WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      559,662
COMMITMENTS
 141,139  173,982  178,653  202,668  161,251  522,460  513,885   37,202   45,777

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    -79,897)
  -6,478  -12,402  -50,722  -17,135  -11,187  -74,335  -74,311   -5,561   -5,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     31.1     31.9     36.2     28.8     93.4     91.8      6.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
     117      159      154       96      111      321      332                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      326,472
COMMITMENTS
  90,419   62,091   81,937  129,364  157,128  301,720  301,156   24,752   25,316

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    -10,440)
   1,560    2,788   -4,239   -6,119   -7,925   -8,798   -9,376   -1,642   -1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     19.0     25.1     39.6     48.1     92.4     92.2      7.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      92       60       91       76       89      217      205                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,986,305
COMMITMENTS
 467,291  292,060  492,369  810,259  956,061  1769919  1740490  216,386  245,815

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:   -142,409)
  27,444  -20,761 -118,603  -32,225    9,369 -123,385 -129,995  -19,025  -12,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     14.7     24.8     40.8     48.1     89.1     87.6     10.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      861)
     227      159      235      350      376      702      676                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,875
COMMITMENTS
   2,388       60       77    1,001    4,631    3,467    4,769    2,408    1,106

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:       -393)
     105       41     -279     -159       64     -333     -174      -60     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.7      1.0      1.3     17.0     78.8     59.0     81.2     41.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        1        2        5        9       16       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      931,437
COMMITMENTS
 232,229   75,320  222,679  416,911  511,530  871,819  809,529   59,618  121,908

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    -72,857)
  34,312   -9,788  -52,986  -53,126   -9,033  -71,800  -71,807   -1,057   -1,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9      8.1     23.9     44.8     54.9     93.6     86.9      6.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      672)
     184      156      233      191      268      506      561                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,733
COMMITMENTS
   2,222    1,248      626      590    1,596    3,438    3,470      295      263

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.5     33.4     16.8     15.8     42.7     92.1     92.9      7.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        9        7        2        7        9       20                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      491,114
COMMITMENTS
 133,975   94,561   94,983  222,085  270,745  451,043  460,289   40,071   30,825

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    -48,016)
   1,683  -20,817  -23,993  -23,849      424  -46,160  -44,387   -1,856   -3,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     19.3     19.3     45.2     55.1     91.8     93.7      8.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     100       89      112       86       81      255      241                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      987,488
COMMITMENTS
 162,122  138,498  108,273  555,757  527,221  826,152  773,992  161,336  213,496

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:   -150,153)
  -9,464    8,253  -78,777  -73,116  -79,658 -161,358 -150,183   11,205       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     14.0     11.0     56.3     53.4     83.7     78.4     16.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      38       42       48       81       83      144      148                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,004,937
COMMITMENTS
  52,518  211,058   21,109  775,708  649,351  849,335  881,519  155,602  123,419

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:     -4,561)
   5,457    2,281  -46,339    8,325   40,360  -32,557   -3,698   27,996     -863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     21.0      2.1     77.2     64.6     84.5     87.7     15.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      14       16       19       67       75       92       99                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,899
COMMITMENTS
     826      398      275      459    1,061    1,560    1,734      339      165

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:       -153)
     110       28      -16     -245     -127     -151     -115       -2      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.5     21.0     14.5     24.2     55.9     82.1     91.3     17.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        4        4        5        7       17       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      508,077
COMMITMENTS
 175,096   25,538   90,148  193,407  360,392  458,651  476,077   49,425   31,999

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    -49,505)
  23,713    3,853  -31,026  -37,717  -20,186  -45,030  -47,359   -4,475   -2,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5      5.0     17.7     38.1     70.9     90.3     93.7      9.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     124       56      102       91      109      268      231                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,928
COMMITMENTS
     985    2,670      427    6,313    5,154    7,726    8,250    2,203    1,678

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:       -370)
    -207      436     -531      259     -190     -479     -286      109      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     26.9      4.3     63.6     51.9     77.8     83.1     22.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9       17        6       20       12       32       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,974,003
COMMITMENTS
 313,971  417,315  185,220  1313804  1147291  1812995  1749826  161,008  224,177

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:   -207,110)
 -72,782 -107,733  -58,629  -98,705  -84,254 -230,116 -250,617   23,006   43,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     21.1      9.4     66.6     58.1     91.8     88.6      8.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      56       75       52      153      148      241      245                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,520,297
COMMITMENTS
 531,561  826,920  705,201  2877635  2285294  4114398  3817415  405,899  702,882

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:   -620,135)
 -13,292   -7,550 -413,472 -231,486 -247,784 -658,250 -668,806   38,115   48,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     18.3     15.6     63.7     50.6     91.0     84.5      9.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
      84      108      113      193      211      334      375                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      578,845
COMMITMENTS
  89,594   93,075   13,008  365,278  287,241  467,880  393,324  110,965  185,521

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:      7,233)
  10,653   17,052     -110  -10,755  -31,450     -212  -14,508    7,445   21,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     16.1      2.2     63.1     49.6     80.8     67.9     19.2     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13       14       12       50       56       69       76                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,773,956
COMMITMENTS
 477,485  905,700  358,100  2555216  1975918  3390800  3239718  383,156  534,238

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:   -344,000)
 -33,550  -58,897 -242,040 -150,263 -133,010 -425,853 -433,946   81,852   89,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     24.0      9.5     67.7     52.4     89.8     85.8     10.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      53       83       68      153      171      249      279                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,254,771
COMMITMENTS
 316,431  302,022  543,155  1352081  1344168  2211667  2189344   43,104   65,427

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:    234,025)
  17,146  -16,509  105,716  106,699  138,433  229,562  227,641    4,463    6,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     13.4     24.1     60.0     59.6     98.1     97.1      1.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      40       52       61       68       73      139      161                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,763
COMMITMENTS
  21,827   10,926    2,138   26,848   40,488   50,812   53,552    9,950    7,211

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:        224)
  -1,402   -3,004      493      622    3,237     -288      726      512     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     18.0      3.5     44.2     66.6     83.6     88.1     16.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      38       15        9       30       32       70       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      121,525
COMMITMENTS
  43,653   21,851    4,275   53,697   80,977  101,625  107,103   19,901   14,422

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:        449)
  -2,805   -6,007      986    1,243    6,474     -575    1,453    1,024   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     18.0      3.5     44.2     66.6     83.6     88.1     16.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      38       15        9       30       32       70       54                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       51,299
COMMITMENTS
  33,913   51,047      251   16,851        0   51,015   51,298      284        1

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:      2,192)
   1,933    2,204        0      258        0    2,191    2,204        1      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.1     99.5      0.5     32.8      0.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      35       10        2        3        0       39       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       39,106
COMMITMENTS
   9,490    7,436    6,073   23,521   25,428   39,084   38,937       22      169

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:      7,465)
    -921      106    5,972    2,412    1,350    7,463    7,428        2       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     19.0     15.5     60.1     65.0     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       16        2        7       20       12       38                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,920
COMMITMENTS
  24,297    5,681        0    2,623   21,195   26,920   26,876        0       44

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:        318)
     667     -102        0     -320      423      347      321      -29       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    90.3     21.1      0.0      9.7     78.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4       13        0        4       14        8       27                  



Updated March 2, 2018