WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      473,974
COMMITMENTS
 150,639  155,040  112,950  176,632  163,945  440,221  431,935   33,753   42,039

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -21,302)
  -2,407    3,622  -15,258     -804   -9,135  -18,469  -20,771   -2,833     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     32.7     23.8     37.3     34.6     92.9     91.1      7.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     130      129      131       95      110      303      313                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      271,630
COMMITMENTS
  83,410   33,913   54,814  112,094  156,771  250,318  245,498   21,312   26,132

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -19,705)
  -7,459   -7,408   -9,756   -2,052   -2,936  -19,267  -20,100     -438      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     12.5     20.2     41.3     57.7     92.2     90.4      7.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      90       48       74       70       92      194      194                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,862,226
COMMITMENTS
 624,742  246,141  315,823  774,935  1068468  1715500  1630432  146,726  231,794

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      2,064)
  -5,198   31,651  -24,005   36,058   -5,614    6,855    2,032   -4,791       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     13.2     17.0     41.6     57.4     92.1     87.6      7.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      842)
     232      135      193      268      371      599      630                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,621
COMMITMENTS
   1,742      395      152      951    3,506    2,845    4,053    2,776    1,568

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:         64)
    -693      279       28      108     -778     -557     -471      621      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0      7.0      2.7     16.9     62.4     50.6     72.1     49.4     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        5        7        6       19       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      851,441
COMMITMENTS
 279,325   81,505  113,476  412,161  542,329  804,962  737,310   46,479  114,131

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      1,698)
 -11,970   -8,408   -6,657   22,661   15,357    4,034      292   -2,336    1,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      9.6     13.3     48.4     63.7     94.5     86.6      5.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      664)
     202      138      168      167      263      441      513                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       30,953
COMMITMENTS
  23,347    3,255      885      909    6,882   25,141   11,022    5,812   19,931

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        517)
     710       25      -11     -176       56      523       70       -6      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.4     10.5      2.9      2.9     22.2     81.2     35.6     18.8     64.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        7        4        1       12        7       23                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      498,566
COMMITMENTS
 141,384  111,802   96,781  222,935  259,872  461,100  468,455   37,466   30,111

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      8,332)
    -365    3,694    9,494   -2,007   -5,088    7,122    8,100    1,210      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     22.4     19.4     44.7     52.1     92.5     94.0      7.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     106      113      114       86       67      261      252                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      791,443
COMMITMENTS
 171,137  118,711   11,786  477,573  480,087  660,496  610,584  130,947  180,859

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -28,174)
 -32,658   -1,527   -1,879    1,201  -10,776  -33,336  -14,182    5,162  -13,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     15.0      1.5     60.3     60.7     83.5     77.1     16.5     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      44       31       16       74       78      122      121                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      946,169
COMMITMENTS
  52,164  199,552   18,959  759,277  613,562  830,400  832,073  115,769  114,096

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -10,721)
  -1,768   -2,800    3,203    8,371   -4,854    9,806   -4,451  -20,527   -6,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     21.1      2.0     80.2     64.8     87.8     87.9     12.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      14       18       16       60       69       84       93                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,120
COMMITMENTS
   1,208      238      216      340    1,496    1,764    1,950      356      170

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        153)
     196     -200       -3      -69      326      124      123       29       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.0     11.2     10.2     16.0     70.6     83.2     92.0     16.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      12        2        2        5       11       17       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      446,889
COMMITMENTS
 158,518   26,507   56,218  188,844  336,121  403,580  418,846   43,309   28,043

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -6,468)
 -14,962     -128    5,100    3,511  -10,319   -6,351   -5,347     -117   -1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5      5.9     12.6     42.3     75.2     90.3     93.7      9.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     109       48       81       97       99      242      204                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,025
COMMITMENTS
     846    1,478      532    4,367    4,469    5,745    6,479    2,280    1,546

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:         -7)
      -4       17       58      -97      -33      -43       42       36      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     18.4      6.6     54.4     55.7     71.6     80.7     28.4     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9       13        8       17       13       30       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,915,145
COMMITMENTS
 289,704  473,740  102,707  1393778  1161353  1786189  1737800  128,956  177,345

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     19,902)
 -24,692   40,081   -3,978   44,910   -6,878   16,240   29,225    3,662   -9,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     24.7      5.4     72.8     60.6     93.3     90.7      6.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      62       81       30      136      142      211      240                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,524,954
COMMITMENTS
 638,461  951,765  148,847  2415032  1863913  3202340  2964525  322,614  560,429

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    132,904)
  47,889   89,824   11,378   63,240   23,780  122,507  124,982   10,397    7,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     27.0      4.2     68.5     52.9     90.8     84.1      9.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
      77      107       60      161      196      268      333                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      553,389
COMMITMENTS
  87,413   83,923    3,616  365,324  297,961  456,353  385,500   97,036  167,889

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      7,959)
   4,737      844     -102      109    7,793    4,744    8,535    3,215     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     15.2      0.7     66.0     53.8     82.5     69.7     17.5     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      14       14        9       50       52       70       69                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,380,064
COMMITMENTS
 594,634  1059359   98,398  2415248  1770674  3108280  2928431  271,784  451,633

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     57,325)
  50,931   61,190   -6,084    7,969      607   52,816   55,713    4,509    1,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     31.3      2.9     71.5     52.4     92.0     86.6      8.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      52       80       34      128      151      205      240                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,284,689
COMMITMENTS
 373,226  268,653  599,722  1274194  1352750  2247142  2221125   37,547   63,564

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    177,788)
  57,030  -22,335   73,827   42,844  121,147  173,701  172,639    4,087    5,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     11.8     26.2     55.8     59.2     98.4     97.2      1.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      41       43       60       62       72      134      150                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,163
COMMITMENTS
  21,703    8,069    1,360   21,964   37,339   45,026   46,768    8,137    6,395

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -19,839)
  -1,197   -3,559     -660  -17,119  -15,715  -18,975  -19,934     -864       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     15.2      2.6     41.3     70.2     84.7     88.0     15.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      36       14       10       26       26       67       45                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,325
COMMITMENTS
  43,405   16,137    2,720   43,927   74,678   90,052   93,535   16,273   12,790

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -39,678)
  -2,393   -7,118   -1,320  -34,237  -31,430  -37,950  -39,868   -1,728      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     15.2      2.6     41.3     70.2     84.7     88.0     15.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      36       14       10       26       26       67       45                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       57,007
COMMITMENTS
  35,960   53,374    3,611   17,198        0   56,769   56,985      238       22

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      3,447)
   1,045    1,222    2,251      195        0    3,491    3,473      -44      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.1     93.6      6.3     30.2      0.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      32        9        5        3        0       39       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,689
COMMITMENTS
   3,550    6,615       83   25,050   21,875   28,683   28,573        6      116

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -6,488)
  -4,385     -189     -214   -1,860   -6,085   -6,459   -6,488      -29        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     23.1      0.3     87.3     76.2    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6       16        1        8       19       14       36                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 03/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       19,000
COMMITMENTS
  17,700    6,683        0    1,270   12,283   18,970   18,966       30       34

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -10,130)
  -8,442      703     -261   -1,406  -10,543  -10,109  -10,101      -21      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    93.2     35.2      0.0      6.7     64.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       15        0        4       14       10       29                  



Updated March 23, 2018