WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      699,899
COMMITMENTS
 148,933  125,771  260,994  252,531  259,937  662,457  646,702   37,442   53,197

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     12,879)
     -58     -875   13,646   -1,937   -4,020   11,651    8,750    1,228    4,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     18.0     37.3     36.1     37.1     94.7     92.4      5.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
     130      153      181      108      130      360      369                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,750
COMMITMENTS
   8,870        0      300   12,380   21,350   21,550   21,650      200      100

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:      2,460)
   1,010     -380      100    1,400    2,900    2,510    2,620      -50     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.8      0.0      1.4     56.9     98.2     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        0        1       11       15       17       16                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      318,574
COMMITMENTS
 100,088   22,307   83,777  110,409  185,670  294,273  291,754   24,301   26,820

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:    -12,149)
     892   -3,166   -6,673   -7,546   -1,499  -13,327  -11,338    1,177     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.4      7.0     26.3     34.7     58.3     92.4     91.6      7.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      96       44       93       75       94      213      202                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,566,347
COMMITMENTS
 517,101  349,880  765,733  1048362  1170245  2331195  2285857  235,152  280,490

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:      8,139)
   5,854   66,270      930   -4,433  -51,208    2,351   15,992    5,787   -7,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     13.6     29.8     40.9     45.6     90.8     89.1      9.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      993)
     283      165      289      434      440      839      797                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,501
COMMITMENTS
     991    1,208      514    1,449    2,021    2,954    3,742    2,547    1,759

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:         44)
    -186      157      222      491     -138      527      240     -483     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     22.0      9.3     26.3     36.7     53.7     68.0     46.3     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        7        4        9        8       16       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,158,517
COMMITMENTS
 173,328  132,960  351,218  565,138  558,599  1089685  1042777   68,832  115,740

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     52,885)
 -18,447   36,180   56,529    7,339  -38,382   45,421   54,328    7,463   -1,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     11.5     30.3     48.8     48.2     94.1     90.0      5.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      732)
     238      161      273      227      266      595      599                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,873
COMMITMENTS
  15,212    3,077      880      626    8,491   16,718   12,448   15,155   19,425

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:       -196)
    -769     -321      296        0     -302     -473     -327      277      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.7      9.7      2.8      2.0     26.6     52.5     39.1     47.5     60.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        8        4        2       19        7       30                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      533,174
COMMITMENTS
 135,875  159,446  126,384  229,851  214,923  492,109  500,753   41,065   32,421

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -1,571)
     811   15,197  -13,523    9,919   -4,963   -2,793   -3,290    1,222    1,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5     29.9     23.7     43.1     40.3     92.3     93.9      7.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
      94      125      131       92       88      280      292                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,021,793
COMMITMENTS
 113,805  110,782  138,656  628,881  580,570  881,342  830,008  140,450  191,784

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     20,446)
  17,132    2,137    4,575    6,976    9,048   28,683   15,760   -8,237    4,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     10.8     13.6     61.5     56.8     86.3     81.2     13.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      46       29       47      101      101      164      160                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,027,346
COMMITMENTS
  77,627  270,153   42,012  782,303  617,718  901,942  929,883  125,405   97,464

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -1,240)
   1,632    9,840    1,196   -5,278   -7,009   -2,450    4,027    1,210   -5,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     26.3      4.1     76.1     60.1     87.8     90.5     12.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      17       20       23       70       68       98      100                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,884
COMMITMENTS
     603      456      346      699      779    1,648    1,581      236      303

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:         11)
     114      206      -59      -26     -173       29      -26      -18       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.0     24.2     18.4     37.1     41.3     87.5     83.9     12.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        6        5        7        7       20       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      580,300
COMMITMENTS
 148,727   29,582  150,927  230,218  361,623  529,871  542,132   50,429   38,168

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:      2,109)
 -10,706    2,141   13,055   -1,663  -15,528      686     -332    1,423    2,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6      5.1     26.0     39.7     62.3     91.3     93.4      8.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     117       54      123      110      111      288      253                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,451
COMMITMENTS
   1,166    4,353    2,120    6,989    3,999   10,275   10,473    2,177    1,979

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:      1,015)
     191      968      213      489     -117      894    1,064      122      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     35.0     17.0     56.1     32.1     82.5     84.1     17.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      19       19       15       24       15       47       46                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,859,226
COMMITMENTS
 409,819  415,331  118,015  1205053  1155663  1732887  1689009  126,339  170,216

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:    -21,054)
 -28,687   -6,841     -380   10,654  -15,652  -18,413  -22,873   -2,642    1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     22.3      6.3     64.8     62.2     93.2     90.8      6.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      55       69       46      147      142      227      232                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,292,515
COMMITMENTS
 626,552  840,225  613,551  2701904  2268392  3942007  3722168  350,508  570,346

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -1,531)
  26,316  -18,397   42,576  -65,255  -49,377    3,636  -25,198   -5,168   23,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     19.6     14.3     62.9     52.8     91.8     86.7      8.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      473)
      77      115      112      214      237      350      405                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      535,746
COMMITMENTS
  63,544   50,136    8,017  364,816  300,659  436,377  358,812   99,369  176,934

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:      9,774)
   2,083   -2,261    2,796   10,334   13,539   15,213   14,074   -5,439   -4,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      9.4      1.5     68.1     56.1     81.5     67.0     18.5     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      15       11        6       54       56       72       70                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,160,575
COMMITMENTS
 542,927  1069951  439,574  2915152  2223244  3897653  3732768  262,922  427,806

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:    112,720)
  21,921   14,219   29,193   61,157   48,202  112,272   91,614      449   21,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     25.7     10.6     70.1     53.4     93.7     89.7      6.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      56       68       65      157      179      249      276                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,944,509
COMMITMENTS
 296,216  193,240  482,555  1137381  1209822  1916152  1885618   28,358   58,892

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     57,456)
  69,184   11,031   15,316  -28,706   23,962   55,794   50,309    1,662    7,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      9.9     24.8     58.5     62.2     98.5     97.0      1.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      29       41       57       57       72      117      147                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,946
COMMITMENTS
  17,507    5,526    3,438   29,319   41,814   50,264   50,778    8,682    8,168

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:      8,458)
   1,355   -2,025    2,452    4,080    6,613    7,886    7,039      572    1,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7      9.4      5.8     49.7     70.9     85.3     86.1     14.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      39       17       18       37       36       85       63                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      117,892
COMMITMENTS
  35,015   11,051    6,876   58,638   83,628  100,529  101,556   17,363   16,336

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     16,916)
   2,709   -4,050    4,903    8,159   13,225   15,772   14,079    1,144    2,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7      9.4      5.8     49.7     70.9     85.3     86.1     14.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      39       17       18       37       36       85       63                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       74,110
COMMITMENTS
  62,963   71,208    2,885    8,027        0   73,875   74,093      235       17

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:      1,483)
     529   -1,034    2,590   -1,593        0    1,526    1,556      -43      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    85.0     96.1      3.9     10.8      0.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      30        9        3        2        0       34       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       43,760
COMMITMENTS
   3,308   12,804   12,096   28,276   18,796   43,680   43,696       80       64

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     10,120)
  -1,725   -1,260   11,847      -42     -448   10,080   10,139       40      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     29.3     27.6     64.6     43.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       15        2        7       19       14       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       21,285
COMMITMENTS
  17,385    8,382    1,757    2,127   11,116   21,269   21,255       16       30

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:      1,695)
    -803     -441    1,757      736      430    1,690    1,746        5      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.7     39.4      8.3     10.0     52.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       13        2        3       14       11       28                  



Updated June 15, 2018