WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   613,525:   128,315    152,680    228,314    219,333    187,007    575,962    568,002:    37,563     45,524
Old  :   286,872:    96,962    135,811     81,954     87,901     50,723    266,818    268,488:    20,055     18,384
Other:   326,653:    93,206     78,722     84,508    131,431    136,283    309,145    299,513:    17,508     27,140
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :   -22,125:   -10,283      2,875    -12,701      2,822    -10,572    -20,163    -20,398:    -1,962     -1,727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       24.9       37.2       35.7       30.5       93.9       92.6:       6.1        7.4
Old  :     100.0:      33.8       47.3       28.6       30.6       17.7       93.0       93.6:       7.0        6.4
Other:     100.0:      28.5       24.1       25.9       40.2       41.7       94.6       91.7:       5.4        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       443:       135        147        167        106        122        341        357:
Old  :       376:       130        117         86         80         94        242        266:
Other:       351:       101        117        102         86        110        252        268:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7        8.5       21.2       15.6       10.6        6.9       17.2       11.7
Old  :                 13.6       13.8       22.1       24.2       11.8       12.3       19.4       21.8
Other:                 19.4       13.8       28.8       23.1       17.3       10.5       25.6       17.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   298,677:    79,226     33,439     76,560    120,135    160,426    275,921    270,424:    22,756     28,253
Old  :   121,826:    58,177     36,911     15,088     38,774     60,779    112,040    112,779:     9,787      9,047
Other:   176,851:    46,464     21,942     36,057     81,361     99,646    163,882    157,645:    12,969     19,205
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :   -23,832:    -8,574     -6,740    -13,861       -548     -3,568    -22,983    -24,170:      -849        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       11.2       25.6       40.2       53.7       92.4       90.5:       7.6        9.5
Old  :     100.0:      47.8       30.3       12.4       31.8       49.9       92.0       92.6:       8.0        7.4
Other:     100.0:      26.3       12.4       20.4       46.0       56.3       92.7       89.1:       7.3       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        96         49         87         79         96        213        205:
Old  :       234:        75         53         33         58         74        148        145:
Other:       213:        58         47         58         61         84        153        161:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       18.3       22.1       26.2        8.6       13.1       14.9       19.2
Old  :                 17.7       16.9       28.6       27.0       17.4       16.9       28.3       26.9
Other:                 20.8       27.3       29.8       36.4       17.4       20.3       24.8       27.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,310,613:   563,465    239,242    617,990    929,248  1,162,011  2,110,703  2,019,244:   199,909    291,369
Old  : 1,679,221:   481,985    296,074    403,562    650,287    820,378  1,535,834  1,520,013:   143,386    159,207
Other:   631,392:   185,623     47,312    110,285    278,961    341,634    574,869    499,230:    56,523    132,162
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :   -12,979:   -24,886     23,645    -14,369     40,319    -23,295      1,063    -14,018:   -14,042      1,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       10.4       26.7       40.2       50.3       91.3       87.4:       8.7       12.6
Old  :     100.0:      28.7       17.6       24.0       38.7       48.9       91.5       90.5:       8.5        9.5
Other:     100.0:      29.4        7.5       17.5       44.2       54.1       91.0       79.1:       9.0       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       895:       257        155        259        365        403        745        714:
Old  :       866:       240        165        223        341        374        688        659:
Other:       632:       130         99         97        184        346        361        500:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       11.5       18.2       16.9        6.6        6.6       11.3       10.9
Old  :                 10.7       14.2       17.4       20.1       10.0       12.1       15.9       17.1
Other:                 20.7       11.0       30.2       18.1       18.1        8.4       26.5       14.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,766:     1,742        411        195        951      3,516      2,888      4,121:     2,879      1,645
Old  :     4,324:     1,653        343         37        383      2,803      2,073      3,183:     2,251      1,141
Other:     1,443:       153        132         94        568        713        815        938:       628        504
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :        40:      -695        296         43        108       -823       -545       -484:       585        525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        7.1        3.4       16.5       61.0       50.1       71.5:      49.9       28.5
Old  :     100.0:      38.2        7.9        0.9        8.9       64.8       47.9       73.6:      52.1       26.4
Other:     100.0:      10.6        9.1        6.5       39.4       49.4       56.5       65.1:      43.5       34.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         8          6          5          7          7         19         14:
Old  :        23:        10          4          2          4          6         15         11:
Other:        14:         4          3          4          4          6         10         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       50.2       41.8       66.2       33.0       49.7       40.8       63.2
Old  :                 35.1       61.0       41.8       72.5       35.1       61.0       41.6       72.5
Other:                 50.2       46.2       56.1       61.8       45.4       43.8       45.5       53.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,045,359:   272,205     76,118    241,864    476,816    591,780    990,886    909,762:    54,474    135,597
Old  :   759,177:   224,333     72,608    172,757    324,134    443,869    721,224    689,234:    37,953     69,943
Other:   286,182:    65,998     21,636     50,981    152,682    147,911    269,662    220,528:    16,521     65,654
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :     2,430:   -17,403    -10,443     -3,714     26,461     13,865      5,343       -292:    -2,913      2,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        7.3       23.1       45.6       56.6       94.8       87.0:       5.2       13.0
Old  :     100.0:      29.5        9.6       22.8       42.7       58.5       95.0       90.8:       5.0        9.2
Other:     100.0:      23.1        7.6       17.8       53.4       51.7       94.2       77.1:       5.8       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       711:       221        163        241        210        283        538        590:
Old  :       684:       176        192        189        180        271        458        555:
Other:       507:       134        104        107        131        233        315        398:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       11.9       18.9       20.1       11.1        7.4       16.1       12.9
Old  :                 13.7       15.2       21.2       24.1       13.2       11.6       19.7       19.2
Other:                 16.7       11.6       26.1       18.2       14.0        8.0       20.7       13.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    30,953:    23,347      3,255        885        909      6,882     25,141     11,022:     5,812     19,931
Old  :    11,398:     8,172        961        664        909      2,487      9,745      4,112:     1,653      7,286
Other:    19,555:    15,357      2,476         39          0      4,395     15,396      6,910:     4,159     12,645
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :       517:       710         25        -11       -176         56        523         70:        -6        447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.4       10.5        2.9        2.9       22.2       81.2       35.6:      18.8       64.4
Old  :     100.0:      71.7        8.4        5.8        8.0       21.8       85.5       36.1:      14.5       63.9
Other:     100.0:      78.5       12.7        0.2        0.0       22.5       78.7       35.3:      21.3       64.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         6          7          4          1         12          7         23:
Old  :        24:         5          7          3          1         12          7         21:
Other:        24:         5          7          3          0         12          5         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       16.1       81.2       23.4       72.8       16.1       77.8       23.1
Old  :                 75.5       20.1       85.5       27.9       70.4       17.4       79.6       24.2
Other:                 78.7       18.1       78.7       25.5       78.5       18.1       78.5       25.5
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,029:     2,528      1,127      1,034      1,110      2,651      4,672      4,811:       357        218
Old  :     5,023:     2,534      1,127      1,028      1,110      2,651      4,672      4,805:       351        218
Other:         6:         0          6          0          0          0          0          6:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :       -33:         7        -14        -52        -69         43       -113        -23:        81        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3       22.4       20.6       22.1       52.7       92.9       95.7:       7.1        4.3
Old  :     100.0:      50.4       22.4       20.5       22.1       52.8       93.0       95.7:       7.0        4.3
Other:     100.0:       0.0      100.0        0.0        0.0        0.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          8          8          6         12         14         25:
Old  :        25:         5          8          8          6         12         14         25:
Other:         3:         0          3          0          0          0          0          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       30.9       83.7       50.9       49.2       23.6       52.2       36.5
Old  :                 64.2       31.0       83.8       50.9       49.4       23.7       52.4       36.5
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   526,434:   135,047    111,041    116,357    235,432    268,206    486,836    495,605:    39,597     30,829
Old  :   424,757:   125,451    110,981     82,655    186,191    205,341    394,296    398,976:    30,462     25,781
Other:   101,676:    32,073     22,537     11,226     49,241     62,865     92,541     96,628:     9,136      5,048
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :     9,364:       418      4,668      9,101     -1,642     -4,664      7,876      9,105:     1,488        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       21.1       22.1       44.7       50.9       92.5       94.1:       7.5        5.9
Old  :     100.0:      29.5       26.1       19.5       43.8       48.3       92.8       93.9:       7.2        6.1
Other:     100.0:      31.5       22.2       11.0       48.4       61.8       91.0       95.0:       9.0        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:       113        112        122         92         82        275        272:
Old  :       360:       124        109        107         90         78        261        257:
Other:       177:        48         55         41         50         43        126        114:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       26.4       19.0       32.6       12.2       23.7       18.5       29.3
Old  :                 12.9       25.4       20.5       32.4       12.7       23.5       20.0       30.3
Other:                 21.4       40.2       33.4       52.1       20.2       39.1       32.0       50.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   939,692:   164,808    115,019    101,948    532,431    530,665    799,188    747,632:   140,504    192,060
Old  :   939,692:   164,808    115,019    101,948    532,431    530,665    799,188    747,632:   140,504    192,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :   -26,502:   -30,471         80        580     -2,772    -12,158    -32,663    -11,498:     6,161    -15,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       12.2       10.8       56.7       56.5       85.0       79.6:      15.0       20.4
Old  :     100.0:      17.5       12.2       10.8       56.7       56.5       85.0       79.6:      15.0       20.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        45         36         51         89         92        155        158:
Old  :       191:        45         36         51         89         92        155        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       24.6       28.7       34.0       14.6       18.7       21.6       26.1
Old  :                 20.6       24.6       28.7       34.0       14.6       18.7       21.6       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   946,617:    52,164    199,370     19,248    759,280    613,562    830,691    832,180:   115,926    114,437
Old  :   946,617:    52,164    199,370     19,248    759,280    613,562    830,691    832,180:   115,926    114,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :   -10,582:    -1,768     -2,794      3,261      8,370     -4,854      9,863     -4,388:   -20,445     -6,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       21.1        2.0       80.2       64.8       87.8       87.9:      12.2       12.1
Old  :     100.0:       5.5       21.1        2.0       80.2       64.8       87.8       87.9:      12.2       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        14         18         17         60         70         85         94:
Old  :       121:        14         18         17         60         70         85         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       36.1       41.6       48.4       22.9       36.1       34.6       47.0
Old  :                 28.5       36.1       41.6       48.4       22.9       36.1       34.6       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     2,120:     1,208        238        216        340      1,496      1,764      1,950:       356        170
Old  :     2,120:     1,208        238        216        340      1,496      1,764      1,950:       356        170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :       153:       196       -200         -3        -69        326        124        123:        29         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0       11.2       10.2       16.0       70.6       83.2       92.0:      16.8        8.0
Old  :     100.0:      57.0       11.2       10.2       16.0       70.6       83.2       92.0:      16.8        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        12          2          2          5         11         17         15:
Old  :        25:        12          2          2          5         11         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       50.5       66.9       79.2       36.0       45.3       51.3       63.7
Old  :                 46.8       50.5       66.9       79.2       36.0       45.3       51.3       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   507,869:   156,641     21,742    100,458    203,908    354,348    461,007    476,548:    46,862     31,321
Old  :   406,888:   137,104     24,107     77,916    152,657    278,649    367,676    380,671:    39,212     26,217
Other:   100,982:    28,363      6,461     13,717     51,251     75,699     93,331     95,878:     7,650      5,104
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :    -4,910:   -14,998     -1,681      6,946      3,652     -8,806     -4,400     -3,541:      -510     -1,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        4.3       19.8       40.1       69.8       90.8       93.8:       9.2        6.2
Old  :     100.0:      33.7        5.9       19.1       37.5       68.5       90.4       93.6:       9.6        6.4
Other:     100.0:      28.1        6.4       13.6       50.8       75.0       92.4       94.9:       7.6        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       117         51         98        108        116        269        231:
Old  :       311:       114         52         88        102        114        255        220:
Other:       168:        49         30         33         63         55        132        100:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.5       31.5       16.6       39.8        9.6       29.5       14.1       37.2
Old  :                 12.1       32.8       18.0       42.0       12.0       32.1       17.4       40.7
Other:                 18.5       35.9       29.5       47.4       15.7       33.2       26.4       43.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,427:       863      1,424        694      4,504      4,671      6,061      6,789:     2,366      1,638
Old  :     7,486:       878      1,739        351      4,221      3,904      5,449      5,994:     2,037      1,492
Other:       940:       315         15         13        283        766        612        795:       328        146
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :        18:       -32         38         63        -43        -65        -12         37:        30        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       16.9        8.2       53.4       55.4       71.9       80.6:      28.1       19.4
Old  :     100.0:      11.7       23.2        4.7       56.4       52.2       72.8       80.1:      27.2       19.9
Other:     100.0:      33.5        1.6        1.4       30.1       81.5       65.1       84.5:      34.9       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        10         12         12         17         13         33         34:
Old  :        48:         9         16         10         15         13         29         34:
Other:        19:         6          2          3          5          7         11         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       40.9       47.6       55.5       35.2       39.7       43.4       52.8
Old  :                 40.1       40.0       50.9       54.9       38.3       38.6       47.6       53.4
Other:                 41.5       72.0       62.7       83.2       39.1       72.0       59.9       80.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,991,062:   292,030    472,133    155,384  1,414,049  1,185,077  1,861,463  1,812,594:   129,600    178,468
Old  : 1,991,062:   292,030    472,133    155,384  1,414,049  1,185,077  1,861,463  1,812,594:   129,600    178,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :    28,375:   -22,173     42,790     -1,167     48,426     -3,678     25,087     37,945:     3,288     -9,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       23.7        7.8       71.0       59.5       93.5       91.0:       6.5        9.0
Old  :     100.0:      14.7       23.7        7.8       71.0       59.5       93.5       91.0:       6.5        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:        61         85         49        138        143        226        250:
Old  :       348:        61         85         49        138        143        226        250:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       20.1       29.1       31.2       15.8       14.5       24.1       23.2
Old  :                 18.5       20.1       29.1       31.2       15.8       14.5       24.1       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,301,344:   621,396    904,492    591,177  2,740,649  2,213,768  3,953,221  3,709,436:   348,123    591,908
Old  : 4,301,344:   621,396    904,492    591,177  2,740,649  2,213,768  3,953,221  3,709,436:   348,123    591,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :   118,327:    48,507     86,521     -6,870     62,341     26,220    103,977    105,871:    14,350     12,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       21.0       13.7       63.7       51.5       91.9       86.2:       8.1       13.8
Old  :     100.0:      14.4       21.0       13.7       63.7       51.5       91.9       86.2:       8.1       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       459:        79        118        115        198        222        337        395:
Old  :       459:        79        118        115        198        222        337        395:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       11.6       30.9       19.8       18.6        9.6       25.9       15.7
Old  :                 21.3       11.6       30.9       19.8       18.6        9.6       25.9       15.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   553,389:    87,413     83,923      3,616    365,324    297,961    456,353    385,500:    97,036    167,889
Old  :   553,389:    87,413     83,923      3,616    365,324    297,961    456,353    385,500:    97,036    167,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :     7,959:     4,737        844       -102        109      7,793      4,744      8,535:     3,215       -576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       15.2        0.7       66.0       53.8       82.5       69.7:      17.5       30.3
Old  :     100.0:      15.8       15.2        0.7       66.0       53.8       82.5       69.7:      17.5       30.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        14         14          9         50         52         70         69:
Old  :        96:        14         14          9         50         52         70         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       15.0       44.3       24.7       33.7       14.8       43.5       24.0
Old  :                 34.2       15.0       44.3       24.7       33.7       14.8       43.5       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,718,001:   568,548  1,004,162    362,443  2,509,970  1,888,155  3,440,961  3,254,760:   277,040    463,241
Old  : 3,718,001:   568,548  1,004,162    362,443  2,509,970  1,888,155  3,440,961  3,254,760:   277,040    463,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :    94,568:    49,889     57,809     26,053     12,304      5,814     88,246     89,676:     6,322      4,892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       27.0        9.7       67.5       50.8       92.5       87.5:       7.5       12.5
Old  :     100.0:      15.3       27.0        9.7       67.5       50.8       92.5       87.5:       7.5       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:        51         87         67        141        161        237        270:
Old  :       336:        51         87         67        141        161        237        270:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       16.2       43.9       26.5       28.0       12.2       38.4       20.2
Old  :                 33.1       16.2       43.9       26.5       28.0       12.2       38.4       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,286,807:   373,108    268,476    600,468  1,275,030  1,353,953  2,248,606  2,222,897:    38,201     63,910
Old  : 2,286,807:   373,108    268,476    600,468  1,275,030  1,353,953  2,248,606  2,222,897:    38,201     63,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :   178,293:    56,997    -22,471     74,174     42,971    121,806    174,142    173,509:     4,152      4,784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       11.7       26.3       55.8       59.2       98.3       97.2:       1.7        2.8
Old  :     100.0:      16.3       11.7       26.3       55.8       59.2       98.3       97.2:       1.7        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        42         42         61         62         72        134        151:
Old  :       166:        42         42         61         62         72        134        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       27.6       44.8       40.7       23.5       16.5       29.4       22.4
Old  :                 28.5       27.6       44.8       40.7       23.5       16.5       29.4       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    54,160:    21,845      8,144      1,679     22,397     37,835     45,921     47,658:     8,239      6,502
Old  :    54,160:    21,845      8,144      1,679     22,397     37,835     45,921     47,658:     8,239      6,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :   -20,689:      -898     -3,337     -1,428    -17,389    -15,962    -19,716    -20,727:      -973         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       15.0        3.1       41.4       69.9       84.8       88.0:      15.2       12.0
Old  :     100.0:      40.3       15.0        3.1       41.4       69.9       84.8       88.0:      15.2       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        39         14         12         27         28         71         49:
Old  :        98:        39         14         12         27         28         71         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       40.0       45.6       59.8       34.8       37.7       44.8       57.0
Old  :                 35.4       40.0       45.6       59.8       34.8       37.7       44.8       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   108,321:    43,691     16,288      3,358     44,794     75,670     91,843     95,317:    16,478     13,004
Old  :   108,321:    43,691     16,288      3,358     44,794     75,670     91,843     95,317:    16,478     13,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :   -41,378:    -1,797     -6,675     -2,855    -34,779    -31,925    -39,431    -41,455:    -1,947         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       15.0        3.1       41.4       69.9       84.8       88.0:      15.2       12.0
Old  :     100.0:      40.3       15.0        3.1       41.4       69.9       84.8       88.0:      15.2       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        39         14         12         27         28         71         49:
Old  :        98:        39         14         12         27         28         71         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       40.0       45.6       59.8       34.8       37.7       44.8       57.0
Old  :                 35.4       40.0       45.6       59.8       34.8       37.7       44.8       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    57,007:    35,960     53,374      3,611     17,198          0     56,769     56,985:       238         22
Old  :    57,007:    35,960     53,374      3,611     17,198          0     56,769     56,985:       238         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :     3,447:     1,045      1,222      2,251        195          0      3,491      3,473:       -44        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       93.6        6.3       30.2        0.0       99.6      100.0:       0.4        0.0
Old  :     100.0:      63.1       93.6        6.3       30.2        0.0       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        32          9          5          3          0         39         10:
Old  :        44:        32          9          5          3          0         39         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       91.3       79.8       99.7       57.8       85.4       79.5       93.6
Old  :                 58.1       91.3       79.8       99.7       57.8       85.4       79.5       93.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    28,689:     3,550      6,615         83     25,050     21,875     28,683     28,573:         6        116
Old  :    28,689:     3,550      6,615         83     25,050     21,875     28,683     28,573:         6        116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :    -6,488:    -4,385       -189       -214     -1,860     -6,085     -6,459     -6,488:       -29          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       23.1        0.3       87.3       76.2      100.0       99.6:       0.0        0.4
Old  :     100.0:      12.4       23.1        0.3       87.3       76.2      100.0       99.6:       0.0        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         6         16          1          8         19         14         36:
Old  :        48:         6         16          1          8         19         14         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.2       45.6       96.5       66.4       82.2       45.6       96.5       66.4
Old  :                 82.2       45.6       96.5       66.4       82.2       45.6       96.5       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2018                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    19,000:    17,700      6,683          0      1,270     12,283     18,970     18,966:        30         34
Old  :    19,000:    17,700      6,683          0      1,270     12,283     18,970     18,966:        30         34
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2018                       :
     :   -10,130:    -8,442        703       -261     -1,406    -10,543    -10,109    -10,101:       -21        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      93.2       35.2        0.0        6.7       64.6       99.8       99.8:       0.2        0.2
Old  :     100.0:      93.2       35.2        0.0        6.7       64.6       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         6         15          0          4         14         10         29:
Old  :        38:         6         15          0          4         14         10         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.0       48.2       99.5       72.7       93.4       48.2       95.8       72.7
Old  :                 96.0       48.2       99.5       72.7       93.4       48.2       95.8       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 23, 2018