197,197    456,403    341,812    783,615    751,442:    59,442     91,615
Old  :   740,761:   122,225    204,301    168,891    398,062    295,086    689,178    668,278:    51,583     72,484
Other:   102,296:    18,945     19,288     17,150     58,342     46,726     94,437     83,164:     7,859     19,131
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    28,259:    -4,150     14,642     10,448     22,383      4,732     28,682     29,822:      -423     -1,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       25.2       23.4       54.1       40.5       92.9       89.1:       7.1       10.9
Old  :     100.0:      16.5       27.6       22.8       53.7       39.8       93.0       90.2:       7.0        9.8
Other:     100.0:      18.5       18.9       16.8       57.0       45.7       92.3       81.3:       7.7       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       626:       167        179        226        197        214        487        521:
Old  :       620:       171        179        203        188        206        466        498:
Other:       321:        57         79         61         85        149        178        258:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5        8.2       24.0       14.0       15.6        6.0       21.1       11.3
Old  :                 17.7        8.8       24.7       15.3       16.5        6.9       22.1       12.9
Other:                 28.8       22.7       38.3       31.3       28.1       21.7       37.2       28.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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  :   475,819:   118,358     87,664    104,028    219,078    254,715    441,464    446,407:    34,355     29,412
Old  :   415,098:   107,889     93,678     85,301    193,138    210,837    386,328    389,816:    28,770     25,282
Other:    60,721:    26,129      9,645      3,068     25,940     43,878     55,137     56,591:     5,585      4,130
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     7,807:     2,492     -3,668       -681      5,187     13,602      6,998      9,253:       808     -1,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       18.4       21.9       46.0       53.5       92.8       93.8:       7.2        6.2
Old  :     100.0:      26.0       22.6       20.5       46.5       50.8       93.1       93.9:       6.9        6.1
Other:     100.0:      43.0       15.9        5.1       42.7       72.3       90.8       93.2:       9.2        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:       101         88        114         94         84        263        243:
Old  :       330:        99         98        105         91         78        254        232:
Other:       126:        46         24         21         41         27         95         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       27.9       20.7       34.5       11.1       25.1       17.1       31.0
Old  :                 13.5       25.8       21.5       32.7       12.3       24.8       19.8       31.0
Other:                 25.9       55.8       38.7       67.4       25.9       52.7       38.6       64.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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  :   952,042:   189,143     88,019    123,821    468,659    559,768    781,623    771,608:   170,419    180,434
Old  :   952,042:   189,143     88,019    123,821    468,659    559,768    781,623    771,608:   170,419    180,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    44,319:    -5,299      2,574     21,884     20,154      4,274     36,740     28,732:     7,580     15,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        9.2       13.0       49.2       58.8       82.1       81.0:      17.9       19.0
Old  :     100.0:      19.9        9.2       13.0       49.2       58.8       82.1       81.0:      17.9       19.0
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  :       179:        48         34         49         78         78        145        142:
Old  :       179:        48         34         49         78         78        145        142:
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  :                 19.0       25.4       27.4       34.2       11.7       16.7       18.3       23.9
Old  :                 19.0       25.4       27.4       34.2       11.7       16.7       18.3       23.9
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 09, 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  :   888,193:    64,187    171,133     12,945    693,976    612,624    771,107    796,702:   117,086     91,491
Old  :   888,193:    64,187    171,133     12,945    693,976    612,624    771,107    796,702:   117,086     91,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     8,663:     6,406      7,013      2,798     -1,762     -1,352      7,443      8,460:     1,221        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       19.3        1.5       78.1       69.0       86.8       89.7:      13.2       10.3
Old  :     100.0:       7.2       19.3        1.5       78.1       69.0       86.8       89.7:      13.2       10.3
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  :       120:        16         14         14         60         75         84         95:
Old  :       120:        16         14         14         60         75         84         95:
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  :                 27.2       37.7       40.5       51.2       20.4       37.7       30.7       48.9
Old  :                 27.2       37.7       40.5       51.2       20.4       37.7       30.7       48.9
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 09, 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  :     2,750:       762      1,337        313      1,322        652      2,397      2,302:       353        448
Old  :     2,750:       762      1,337        313      1,322        652      2,397      2,302:       353        448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       154:       290        108         20       -131         36        179        164:       -25        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       48.6       11.4       48.1       23.7       87.2       83.7:      12.8       16.3
Old  :     100.0:      27.7       48.6       11.4       48.1       23.7       87.2       83.7:      12.8       16.3
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  :        24:         7          7          7          7          8         16         21:
Old  :        24:         7          7          7          7          8         16         21:
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  :                 52.3       49.1       73.3       65.6       40.1       45.3       55.1       54.4
Old  :                 52.3       49.1       73.3       65.6       40.1       45.3       55.1       54.4
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 09, 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  :   418,712:    99,375     49,049     78,736    196,697    261,982    374,807    389,766:    43,904     28,945
Old  :   366,033:    94,480     49,891     68,315    164,684    221,823    327,480    340,030:    38,553     26,003
Other:    52,679:     9,488      3,751      5,827     32,013     40,159     47,328     49,737:     5,351      2,942
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     3,916:       935        230      1,132       -465      1,474      1,601      2,836:     2,315      1,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       11.7       18.8       47.0       62.6       89.5       93.1:      10.5        6.9
Old  :     100.0:      25.8       13.6       18.7       45.0       60.6       89.5       92.9:      10.5        7.1
Other:     100.0:      18.0        7.1       11.1       60.8       76.2       89.8       94.4:      10.2        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        91         55         92         95         86        231        204:
Old  :       275:        99         54         87         95         84        229        198:
Other:       119:        26         22         27         50         38         90         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       29.7       20.0       36.4       11.8       28.2       17.1       34.7
Old  :                 13.7       29.2       20.1       36.5       12.9       28.0       18.6       35.1
Other:                 27.0       40.1       45.4       55.1       27.0       36.2       43.5       45.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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  :    10,571:     1,282      2,952        436      7,000      5,582      8,718      8,969:     1,854      1,602
Old  :    10,256:     1,290      2,952        423      6,843      5,337      8,556      8,711:     1,701      1,545
Other:       315:         5         13          0        157        245        162        258:       153         57
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       483:       -50        347         83        322        -16        356        414:       127         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       27.9        4.1       66.2       52.8       82.5       84.8:      17.5       15.2
Old  :     100.0:      12.6       28.8        4.1       66.7       52.0       83.4       84.9:      16.6       15.1
Other:     100.0:       1.6        4.1        0.0       49.8       77.8       51.4       81.9:      48.6       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        13         18         10         20         13         37         38:
Old  :        56:        13         18          9         19         13         36         37:
Other:         9:         1          1          0          3          4          4          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.2       38.4       59.3       55.5       50.4       37.2       58.0       53.9
Old  :                 52.3       38.2       60.6       55.7       51.4       37.5       59.3       54.5
Other:                 51.4       80.3       51.4       81.9       51.4       80.3       51.4       81.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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  : 1,960,551:   413,189    670,702    117,483  1,314,004    998,393  1,844,676  1,786,577:   115,875    173,974
Old  : 1,960,551:   413,189    670,702    117,483  1,314,004    998,393  1,844,676  1,786,577:   115,875    173,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    72,415:     1,947     33,463      8,189     70,703     21,639     80,838     63,290:    -8,423      9,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       34.2        6.0       67.0       50.9       94.1       91.1:       5.9        8.9
Old  :     100.0:      21.1       34.2        6.0       67.0       50.9       94.1       91.1:       5.9        8.9
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  :       323:        57         76         42        135        133        219        224:
Old  :       323:        57         76         42        135        133        219        224:
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  :                 18.4       26.9       29.7       37.3       17.1       24.6       27.1       34.3
Old  :                 18.4       26.9       29.7       37.3       17.1       24.6       27.1       34.3
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 09, 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  : 4,060,053:   565,787    715,230    550,518  2,597,281  2,195,277  3,713,585  3,461,025:   346,467    599,028
Old  : 4,060,053:   565,787    715,230    550,518  2,597,281  2,195,277  3,713,585  3,461,025:   346,467    599,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :   322,914:   -87,915      9,646    170,942    238,681    112,241    321,708    292,829:     1,205     30,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       17.6       13.6       64.0       54.1       91.5       85.2:       8.5       14.8
Old  :     100.0:      13.9       17.6       13.6       64.0       54.1       91.5       85.2:       8.5       14.8
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  :       422:        78        107        102        178        200        311        354:
Old  :       422:        78        107        102        178        200        311        354:
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  :                 22.3       10.9       32.1       17.9       18.9        8.3       25.5       12.6
Old  :                 22.3       10.9       32.1       17.9       18.9        8.3       25.5       12.6
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 09, 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  :   520,079:    89,629     64,839      6,851    334,031    304,997    430,511    376,687:    89,568    143,392
Old  :   520,079:    89,629     64,839      6,851    334,031    304,997    430,511    376,687:    89,568    143,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       604:    -3,784     -7,634         54      9,835      1,908      6,105     -5,672:    -5,501      6,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       12.5        1.3       64.2       58.6       82.8       72.4:      17.2       27.6
Old  :     100.0:      17.2       12.5        1.3       64.2       58.6       82.8       72.4:      17.2       27.6
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  :        89:        12         14          9         46         49         64         66:
Old  :        89:        12         14          9         46         49         64         66:
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  :                 34.2       22.5       45.8       30.4       34.0       22.0       45.6       29.4
Old  :                 34.2       22.5       45.8       30.4       34.0       22.0       45.6       29.4
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 09, 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  : 3,386,811:   558,812  1,019,649    270,784  2,298,873  1,648,034  3,128,468  2,938,467:   258,343    448,344
Old  : 3,386,811:   558,812  1,019,649    270,784  2,298,873  1,648,034  3,128,468  2,938,467:   258,343    448,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :   123,346:    24,067     38,021     42,525     54,730     27,976    121,322    108,521:     2,024     14,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       30.1        8.0       67.9       48.7       92.4       86.8:       7.6       13.2
Old  :     100.0:      16.5       30.1        8.0       67.9       48.7       92.4       86.8:       7.6       13.2
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  :       332:        56         81         67        139        159        236        266:
Old  :       332:        56         81         67        139        159        236        266:
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  :                 31.6       14.8       41.9       23.8       27.5       12.3       36.7       19.5
Old  :                 31.6       14.8       41.9       23.8       27.5       12.3       36.7       19.5
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 09, 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  : 1,463,971:   115,417    187,992    310,406  1,005,809    908,196  1,431,632  1,406,594:    32,339     57,377
Old  : 1,463,971:   115,417    187,992    310,406  1,005,809    908,196  1,431,632  1,406,594:    32,339     57,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    68,247:   -14,469    -34,408     32,316     47,539     67,297     65,386     65,205:     2,861      3,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       12.8       21.2       68.7       62.0       97.8       96.1:       2.2        3.9
Old  :     100.0:       7.9       12.8       21.2       68.7       62.0       97.8       96.1:       2.2        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  :       151:        25         45         54         67         72        123        144:
Old  :       151:        25         45         54         67         72        123        144:
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  :                 36.5       29.1       48.4       39.0       22.7       16.0       29.0       21.0
Old  :                 36.5       29.1       48.4       39.0       22.7       16.0       29.0       21.0
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 09, 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  :    76,734:    40,738      7,747      4,995     18,156     57,906     63,889     70,649:    12,844      6,085
Old  :    76,734:    40,738      7,747      4,995     18,156     57,906     63,889     70,649:    12,844      6,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     1,136:    -2,213      2,225      1,002      1,984     -1,819        773      1,408:       363       -272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.1       10.1        6.5       23.7       75.5       83.3       92.1:      16.7        7.9
Old  :     100.0:      53.1       10.1        6.5       23.7       75.5       83.3       92.1:      16.7        7.9
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  :       121:        50         21         12         31         30         85         59:
Old  :       121:        50         21         12         31         30         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  :                 21.0       40.4       33.6       57.5       19.1       38.5       30.5       55.6
Old  :                 21.0       40.4       33.6       57.5       19.1       38.5       30.5       55.6
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 09, 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  :   153,468:    81,477     15,495      9,990     36,312    115,813    127,779    141,297:    25,689     12,171
Old  :   153,468:    81,477     15,495      9,990     36,312    115,813    127,779    141,297:    25,689     12,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     2,271:    -4,426      4,451      2,003      3,969     -3,638      1,546      2,816:       726       -545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.1       10.1        6.5       23.7       75.5       83.3       92.1:      16.7        7.9
Old  :     100.0:      53.1       10.1        6.5       23.7       75.5       83.3       92.1:      16.7        7.9
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  :       121:        50         21         12         31         30         85         59:
Old  :       121:        50         21         12         31         30         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  :                 21.0       40.4       33.6       57.5       19.1       38.5       30.5       55.6
Old  :                 21.0       40.4       33.6       57.5       19.1       38.5       30.5       55.6
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 09, 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  :    77,139:    63,887     76,863        251     12,814          0     76,952     77,114:       187         25
Old  :    77,139:    63,887     76,863        251     12,814          0     76,952     77,114:       187         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     5,321:     3,243      5,324          0      2,030          0      5,273      5,324:        48         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.8       99.6        0.3       16.6        0.0       99.8      100.0:       0.2        0.0
Old  :     100.0:      82.8       99.6        0.3       16.6        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:        27         10          2          3          0         31         11:
Old  :        40:        27         10          2          3          0         31         11:
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  :                 79.0       93.4       91.6       99.5       78.7       93.4       91.4       99.4
Old  :                 79.0       93.4       91.6       99.5       78.7       93.4       91.4       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 09, 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  :    25,624:     8,972      5,868          0     16,621     19,598     25,593     25,466:        31        158
Old  :    25,624:     8,972      5,868          0     16,621     19,598     25,593     25,466:        31        158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       110:      -856       -426          0        952        538         96        112:        14         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       22.9        0.0       64.9       76.5       99.9       99.4:       0.1        0.6
Old  :     100.0:      35.0       22.9        0.0       64.9       76.5       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  :        48:         9         14          0          8         19         17         33:
Old  :        48:         9         14          0          8         19         17         33:
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  :                 75.7       37.8       95.3       62.4       75.7       37.7       95.3       62.4
Old  :                 75.7       37.8       95.3       62.4       75.7       37.7       95.3       62.4
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 09, 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  :    19,953:    17,529      4,578         23      2,333     15,285     19,885     19,886:        68         67
Old  :    19,953:    17,529      4,578         23      2,333     15,285     19,885     19,886:        68         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    -1,487:        79       -605          0     -1,629       -836     -1,550     -1,441:        63        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.9       22.9        0.1       11.7       76.6       99.7       99.7:       0.3        0.3
Old  :     100.0:      87.9       22.9        0.1       11.7       76.6       99.7       99.7:       0.3        0.3
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  :        34:         5         13          1          4         13         10         26:
Old  :        34:         5         13          1          4         13         10         26:
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  :                 93.5       60.1       99.3       77.5       93.5       60.1       97.1       77.5
Old  :                 93.5       60.1       99.3       77.5       93.5       60.1       97.1       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 12, 2018