WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      681,306
COMMITMENTS
 151,649  216,763  235,250  248,024  180,345  634,923  632,358   46,383   48,948

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     -1,624)
   7,826  -42,220   17,752  -26,872   20,245   -1,294   -4,223     -331    2,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     31.8     34.5     36.4     26.5     93.2     92.8      6.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
     129      166      180      101      107      352      353                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      352,211
COMMITMENTS
 106,991   94,669   82,034  135,784  152,046  324,808  328,748   27,402   23,463

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     -6,306)
    -117  -17,477      641   -5,709   10,740   -5,185   -6,096   -1,121     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     26.9     23.3     38.6     43.2     92.2     93.3      7.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     105       74       94       86       80      235      215                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,093,775
COMMITMENTS
 397,961  440,113  575,266  868,569  849,505  1841796  1864884  251,980  228,891

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     55,695)
  43,371  -54,602   29,838  -19,952   70,296   53,256   45,532    2,439   10,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     21.0     27.5     41.5     40.6     88.0     89.1     12.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      871)
     229      166      239      374      376      723      685                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,804
COMMITMENTS
   2,079      197    1,074    1,116    4,326    4,268    5,596    2,535    1,208

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:         70)
    -423     -282      416     -221      126     -227      261      297     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6      2.9     15.8     16.4     63.6     62.7     82.2     37.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        4        7       10       12       22       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      929,890
COMMITMENTS
 148,935  161,780  237,392  484,257  422,124  870,584  821,296   59,305  108,594

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     15,242)
  13,319  -48,608    7,287   -4,722   47,424   15,884    6,103     -642    9,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     17.4     25.5     52.1     45.4     93.6     88.3      6.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      628)
     163      183      225      202      229      490      531                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      536,440
COMMITMENTS
 128,897  110,533  132,485  237,129  261,369  498,511  504,387   37,929   32,053

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     -3,728)
   2,915   -8,970     -963   -6,612    5,556   -4,660   -4,377      931      648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     20.6     24.7     44.2     48.7     92.9     94.0      7.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
     113       96      122      101       91      280      268                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      982,758
COMMITMENTS
 188,164  114,106  111,065  508,853  575,819  808,082  800,989  174,676  181,769

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:    -55,177)
 -15,518   13,884  -42,742   -8,558  -17,705  -66,819  -46,563   11,641   -8,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     11.6     11.3     51.8     58.6     82.2     81.5     17.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      44       31       43       81       82      139      142                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      897,404
COMMITMENTS
  48,928  187,261   10,728  713,695  592,325  773,351  790,314  124,053  107,090

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -649)
   1,965      793   -3,135   -1,732  -14,315   -2,902  -16,657    2,253   16,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     20.9      1.2     79.5     66.0     86.2     88.1     13.8     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      16       14       15       61       67       88       85                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,831
COMMITMENTS
   1,028    1,356      210    1,219      849    2,457    2,415      374      416

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -148)
      40      -11     -181       63       72      -78     -120      -70      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.3     47.9      7.4     43.1     30.0     86.8     85.3     13.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        8        3        8        8       18       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      469,396
COMMITMENTS
 116,056   34,965   93,085  211,283  308,349  420,424  436,399   48,973   32,997

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     11,934)
   5,437  -12,411    6,314   -3,000   17,231    8,752   11,134    3,183      800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7      7.4     19.8     45.0     65.7     89.6     93.0     10.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      93       59       97       96       90      240      206                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,251
COMMITMENTS
   1,281    2,481      580    6,205    5,749    8,066    8,810    2,184    1,440

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        210)
      76      -43      -66        3      399       13      290      197      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     24.2      5.7     60.5     56.1     78.7     86.0     21.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18       17       14       21       14       42       42                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,079,432
COMMITMENTS
 410,552  686,793  154,816  1387520  1041743  1952888  1883352  126,544  196,080

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      1,425)
   5,153  -21,405    4,150   -8,640    5,675      663  -11,580      762   13,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     33.0      7.4     66.7     50.1     93.9     90.6      6.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      54       81       47      143      139      227      237                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,447,669
COMMITMENTS
 664,980  825,742  656,091  2780395  2322604  4101466  3804438  346,203  643,231

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     11,644)
  36,454   52,107   -7,404  -17,494  -37,244   11,557    7,459       88    4,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     18.6     14.8     62.5     52.2     92.2     85.5      7.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
      84      108      111      200      211      339      375                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      553,868
COMMITMENTS
 107,038   56,721   11,835  346,870  326,111  465,743  394,667   88,125  159,201

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     17,713)
    -313    4,066    4,882   25,842   -1,146   30,411    7,802  -12,698    9,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     10.2      2.1     62.6     58.9     84.1     71.3     15.9     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      11       13       12       51       50       70       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,683,553
COMMITMENTS
 540,153  965,640  425,872  2442981  1830918  3409006  3222431  274,547  461,123

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        301)
  12,287  -31,442   -3,049  -15,229   39,391   -5,992    4,899    6,293   -4,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     26.2     11.6     66.3     49.7     92.5     87.5      7.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      51       90       66      143      174      237      287                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,738,063
COMMITMENTS
 202,361  182,566  351,307  1150662  1148508  1704330  1682382   33,733   55,681

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:    126,291)
  20,953   -6,369   27,378   82,014  111,460  130,344  132,469   -4,053   -6,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     10.5     20.2     66.2     66.1     98.1     96.8      1.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      36       47       59       63       70      129      151                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       79,224
COMMITMENTS
  40,536    7,680    3,634   21,296   61,711   65,465   73,025   13,758    6,199

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -482)
     625   -1,315     -443     -805    1,250     -623     -508      141       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.2      9.7      4.6     26.9     77.9     82.6     92.2     17.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      55       14       11       33       28       92       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      158,447
COMMITMENTS
  81,071   15,359    7,268   42,591  123,422  130,930  146,049   27,517   12,398

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -965)
   1,249   -2,629     -885   -1,610    2,499   -1,246   -1,015      282       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.2      9.7      4.6     26.9     77.9     82.6     92.2     17.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      55       14       11       33       28       92       49                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       17,184
COMMITMENTS
     500      319        0   15,140   16,546   15,640   16,865    1,544      319

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.9      0.0     88.1     96.3     91.0     98.1      9.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        9       12       10       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       78,595
COMMITMENTS
  61,868   78,341      251   16,199        0   78,318   78,592      277        3

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:     10,738)
   8,138   10,757        0    2,604        0   10,742   10,757       -4      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.7     99.7      0.3     20.6      0.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      37        8        2        3        0       41        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,593
COMMITMENTS
   9,876    6,919        0   17,684   20,529   27,560   27,448       33      145

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -588)
   1,632      -89        0   -2,216     -488     -584     -577       -4      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8     25.1      0.0     64.1     74.4     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8       14        0        8       20       16       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,829
COMMITMENTS
  19,810    5,841       18    3,966   17,880   23,794   23,739       35       90

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        452)
     304      -18        0      157      450      461      432       -9       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.1     24.5      0.1     16.6     75.0     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       13        1        5       13       12       26                  



Updated February 2, 2018