WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      665,032
COMMITMENTS
 146,595  175,913  249,950  223,771  187,235  620,316  613,099   44,716   51,934

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -8,565)
  -2,453  -34,233   12,052  -16,556    7,672   -6,957  -14,509   -1,608    5,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     26.5     37.6     33.6     28.2     93.3     92.2      6.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
     137      163      180      101      113      356      355                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      339,700
COMMITMENTS
  88,511   57,642   87,271  135,557  168,500  311,338  313,412   28,362   26,288

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      3,529)
  -9,555   -8,205    9,750      844      638    1,039    2,183    2,491    1,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     17.0     25.7     39.9     49.6     91.7     92.3      8.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
     100       59       97       80       85      228      207                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,104,949
COMMITMENTS
 424,087  330,543  582,444  853,428  940,624  1859959  1853610  244,990  251,339

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -27,269)
  22,437  -72,459   -5,733  -34,663   39,726  -17,959  -38,465   -9,311   11,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     15.7     27.7     40.5     44.7     88.4     88.1     11.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      840)
     213      158      234      374      374      703      672                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,677
COMMITMENTS
   2,316       70      690    1,250    4,719    4,256    5,480    2,421    1,198

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:         39)
     269     -120     -238       92      248      123     -110      -84      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7      1.1     10.3     18.7     70.7     63.7     82.1     36.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        3        7        9       11       22       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      929,483
COMMITMENTS
 160,607  107,366  246,704  463,105  460,968  870,416  815,038   59,068  114,445

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      2,269)
  19,336  -37,155    7,915  -21,623   26,206    5,628   -3,034   -3,359    5,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     11.6     26.5     49.8     49.6     93.6     87.7      6.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      625)
     158      173      234      207      238      498      533                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      539,982
COMMITMENTS
 130,852  103,538  126,759  240,950  274,106  498,561  504,403   41,421   35,579

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     14,705)
   3,050    5,692   -2,643   11,175    4,994   11,583    8,044    3,123    6,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     19.2     23.5     44.6     50.8     92.3     93.4      7.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     107       97      120       96       86      275      257                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,101,701
COMMITMENTS
 162,304  128,785  182,267  612,892  581,746  957,462  892,798  144,239  208,903

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     79,664)
  -9,592   -4,737   33,496   62,775   34,294   86,678   63,053   -7,014   16,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     11.7     16.5     55.6     52.8     86.9     81.0     13.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      40       48       52       89       87      156      160                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      939,369
COMMITMENTS
  44,810  210,001   36,373  740,764  580,790  821,947  827,164  117,422  112,205

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     25,220)
 -12,692    6,430   19,774   20,938   -3,403   28,019   22,801   -2,800    2,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     22.4      3.9     78.9     61.8     87.5     88.1     12.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      13       19       21       68       72       95      100                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,140
COMMITMENTS
     693      647      278      813      934    1,784    1,859      356      281

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:         10)
      62       10       37      -32        6       67       53      -57      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4     30.2     13.0     38.0     43.6     83.4     86.9     16.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        5        4        6        6       15       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      539,075
COMMITMENTS
 137,044   25,845  119,930  233,353  363,285  490,327  509,061   48,748   30,014

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     46,760)
  19,774   -6,644   15,825   10,099   40,254   45,697   49,434    1,062   -2,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4      4.8     22.2     43.3     67.4     91.0     94.4      9.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     117       55      114       98      101      271      229                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,194
COMMITMENTS
   1,361    1,902      720    5,925    5,848    8,007    8,470    2,188    1,724

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:       -179)
    -107     -281       41      -62      -34     -128     -274      -52       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     18.7      7.1     58.1     57.4     78.5     83.1     21.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16       16       15       19       13       42       38                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,161,195
COMMITMENTS
 410,331  519,527  230,284  1390843  1222639  2031458  1972450  129,737  188,745

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     66,483)
 -12,786 -102,311   63,682    7,668   83,489   58,564   44,860    7,919   21,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     24.0     10.7     64.4     56.6     94.0     91.3      6.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      54       78       47      145      141      229      236                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,930,278
COMMITMENTS
 560,505  890,711  951,833  3044483  2455099  4556820  4297643  373,458  632,635

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    202,809)
 -32,525   13,216  185,472   48,083   20,068  201,030  218,755    1,779  -15,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     18.1     19.3     61.8     49.8     92.4     87.2      7.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
      87      120      121      200      214      355      387                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      562,786
COMMITMENTS
  81,612   68,318   11,278  381,257  321,584  474,147  401,180   88,639  161,606

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -9,786)
 -14,095   16,877        6    6,111  -25,163   -7,978   -8,280   -1,808   -1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     12.1      2.0     67.7     57.1     84.2     71.3     15.8     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12       12       12       53       53       72       70                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,880,734
COMMITMENTS
 528,256  903,342  535,221  2530819  2016596  3594295  3455159  286,439  425,575

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      3,488)
  -9,293  -95,539   83,704  -45,681   48,606   28,730   36,771  -25,242  -33,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     23.3     13.8     65.2     52.0     92.6     89.0      7.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      57       85       70      149      170      248      283                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,877,641
COMMITMENTS
 263,239  342,999  389,353  1191950  1083338  1844542  1815690   33,099   61,951

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    246,304)
 130,473   91,598   15,146   96,706  147,202  242,325  253,946    3,979   -7,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     18.3     20.7     63.5     57.7     98.2     96.7      1.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      31       52       51       63       75      123      153                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,810
COMMITMENTS
  25,446   15,135    1,976   28,254   40,692   55,675   57,803    9,135    7,007

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -3,044)
  -7,010    4,498     -333    5,574   -8,252   -1,769   -4,087   -1,275    1,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.3     23.4      3.0     43.6     62.8     85.9     89.2     14.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      41       14       12       31       26       77       47                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,621
COMMITMENTS
  50,891   30,271    3,952   56,507   81,383  111,350  115,606   18,271   14,015

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:     -6,087)
 -14,020    8,996     -666   11,148  -16,504   -3,538   -8,173   -2,549    2,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.3     23.4      3.0     43.6     62.8     85.9     89.2     14.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      41       14       12       31       26       77       47                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       24,631
COMMITMENTS
     500      663        0   22,189   23,533   22,689   24,196    1,942      435

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.7      0.0     90.1     95.5     92.1     98.2      7.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        8       12        9       13                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       47,042
COMMITMENTS
  30,203   46,771      251   16,353        0   46,807   47,022      235       20

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:    -18,263)
 -18,395  -18,260        0      175        0  -18,220  -18,260      -43       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.2     99.4      0.5     34.8      0.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      33       10        2        3        0       37       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,391
COMMITMENTS
  10,370    6,755       98   19,875   23,431   30,343   30,284       48      107

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        979)
    -428     -221       98    1,285    1,146      955    1,023       24      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1     22.2      0.3     65.4     77.1     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       16        1        8       20       13       37                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,647
COMMITMENTS
  22,752    5,730        6    2,839   19,874   25,597   25,610       50       37

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      1,653)
   2,293      445       -7     -634    1,293    1,652    1,731        1      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.7     22.3      0.0     11.1     77.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4       12        1        4       14        9       26                  



Updated February 16, 2018