WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      498,866
COMMITMENTS
 155,259  171,849  117,748  192,594  167,735  465,601  457,332   33,265   41,534

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:        520)
  -4,099   -2,725    2,680     -419      949   -1,838      904    2,358     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     34.4     23.6     38.6     33.6     93.3     91.7      6.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     129      125      134      108      112      317      312                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      290,554
COMMITMENTS
  83,109   43,281   62,722  122,039  160,010  267,870  266,013   22,684   24,541

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:      9,920)
    -203    3,108    4,202    5,347    3,155    9,346   10,465      574     -545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     14.9     21.6     42.0     55.1     92.2     91.6      7.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      99       50       81       76       90      213      196                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,865,937
COMMITMENTS
 628,395  261,078  304,185  777,817  1067826  1710397  1633089  155,540  232,848

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:     15,034)
  45,549  -20,033   -2,904  -28,736   31,958   13,909    9,021    1,125    6,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     14.0     16.3     41.7     57.2     91.7     87.5      8.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      874)
     248      137      205      288      380      639      649                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,833
COMMITMENTS
   1,704    1,308      254    1,357    3,367    3,315    4,929    3,518    1,904

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:        620)
     155      164      -22      266       78      399      220      221      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     19.1      3.7     19.9     49.3     48.5     72.1     51.5     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8       10        5       10        8       20       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      906,217
COMMITMENTS
 284,051   73,590  133,074  441,910  582,604  859,035  789,268   47,182  116,949

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:     33,423)
  11,029   -6,632    8,355   11,583   29,783   30,967   31,506    2,456    1,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      8.1     14.7     48.8     64.3     94.8     87.1      5.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      664)
     202      118      187      180      265      467      517                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       34,106
COMMITMENTS
  26,837    3,770      834      794    8,283   28,465   12,887    5,641   21,219

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:      3,085)
   3,059      498      -17      -85      921    2,957    1,402      128    1,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.7     11.1      2.4      2.3     24.3     83.5     37.8     16.5     62.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        8        4        1       15        8       27                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      517,457
COMMITMENTS
 142,692  109,811  118,143  219,352  260,001  480,187  487,955   37,270   29,502

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:     -1,415)
  -1,762  -12,091    8,963   -6,811    2,327      390     -801   -1,805     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     21.2     22.8     42.4     50.2     92.8     94.3      7.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     109      100      117       87       77      271      253                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      773,737
COMMITMENTS
 133,920  124,243   14,218  484,974  453,046  633,112  591,507  140,625  182,230

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:    -26,495)
 -34,826      249    1,902    4,589  -28,594  -28,335  -26,443    1,840      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     16.1      1.8     62.7     58.6     81.8     76.4     18.2     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      31       35       13       70       75      105      119                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      938,134
COMMITMENTS
  56,109  206,065   16,049  744,322  607,855  816,480  829,969  121,654  108,165

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:    -12,166)
   7,913    5,257   -3,669  -13,674  -11,106   -9,430   -9,518   -2,736   -2,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     22.0      1.7     79.3     64.8     87.0     88.5     13.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      16       16       14       59       67       83       89                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,946
COMMITMENTS
     938       60      119      545    1,554    1,602    1,733      344      213

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:        -64)
    -182      -25        4      120      -81      -58     -102       -6       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.2      3.1      6.1     28.0     79.9     82.3     89.1     17.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        2        1        7        8       18       11                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      477,478
COMMITMENTS
 162,212   23,342   75,336  192,584  347,334  430,132  446,012   47,346   31,466

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:     14,346)
   1,730     -680   12,420       -9      777   14,141   12,517      205    1,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      4.9     15.8     40.3     72.7     90.1     93.4      9.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     116       41       97       95       99      258      214                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,303
COMMITMENTS
     812    1,435      664    4,621    4,685    6,097    6,784    2,206    1,519

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:         95)
       9     -122      148      -42       53      115       79      -20       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     17.3      8.0     55.7     56.4     73.4     81.7     26.6     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11       11       11       17       13       34       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,918,159
COMMITMENTS
 358,502  491,138  100,174  1329198  1158617  1787874  1749929  130,285  168,230

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:      4,098)
   8,127   27,536   -7,305    3,955   -9,173    4,777   11,058     -679   -6,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     25.6      5.2     69.3     60.4     93.2     91.2      6.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      60       82       30      139      137      215      233                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,439,319
COMMITMENTS
 566,954  942,319  131,306  2394138  1828086  3092398  2901711  346,921  537,608

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:    -65,963)
 -58,655   11,498    1,489  -19,569  -50,182  -76,735  -37,195   10,772  -28,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     27.4      3.8     69.6     53.2     89.9     84.4     10.1     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      437)
      72      118       62      166      187      271      334                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      553,135
COMMITMENTS
  68,519   83,475    2,478  377,456  293,273  448,453  379,226  104,682  173,909

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:      2,870)
  -6,883    6,525      357    5,291   -2,561   -1,235    4,321    4,105   -1,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     15.1      0.4     68.2     53.0     81.1     68.6     18.9     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      14       10        7       50       51       67       65                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,397,735
COMMITMENTS
 536,540  1115846  103,651  2502588  1724129  3142779  2943626  254,956  454,109

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:     11,352)
 -26,516  118,185  -14,193   86,309  -85,134   45,600   18,858  -34,248   -7,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     32.8      3.1     73.7     50.7     92.5     86.6      7.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      46       78       29      127      153      194      239                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,325,474
COMMITMENTS
 340,874  267,341  628,081  1322804  1369218  2291759  2264640   33,715   60,834

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:   -135,832)
 -31,987    9,885  -40,104  -60,198 -103,532 -132,289 -133,751   -3,543   -2,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     11.5     27.0     56.9     58.9     98.6     97.4      1.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      35       49       56       57       74      124      154                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,454
COMMITMENTS
  18,560    8,779    1,126   21,616   32,462   41,302   42,366    7,152    6,088

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:     -3,414)
  -2,544    1,241      155     -265   -4,692   -2,654   -3,297     -760     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     18.1      2.3     44.6     67.0     85.2     87.4     14.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      36       18        9       25       28       66       50                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,907
COMMITMENTS
  37,119   17,557    2,252   43,232   64,923   82,603   84,732   14,304   12,175

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:     -6,828)
  -5,088    2,481      310     -530   -9,384   -5,308   -6,593   -1,520     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     18.1      2.3     44.6     67.0     85.2     87.4     14.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      36       18        9       25       28       66       50                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       45,339
COMMITMENTS
  34,874   45,083      251   10,006        0   45,131   45,334      208        5

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:     -6,155)
    -222   -6,157        0   -5,935        0   -6,157   -6,157        2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.9     99.4      0.6     22.1      0.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      32        9        2        3        0       36       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,255
COMMITMENTS
   2,717    8,467      264   26,272   20,447   29,253   29,178        2       77

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:      2,032)
     158    2,093      -34    1,912       13    2,036    2,072       -4      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     28.9      0.9     89.8     69.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4       19        1        8       19       13       38                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 04/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       19,670
COMMITMENTS
  17,714    7,069        0    1,952   12,544   19,666   19,613        4       57

CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST:        474)
     417      412        0       59       48      476      460       -2       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    90.1     35.9      0.0      9.9     63.8    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5       14        0        5       13       10       27                  



Updated April 6, 2018