WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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  :   665,032:   146,595    175,913    249,950    223,771    187,235    620,316    613,099:    44,716     51,934
Old  :   422,032:   124,330    151,620    140,055    127,516     98,913    391,902    390,588:    30,129     31,443
Other:   243,001:    58,696     60,725     73,464     96,254     88,322    228,414    222,510:    14,587     20,490
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :    -8,565:    -2,453    -34,233     12,052    -16,556      7,672     -6,957    -14,509:    -1,608      5,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       26.5       37.6       33.6       28.2       93.3       92.2:       6.7        7.8
Old  :     100.0:      29.5       35.9       33.2       30.2       23.4       92.9       92.5:       7.1        7.5
Other:     100.0:      24.2       25.0       30.2       39.6       36.3       94.0       91.6:       6.0        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       447:       137        163        180        101        113        356        355:
Old  :       415:       141        136        141         91        108        310        319:
Other:       290:        76        100         82         72         87        201        223:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7        8.4       19.4       14.8        8.1        6.7       13.6       11.3
Old  :                 12.3        9.0       20.7       17.2       10.4        8.5       16.7       14.7
Other:                 18.0       13.7       27.8       23.9       15.0       10.9       22.5       18.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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  :   339,700:    88,511     57,642     87,271    135,557    168,500    311,338    313,412:    28,362     26,288
Old  :   191,185:    79,778     58,221     31,117     62,352     89,180    173,248    178,518:    17,938     12,667
Other:   148,514:    39,534     30,222     25,352     73,205     79,319    138,090    134,893:    10,424     13,621
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :     3,529:    -9,555     -8,205      9,750        844        638      1,039      2,183:     2,491      1,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       17.0       25.7       39.9       49.6       91.7       92.3:       8.3        7.7
Old  :     100.0:      41.7       30.5       16.3       32.6       46.6       90.6       93.4:       9.4        6.6
Other:     100.0:      26.6       20.3       17.1       49.3       53.4       93.0       90.8:       7.0        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:       100         59         97         80         85        228        207:
Old  :       252:        90         59         56         68         76        188        165:
Other:       199:        62         49         53         61         69        150        145:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       18.5       24.5       28.2        8.1       13.9       14.1       20.4
Old  :                 20.0       20.4       28.9       30.8       19.6       19.7       27.3       29.2
Other:                 22.8       30.4       32.7       43.0       18.3       22.2       26.5       33.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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  : 2,104,949:   424,087    330,543    582,444    853,428    940,624  1,859,959  1,853,610:   244,990    251,339
Old  : 1,721,865:   393,837    341,320    442,978    679,907    758,999  1,516,722  1,543,297:   205,143    178,568
Other:   383,084:    92,671     51,644     77,044    173,521    181,624    343,236    310,313:    39,848     72,771
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :   -27,269:    22,437    -72,459     -5,733    -34,663     39,726    -17,959    -38,465:    -9,311     11,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       15.7       27.7       40.5       44.7       88.4       88.1:      11.6       11.9
Old  :     100.0:      22.9       19.8       25.7       39.5       44.1       88.1       89.6:      11.9       10.4
Other:     100.0:      24.2       13.5       20.1       45.3       47.4       89.6       81.0:      10.4       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       840:       213        158        234        374        374        703        672:
Old  :       824:       213        161        215        363        356        679        637:
Other:       543:        90         94         90        162        301        298        444:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.3        9.8       13.9       15.2        6.0        7.6       10.5       11.1
Old  :                  8.5       11.1       14.1       16.7        7.6       10.2       12.2       14.2
Other:                 18.5       11.7       28.6       19.2       16.1       10.3       25.1       16.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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  :     6,677:     2,316         70        690      1,250      4,719      4,256      5,480:     2,421      1,198
Old  :     6,029:     2,220         73        654        944      4,357      3,817      5,084:     2,211        945
Other:       649:       102          3         31        306        362        438        396:       210        253
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :        39:       269       -120       -238         92        248        123       -110:       -84        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        1.1       10.3       18.7       70.7       63.7       82.1:      36.3       17.9
Old  :     100.0:      36.8        1.2       10.8       15.7       72.3       63.3       84.3:      36.7       15.7
Other:     100.0:      15.7        0.5        4.7       47.2       55.8       67.6       61.0:      32.4       39.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        10          3          7          9         11         22         18:
Old  :        26:        10          3          7          6         11         19         18:
Other:        15:         4          2          1          6          6         11          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  :                 40.6       55.9       50.6       70.0       35.9       54.7       45.4       64.1
Old  :                 39.8       57.0       50.5       71.5       35.0       55.9       44.9       65.9
Other:                 58.7       49.9       65.9       61.0       53.2       44.9       54.9       48.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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  :   929,483:   160,607    107,366    246,704    463,105    460,968    870,416    815,038:    59,068    114,445
Old  :   766,587:   142,675    100,335    202,991    373,394    387,879    719,060    691,205:    47,528     75,382
Other:   162,896:    32,812     21,911     28,833     89,711     73,089    151,356    123,833:    11,540     39,063
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :     2,269:    19,336    -37,155      7,915    -21,623     26,206      5,628     -3,034:    -3,359      5,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       11.6       26.5       49.8       49.6       93.6       87.7:       6.4       12.3
Old  :     100.0:      18.6       13.1       26.5       48.7       50.6       93.8       90.2:       6.2        9.8
Other:     100.0:      20.1       13.5       17.7       55.1       44.9       92.9       76.0:       7.1       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       625:       158        173        234        207        238        498        533:
Old  :       611:       152        171        206        194        230        467        504:
Other:       381:        80         83         79        104        179        221        305:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       10.1       21.8       16.8       13.2        7.8       18.3       13.4
Old  :                 15.8       11.4       22.2       17.9       15.2        8.6       20.6       14.5
Other:                 22.6       13.8       31.8       22.6       21.3       12.9       29.2       20.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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  :   539,982:   130,852    103,538    126,759    240,950    274,106    498,561    504,403:    41,421     35,579
Old  :   462,784:   121,601    105,605    105,354    200,889    219,727    427,845    430,686:    34,939     32,098
Other:    77,198:    25,351     14,034      5,303     40,061     54,379     70,716     73,716:     6,481      3,481
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :    14,705:     3,050      5,692     -2,643     11,175      4,994     11,583      8,044:     3,123      6,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       19.2       23.5       44.6       50.8       92.3       93.4:       7.7        6.6
Old  :     100.0:      26.3       22.8       22.8       43.4       47.5       92.5       93.1:       7.5        6.9
Other:     100.0:      32.8       18.2        6.9       51.9       70.4       91.6       95.5:       8.4        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:       107         97        120         96         86        275        257:
Old  :       350:       115         99        110         92         84        260        252:
Other:       148:        41         39         32         47         31        111         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       26.2       18.8       32.3       11.4       22.4       17.5       27.9
Old  :                 11.2       24.6       18.3       31.3       11.1       21.9       18.0       28.2
Other:                 27.3       50.8       40.7       60.5       25.8       49.8       39.2       58.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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  : 1,101,701:   162,304    128,785    182,267    612,892    581,746    957,462    892,798:   144,239    208,903
Old  : 1,101,701:   162,304    128,785    182,267    612,892    581,746    957,462    892,798:   144,239    208,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :    79,664:    -9,592     -4,737     33,496     62,775     34,294     86,678     63,053:    -7,014     16,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       11.7       16.5       55.6       52.8       86.9       81.0:      13.1       19.0
Old  :     100.0:      14.7       11.7       16.5       55.6       52.8       86.9       81.0:      13.1       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  :       195:        40         48         52         89         87        156        160:
Old  :       195:        40         48         52         89         87        156        160:
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  :                 19.4       20.7       28.1       28.5       13.4       13.8       19.8       19.0
Old  :                 19.4       20.7       28.1       28.5       13.4       13.8       19.8       19.0
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, February 13, 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  :   939,369:    44,810    210,001     36,373    740,764    580,790    821,947    827,164:   117,422    112,205
Old  :   939,369:    44,810    210,001     36,373    740,764    580,790    821,947    827,164:   117,422    112,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :    25,220:   -12,692      6,430     19,774     20,938     -3,403     28,019     22,801:    -2,800      2,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       22.4        3.9       78.9       61.8       87.5       88.1:      12.5       11.9
Old  :     100.0:       4.8       22.4        3.9       78.9       61.8       87.5       88.1:      12.5       11.9
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  :       124:        13         19         21         68         72         95        100:
Old  :       124:        13         19         21         68         72         95        100:
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  :                 25.0       33.8       37.7       46.0       18.8       33.8       29.7       42.8
Old  :                 25.0       33.8       37.7       46.0       18.8       33.8       29.7       42.8
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, February 13, 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  :     2,140:       693        647        278        813        934      1,784      1,859:       356        281
Old  :     2,140:       693        647        278        813        934      1,784      1,859:       356        281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :        10:        62         10         37        -32          6         67         53:       -57        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       30.2       13.0       38.0       43.6       83.4       86.9:      16.6       13.1
Old  :     100.0:      32.4       30.2       13.0       38.0       43.6       83.4       86.9:      16.6       13.1
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  :        21:         8          5          4          6          6         15         15:
Old  :        21:         8          5          4          6          6         15         15:
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  :                 48.4       50.1       69.4       72.9       31.0       39.9       43.1       50.2
Old  :                 48.4       50.1       69.4       72.9       31.0       39.9       43.1       50.2
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, February 13, 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  :   539,075:   137,044     25,845    119,930    233,353    363,285    490,327    509,061:    48,748     30,014
Old  :   462,044:   127,314     24,056    105,261    185,232    306,823    417,806    436,140:    44,238     25,904
Other:    77,031:    15,105      7,164      9,295     48,121     56,462     72,521     72,921:     4,510      4,110
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :    46,760:    19,774     -6,644     15,825     10,099     40,254     45,697     49,434:     1,062     -2,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        4.8       22.2       43.3       67.4       91.0       94.4:       9.0        5.6
Old  :     100.0:      27.6        5.2       22.8       40.1       66.4       90.4       94.4:       9.6        5.6
Other:     100.0:      19.6        9.3       12.1       62.5       73.3       94.1       94.7:       5.9        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:       117         55        114         98        101        271        229:
Old  :       308:       118         55        108         96         98        264        221:
Other:       155:        50         21         30         59         46        121         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       31.8       18.1       40.4        9.2       28.2       13.7       36.0
Old  :                 12.0       31.2       17.9       40.6       10.0       27.6       15.1       36.1
Other:                 21.5       41.1       36.2       53.3       21.4       35.3       36.2       44.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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  :    10,194:     1,361      1,902        720      5,925      5,848      8,007      8,470:     2,188      1,724
Old  :     9,504:     1,374      2,134        475      5,747      5,306      7,597      7,915:     1,908      1,589
Other:       690:       232         13          0        178        542        410        555:       280        135
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :      -179:      -107       -281         41        -62        -34       -128       -274:       -52         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       18.7        7.1       58.1       57.4       78.5       83.1:      21.5       16.9
Old  :     100.0:      14.5       22.4        5.0       60.5       55.8       79.9       83.3:      20.1       16.7
Other:     100.0:      33.6        1.9        0.0       25.8       78.6       59.4       80.4:      40.6       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        16         16         15         19         13         42         38:
Old  :        55:        16         17         13         19         13         41         37:
Other:        12:         3          1          0          4          4          7          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  :                 35.4       39.6       47.7       56.4       32.3       33.4       40.5       48.0
Old  :                 37.5       39.4       50.6       56.5       34.1       35.6       42.9       49.1
Other:                 49.7       78.8       59.4       80.4       49.7       78.8       59.4       80.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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  : 2,161,195:   410,331    519,527    230,284  1,390,843  1,222,639  2,031,458  1,972,450:   129,737    188,745
Old  : 2,161,195:   410,331    519,527    230,284  1,390,843  1,222,639  2,031,458  1,972,450:   129,737    188,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :    66,483:   -12,786   -102,311     63,682      7,668     83,489     58,564     44,860:     7,919     21,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       24.0       10.7       64.4       56.6       94.0       91.3:       6.0        8.7
Old  :     100.0:      19.0       24.0       10.7       64.4       56.6       94.0       91.3:       6.0        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  :       334:        54         78         47        145        141        229        236:
Old  :       334:        54         78         47        145        141        229        236:
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  :                 17.2       22.9       29.6       32.4       14.9       17.4       24.8       24.2
Old  :                 17.2       22.9       29.6       32.4       14.9       17.4       24.8       24.2
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, February 13, 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  : 4,930,278:   560,505    890,711    951,833  3,044,483  2,455,099  4,556,820  4,297,643:   373,458    632,635
Old  : 4,930,278:   560,505    890,711    951,833  3,044,483  2,455,099  4,556,820  4,297,643:   373,458    632,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :   202,809:   -32,525     13,216    185,472     48,083     20,068    201,030    218,755:     1,779    -15,946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       18.1       19.3       61.8       49.8       92.4       87.2:       7.6       12.8
Old  :     100.0:      11.4       18.1       19.3       61.8       49.8       92.4       87.2:       7.6       12.8
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  :       460:        87        120        121        200        214        355        387:
Old  :       460:        87        120        121        200        214        355        387:
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  :                 20.7       11.3       32.5       19.0       17.6        6.7       23.4       11.0
Old  :                 20.7       11.3       32.5       19.0       17.6        6.7       23.4       11.0
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, February 13, 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  :   562,786:    81,612     68,318     11,278    381,257    321,584    474,147    401,180:    88,639    161,606
Old  :   562,786:    81,612     68,318     11,278    381,257    321,584    474,147    401,180:    88,639    161,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :    -9,786:   -14,095     16,877          6      6,111    -25,163     -7,978     -8,280:    -1,808     -1,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       12.1        2.0       67.7       57.1       84.2       71.3:      15.8       28.7
Old  :     100.0:      14.5       12.1        2.0       67.7       57.1       84.2       71.3:      15.8       28.7
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  :        94:        12         12         12         53         53         72         70:
Old  :        94:        12         12         12         53         53         72         70:
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  :                 34.7       17.0       44.2       25.9       34.5       16.0       42.9       24.6
Old  :                 34.7       17.0       44.2       25.9       34.5       16.0       42.9       24.6
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, February 13, 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  : 3,880,734:   528,256    903,342    535,221  2,530,819  2,016,596  3,594,295  3,455,159:   286,439    425,575
Old  : 3,880,734:   528,256    903,342    535,221  2,530,819  2,016,596  3,594,295  3,455,159:   286,439    425,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :     3,488:    -9,293    -95,539     83,704    -45,681     48,606     28,730     36,771:   -25,242    -33,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       23.3       13.8       65.2       52.0       92.6       89.0:       7.4       11.0
Old  :     100.0:      13.6       23.3       13.8       65.2       52.0       92.6       89.0:       7.4       11.0
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  :       344:        57         85         70        149        170        248        283:
Old  :       344:        57         85         70        149        170        248        283:
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  :                 30.6       14.4       40.0       23.4       24.4       10.9       32.5       16.6
Old  :                 30.6       14.4       40.0       23.4       24.4       10.9       32.5       16.6
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, February 13, 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  : 1,877,641:   263,239    342,999    389,353  1,191,950  1,083,338  1,844,542  1,815,690:    33,099     61,951
Old  : 1,877,641:   263,239    342,999    389,353  1,191,950  1,083,338  1,844,542  1,815,690:    33,099     61,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :   246,304:   130,473     91,598     15,146     96,706    147,202    242,325    253,946:     3,979     -7,643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       18.3       20.7       63.5       57.7       98.2       96.7:       1.8        3.3
Old  :     100.0:      14.0       18.3       20.7       63.5       57.7       98.2       96.7:       1.8        3.3
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  :       165:        31         52         51         63         75        123        153:
Old  :       165:        31         52         51         63         75        123        153:
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  :                 34.4       26.4       46.6       39.7       25.2       17.9       31.9       24.5
Old  :                 34.4       26.4       46.6       39.7       25.2       17.9       31.9       24.5
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, February 13, 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  :    64,810:    25,446     15,135      1,976     28,254     40,692     55,675     57,803:     9,135      7,007
Old  :    64,810:    25,446     15,135      1,976     28,254     40,692     55,675     57,803:     9,135      7,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :    -3,044:    -7,010      4,498       -333      5,574     -8,252     -1,769     -4,087:    -1,275      1,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       23.4        3.0       43.6       62.8       85.9       89.2:      14.1       10.8
Old  :     100.0:      39.3       23.4        3.0       43.6       62.8       85.9       89.2:      14.1       10.8
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  :       101:        41         14         12         31         26         77         47:
Old  :       101:        41         14         12         31         26         77         47:
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  :                 30.2       45.1       44.1       64.7       30.2       42.8       44.0       62.2
Old  :                 30.2       45.1       44.1       64.7       30.2       42.8       44.0       62.2
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, February 13, 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  :   129,621:    50,891     30,271      3,952     56,507     81,383    111,350    115,606:    18,271     14,015
Old  :   129,621:    50,891     30,271      3,952     56,507     81,383    111,350    115,606:    18,271     14,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :    -6,087:   -14,020      8,996       -666     11,148    -16,504     -3,538     -8,173:    -2,549      2,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       23.4        3.0       43.6       62.8       85.9       89.2:      14.1       10.8
Old  :     100.0:      39.3       23.4        3.0       43.6       62.8       85.9       89.2:      14.1       10.8
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  :       101:        41         14         12         31         26         77         47:
Old  :       101:        41         14         12         31         26         77         47:
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  :                 30.2       45.1       44.1       64.7       30.2       42.8       44.0       62.2
Old  :                 30.2       45.1       44.1       64.7       30.2       42.8       44.0       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2018                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    24,631:       500        663          0     22,189     23,533     22,689     24,196:     1,942        435
Old  :    24,631:       500        663          0     22,189     23,533     22,689     24,196:     1,942        435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        2.7        0.0       90.1       95.5       92.1       98.2:       7.9        1.8
Old  :     100.0:       2.0        2.7        0.0       90.1       95.5       92.1       98.2:       7.9        1.8
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  :        20:         1          1          0          8         12          9         13:
Old  :        20:         1          1          0          8         12          9         13:
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  :                 73.0       75.1       90.8       91.8       72.8       75.1       89.5       91.8
Old  :                 73.0       75.1       90.8       91.8       72.8       75.1       89.5       91.8
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, February 13, 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  :    47,042:    30,203     46,771        251     16,353          0     46,807     47,022:       235         20
Old  :    47,042:    30,203     46,771        251     16,353          0     46,807     47,022:       235         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :   -18,263:   -18,395    -18,260          0        175          0    -18,220    -18,260:       -43         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.2       99.4        0.5       34.8        0.0       99.5      100.0:       0.5        0.0
Old  :     100.0:      64.2       99.4        0.5       34.8        0.0       99.5      100.0:       0.5        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  :        46:        33         10          2          3          0         37         11:
Old  :        46:        33         10          2          3          0         37         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  :                 65.7       89.8       84.1       99.2       65.3       89.8       83.8       99.1
Old  :                 65.7       89.8       84.1       99.2       65.3       89.8       83.8       99.1
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, February 13, 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  :    30,391:    10,370      6,755         98     19,875     23,431     30,343     30,284:        48        107
Old  :    30,391:    10,370      6,755         98     19,875     23,431     30,343     30,284:        48        107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :       979:      -428       -221         98      1,285      1,146        955      1,023:        24        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       22.2        0.3       65.4       77.1       99.8       99.6:       0.2        0.4
Old  :     100.0:      34.1       22.2        0.3       65.4       77.1       99.8       99.6:       0.2        0.4
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  :        47:         5         16          1          8         20         13         37:
Old  :        47:         5         16          1          8         20         13         37:
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  :                 82.9       41.3       98.0       64.6       82.9       41.3       97.6       64.6
Old  :                 82.9       41.3       98.0       64.6       82.9       41.3       97.6       64.6
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, February 13, 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  :    25,647:    22,752      5,730          6      2,839     19,874     25,597     25,610:        50         37
Old  :    25,647:    22,752      5,730          6      2,839     19,874     25,597     25,610:        50         37
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2018                     :
     :     1,653:     2,293        445         -7       -634      1,293      1,652      1,731:         1        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.7       22.3        0.0       11.1       77.5       99.8       99.9:       0.2        0.1
Old  :     100.0:      88.7       22.3        0.0       11.1       77.5       99.8       99.9:       0.2        0.1
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          4         14          9         26:
Old  :        33:         4         12          1          4         14          9         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  :                 97.8       58.5       99.8       81.8       95.3       58.5       97.3       81.8
Old  :                 97.8       58.5       99.8       81.8       95.3       58.5       97.3       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 16, 2018