WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :   612,485:   137,219    158,366    214,579    226,744    193,156    578,542    566,100:    33,943     46,385
Old  :   121,442:    35,552     43,888     38,486     37,395     29,836    111,432    112,210:    10,010      9,232
Other:   491,043:   122,074    134,884    155,687    189,349    163,320    467,110    453,890:    23,934     37,153
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :   -18,084:       163        885    -20,199      3,517      2,707    -16,519    -16,607:    -1,564     -1,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       25.9       35.0       37.0       31.5       94.5       92.4:       5.5        7.6
Old  :     100.0:      29.3       36.1       31.7       30.8       24.6       91.8       92.4:       8.2        7.6
Other:     100.0:      24.9       27.5       31.7       38.6       33.3       95.1       92.4:       4.9        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       442:       124        156        167        110        128        344        359:
Old  :       272:        93         65         66         80         69        201        175:
Other:       401:       102        154        132         93        120        283        327:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2        9.4       21.8       16.4       10.3        6.8       16.7       12.0
Old  :                 13.5       20.6       21.3       31.1       10.4       18.6       17.1       27.9
Other:                 15.7       10.4       24.7       17.5       12.5        7.4       20.3       12.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :   293,491:    83,728     37,231     76,120    110,495    153,709    270,342    267,060:    23,149     26,430
Old  :    50,913:    20,443      8,329      7,571     17,430     30,637     45,443     46,537:     5,470      4,376
Other:   242,578:    72,977     38,594     58,857     93,065    123,073    224,899    220,524:    17,679     22,054
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    -8,459:     6,262      4,532     -6,855     -5,133     -5,431     -5,726     -7,754:    -2,732       -705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       12.7       25.9       37.6       52.4       92.1       91.0:       7.9        9.0
Old  :     100.0:      40.2       16.4       14.9       34.2       60.2       89.3       91.4:      10.7        8.6
Other:     100.0:      30.1       15.9       24.3       38.4       50.7       92.7       90.9:       7.3        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        98         48         87         83         88        220        194:
Old  :       163:        48         26         19         50         57        107         94:
Other:       247:        88         55         76         72         84        193        185:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       19.2       22.0       28.7        8.2       13.6       14.2       21.0
Old  :                 28.2       20.7       39.6       35.9       27.8       20.7       37.2       34.8
Other:                 14.8       23.0       24.0       32.8        9.4       18.5       16.8       26.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  : 2,382,243:   502,460    235,110    688,758    970,286  1,167,363  2,161,504  2,091,231:   220,739    291,012
Old  : 1,610,719:   390,344    301,905    431,401    644,337    738,012  1,466,082  1,471,319:   144,637    139,400
Other:   771,524:   235,485     56,573    133,988    325,949    429,351    695,423    619,913:    76,102    151,611
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :   -66,188:   -38,340     12,126    -29,556     10,380    -44,146    -57,515    -61,577:    -8,673     -4,612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        9.9       28.9       40.7       49.0       90.7       87.8:       9.3       12.2
Old  :     100.0:      24.2       18.7       26.8       40.0       45.8       91.0       91.3:       9.0        8.7
Other:     100.0:      30.5        7.3       17.4       42.2       55.6       90.1       80.3:       9.9       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       944:       266        159        295        406        425        811        770:
Old  :       892:       231        171        243        380        392        732        696:
Other:       704:       167        102        122        215        372        441        547:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       10.3       17.3       15.9        6.4        6.0       11.0        9.9
Old  :                  9.3       12.6       15.8       19.0        8.0       10.4       13.7       15.0
Other:                 16.8        9.7       25.7       16.6       12.1        6.9       19.3       11.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :     6,659:     1,567      1,315        252      1,112      3,040      2,932      4,607:     3,727      2,052
Old  :     3,000:       926        951         59        344      1,045      1,329      2,055:     1,671        945
Other:     3,659:       719        442        115        769      1,995      1,603      2,552:     2,056      1,106
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :      -312:         4         94        -72        -99       -106       -166        -84:      -146       -228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       19.8        3.8       16.7       45.7       44.0       69.2:      56.0       30.8
Old  :     100.0:      30.9       31.7        2.0       11.5       34.8       44.3       68.5:      55.7       31.5
Other:     100.0:      19.7       12.1        3.1       21.0       54.5       43.8       69.8:      56.2       30.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         6         12          5         11          7         19         22:
Old  :        23:         6          8          3          7          5         13         16:
Other:        24:         4         10          3          7          6         13         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.1       41.9       35.6       54.6       23.6       39.4       34.9       51.1
Old  :                 34.0       50.7       40.0       60.7       33.5       48.2       38.0       58.2
Other:                 26.2       51.8       40.9       61.3       26.2       51.2       39.6       60.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  : 1,174,860:   275,066     64,701    285,551    553,214    685,048  1,113,832  1,035,300:    61,028    139,560
Old  :   785,513:   226,649     67,806    172,389    348,787    482,690    747,824    722,885:    37,688     62,628
Other:   389,347:    83,982     32,459     77,599    204,427    202,358    366,008    312,415:    23,339     76,931
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    21,224:     4,493     -5,723     -2,508     18,781     26,899     20,766     18,668:       458      2,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        5.5       24.3       47.1       58.3       94.8       88.1:       5.2       11.9
Old  :     100.0:      28.9        8.6       21.9       44.4       61.4       95.2       92.0:       4.8        8.0
Other:     100.0:      21.6        8.3       19.9       52.5       52.0       94.0       80.2:       6.0       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       716:       223        159        254        233        282        579        591:
Old  :       680:       178        182        190        192        265        483        537:
Other:       547:       153        115        130        153        238        371        423:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       14.0       18.0       22.0        8.6        8.3       13.5       14.7
Old  :                 12.5       18.4       20.9       27.6       12.0       13.6       18.4       21.3
Other:                 15.2       11.3       24.8       18.5       10.6        8.0       17.7       12.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :    36,458:    21,285      3,972        789        671      9,291     22,745     14,052:    13,713     22,406
Old  :    12,350:     9,990      1,038        504        671      3,084     11,165      4,626:     1,185      7,724
Other:    24,108:    11,541      3,180         39          0      6,207     11,580      9,426:    12,528     14,682
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :       991:    -6,914        160        -36        -69        333     -7,019        457:     8,010        534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4       10.9        2.2        1.8       25.5       62.4       38.5:      37.6       61.5
Old  :     100.0:      80.9        8.4        4.1        5.4       25.0       90.4       37.5:       9.6       62.5
Other:     100.0:      47.9       13.2        0.2        0.0       25.7       48.0       39.1:      52.0       60.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         6          9          4          1         17          7         30:
Old  :        31:         5          9          2          1         17          7         27:
Other:        31:         5          9          3          0         17          5         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.5       15.6       62.4       22.4       55.1       15.6       59.7       22.4
Old  :                 82.9       19.6       90.4       26.9       79.1       17.8       86.3       24.4
Other:                 47.6       17.0       48.0       24.4       47.5       17.0       47.9       24.4
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :     4,643:     2,001        532      1,264        852      2,458      4,117      4,254:       527        389
Old  :     4,614:     2,008        532      1,257        852      2,458      4,117      4,247:       497        367
Other:        30:         0          7          0          0          0          0          7:        30         23
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :        25:       -76       -112          7        -32         55       -101        -50:       126         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       11.5       27.2       18.3       52.9       88.7       91.6:      11.3        8.4
Old  :     100.0:      43.5       11.5       27.2       18.5       53.3       89.2       92.1:      10.8        7.9
Other:     100.0:       0.0       23.8        0.0        0.0        0.0        0.0       23.8:     100.0       76.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         6          3          6          5         11         11         20:
Old  :        21:         6          3          6          5         11         11         20:
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  :                 60.5       39.2       82.5       62.9       37.4       27.3       45.7       39.9
Old  :                 60.9       39.5       83.1       63.3       37.8       27.5       46.1       40.1
Other:                  0.0       23.8        0.0       23.8        0.0       23.8        0.0       23.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :   558,796:   133,314    127,533    148,640    235,319    247,999    517,273    524,172:    41,523     34,624
Old  :   406,497:   129,462    127,564     82,120    164,685    170,527    376,266    380,211:    30,231     26,286
Other:   152,299:    44,230     40,347     26,143     70,634     77,472    141,007    143,962:    11,292      8,337
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :   -13,211:    -7,671      6,888     -6,774     -2,275    -16,074    -16,720    -15,960:     3,509      2,749
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       22.8       26.6       42.1       44.4       92.6       93.8:       7.4        6.2
Old  :     100.0:      31.8       31.4       20.2       40.5       42.0       92.6       93.5:       7.4        6.5
Other:     100.0:      29.0       26.5       17.2       46.4       50.9       92.6       94.5:       7.4        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       115        109        135         97         86        289        291:
Old  :       372:       139        106        109         89         81        266        265:
Other:       213:        57         77         58         54         50        153        144:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       20.2       18.3       26.9       11.5       18.0       17.5       23.4
Old  :                 12.4       19.7       19.4       27.3       11.8       17.8       17.7       24.4
Other:                 18.5       28.2       29.4       38.6       18.4       27.7       28.6       36.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :   962,555:   145,546    109,055    106,101    553,743    551,003    805,389    766,159:   157,166    196,396
Old  :   962,555:   145,546    109,055    106,101    553,743    551,003    805,389    766,159:   157,166    196,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    64,084:    13,708      8,036     22,562     19,311     38,692     55,580     69,289:     8,504     -5,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       11.3       11.0       57.5       57.2       83.7       79.6:      16.3       20.4
Old  :     100.0:      15.1       11.3       11.0       57.5       57.2       83.7       79.6:      16.3       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  :       187:        40         36         43         93         93        151        154:
Old  :       187:        40         36         43         93         93        151        154:
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  :                 20.2       21.8       28.2       32.6       13.5       15.4       20.1       23.3
Old  :                 20.2       21.8       28.2       32.6       13.5       15.4       20.1       23.3
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, April 17, 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  :   966,747:    57,022    213,681     14,613    768,856    637,534    840,490    865,828:   126,257    100,919
Old  :   966,747:    57,022    213,681     14,613    768,856    637,534    840,490    865,828:   126,257    100,919
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    13,643:     2,397      5,430     -1,300      8,389     18,229      9,486     22,359:     4,156     -8,716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       22.1        1.5       79.5       65.9       86.9       89.6:      13.1       10.4
Old  :     100.0:       5.9       22.1        1.5       79.5       65.9       86.9       89.6:      13.1       10.4
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  :       122:        16         15         16         67         72         89         97:
Old  :       122:        16         15         16         67         72         89         97:
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  :                 28.2       37.7       40.7       49.4       23.5       37.7       34.9       48.6
Old  :                 28.2       37.7       40.7       49.4       23.5       37.7       34.9       48.6
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, April 17, 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  :   588,589:   165,367     22,639    151,447    217,571    379,339    534,384    553,424:    54,204     35,165
Old  :   429,662:   153,398     27,079     92,505    141,028    284,448    386,930    404,032:    42,731     25,629
Other:   158,927:    44,147     27,737     26,764     76,543     94,890    147,454    149,392:    11,473      9,535
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    18,521:    -5,267     -2,857     12,567     10,536      7,503     17,836     17,213:       685      1,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        3.8       25.7       37.0       64.4       90.8       94.0:       9.2        6.0
Old  :     100.0:      35.7        6.3       21.5       32.8       66.2       90.1       94.0:       9.9        6.0
Other:     100.0:      27.8       17.5       16.8       48.2       59.7       92.8       94.0:       7.2        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:       126         53        136        102        115        301        266:
Old  :       340:       142         54        106         95        113        284        237:
Other:       223:        67         57         51         72         65        170        145:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       26.4       16.0       35.2        7.8       22.9       11.6       30.8
Old  :                 11.6       29.6       17.4       39.4       10.0       28.0       14.9       37.0
Other:                 16.6       25.9       26.1       37.2       13.7       23.3       21.4       29.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :     9,914:     1,776      1,005        718      4,923      7,131      7,418      8,854:     2,496      1,059
Old  :     7,880:     1,831      1,229        378      3,451      5,411      5,660      7,018:     2,220        861
Other:     2,034:       282        112          4      1,473      1,720      1,758      1,836:       276        198
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :       841:       644       -151        -52         35      1,241        627      1,038:       215       -197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       10.1        7.2       49.7       71.9       74.8       89.3:      25.2       10.7
Old  :     100.0:      23.2       15.6        4.8       43.8       68.7       71.8       89.1:      28.2       10.9
Other:     100.0:      13.9        5.5        0.2       72.4       84.6       86.5       90.3:      13.5        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        17          8         10         17         16         37         32:
Old  :        51:        17          9          8         13         16         31         32:
Other:        24:         5          4          2          8          8         13         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.7       45.9       44.3       62.0       31.6       43.7       41.1       57.8
Old  :                 28.5       44.9       43.3       62.7       28.4       44.9       40.4       61.1
Other:                 69.0       70.0       84.8       86.0       68.0       70.0       83.8       86.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  : 2,064,727:   419,904    497,782    147,293  1,366,413  1,236,800  1,933,611  1,881,876:   131,116    182,851
Old  : 2,064,727:   419,904    497,782    147,293  1,366,413  1,236,800  1,933,611  1,881,876:   131,116    182,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    74,918:    -2,887      3,527     14,983     63,393     54,472     75,489     72,982:      -571      1,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       24.1        7.1       66.2       59.9       93.6       91.1:       6.4        8.9
Old  :     100.0:      20.3       24.1        7.1       66.2       59.9       93.6       91.1:       6.4        8.9
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  :       343:        63         76         43        148        139        233        236:
Old  :       343:        63         76         43        148        139        233        236:
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  :                 19.3       21.7       30.9       31.9       17.3       16.1       26.1       24.3
Old  :                 19.3       21.7       30.9       31.9       17.3       16.1       26.1       24.3
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, April 17, 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  : 4,108,560:   643,078    988,039    416,511  2,677,128  2,154,871  3,736,717  3,559,421:   371,844    549,139
Old  : 4,108,560:   643,078    988,039    416,511  2,677,128  2,154,871  3,736,717  3,559,421:   371,844    549,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    86,929:    10,171     72,273    -12,924     81,320     51,625     78,566    110,973:     8,363    -24,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       24.0       10.1       65.2       52.4       90.9       86.6:       9.1       13.4
Old  :     100.0:      15.7       24.0       10.1       65.2       52.4       90.9       86.6:       9.1       13.4
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  :       463:        80        120        107        197        221        334        391:
Old  :       463:        80        120        107        197        221        334        391:
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  :                 24.2       12.4       34.5       20.9       21.0       11.2       29.4       17.3
Old  :                 24.2       12.4       34.5       20.9       21.0       11.2       29.4       17.3
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, April 17, 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  :   546,288:    69,509     71,501      7,923    360,419    296,472    437,851    375,896:   108,437    170,392
Old  :   546,288:    69,509     71,501      7,923    360,419    296,472    437,851    375,896:   108,437    170,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    -6,165:     4,191    -18,637      5,478    -17,213        458     -7,544    -12,701:     1,379      6,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       13.1        1.5       66.0       54.3       80.2       68.8:      19.8       31.2
Old  :     100.0:      12.7       13.1        1.5       66.0       54.3       80.2       68.8:      19.8       31.2
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  :        98:        15         10          7         53         52         71         66:
Old  :        98:        15         10          7         53         52         71         66:
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  :                 32.8       12.5       41.7       21.3       32.6       10.7       40.9       19.0
Old  :                 32.8       12.5       41.7       21.3       32.6       10.7       40.9       19.0
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, April 17, 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  : 3,783,204:   552,491  1,110,202    300,060  2,671,787  1,924,794  3,524,338  3,335,055:   258,867    448,149
Old  : 3,783,204:   552,491  1,110,202    300,060  2,671,787  1,924,794  3,524,338  3,335,055:   258,867    448,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :   101,844:   -17,172     31,219     23,103     99,118     49,392    105,048    103,715:    -3,204     -1,870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       29.3        7.9       70.6       50.9       93.2       88.2:       6.8       11.8
Old  :     100.0:      14.6       29.3        7.9       70.6       50.9       93.2       88.2:       6.8       11.8
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  :       346:        46         93         65        150        168        241        281:
Old  :       346:        46         93         65        150        168        241        281:
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  :                 33.5       17.8       44.4       27.0       28.1       13.9       38.8       21.7
Old  :                 33.5       17.8       44.4       27.0       28.1       13.9       38.8       21.7
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, April 17, 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  : 2,399,346:   380,019    187,531    675,163  1,309,401  1,475,770  2,364,582  2,338,464:    34,764     60,882
Old  : 2,399,346:   380,019    187,531    675,163  1,309,401  1,475,770  2,364,582  2,338,464:    34,764     60,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    27,018:    42,438      3,586     -6,816    -10,325     32,384     25,296     29,153:     1,722     -2,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        7.8       28.1       54.6       61.5       98.6       97.5:       1.4        2.5
Old  :     100.0:      15.8        7.8       28.1       54.6       61.5       98.6       97.5:       1.4        2.5
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  :       167:        35         49         60         57         74        126        156:
Old  :       167:        35         49         60         57         74        126        156:
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  :                 28.9       27.9       47.6       40.6       22.1       15.5       30.1       21.2
Old  :                 28.9       27.9       47.6       40.6       22.1       15.5       30.1       21.2
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, April 17, 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  :    52,246:    17,539      8,748      1,635     25,162     34,344     44,336     44,728:     7,910      7,518
Old  :    52,246:    17,539      8,748      1,635     25,162     34,344     44,336     44,728:     7,910      7,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :     2,253:       415        485       -342      1,643      1,464      1,715      1,607:       538        646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       16.7        3.1       48.2       65.7       84.9       85.6:      15.1       14.4
Old  :     100.0:      33.6       16.7        3.1       48.2       65.7       84.9       85.6:      15.1       14.4
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  :       106:        35         24          9         27         30         66         59:
Old  :       106:        35         24          9         27         30         66         59:
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  :                 39.7       34.3       48.8       53.7       39.4       32.4       48.4       51.0
Old  :                 39.7       34.3       48.8       53.7       39.4       32.4       48.4       51.0
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, April 17, 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  :   104,491:    35,077     17,497      3,270     50,324     68,689     88,671     89,456:    15,820     15,035
Old  :   104,491:    35,077     17,497      3,270     50,324     68,689     88,671     89,456:    15,820     15,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :     4,507:       829        969       -684      3,285      2,929      3,430      3,214:     1,076      1,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       16.7        3.1       48.2       65.7       84.9       85.6:      15.1       14.4
Old  :     100.0:      33.6       16.7        3.1       48.2       65.7       84.9       85.6:      15.1       14.4
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  :       106:        35         24          9         27         30         66         59:
Old  :       106:        35         24          9         27         30         66         59:
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  :                 39.7       34.3       48.8       53.7       39.4       32.4       48.4       51.0
Old  :                 39.7       34.3       48.8       53.7       39.4       32.4       48.4       51.0
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, April 17, 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  :    47,891:    37,461     46,007        251      9,907      1,633     47,619     47,891:       272          0
Old  :    47,891:    37,461     46,007        251      9,907      1,633     47,619     47,891:       272          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :     3,758:     3,786      2,128          0        -53      1,633      3,733      3,761:        25         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.2       96.1        0.5       20.7        3.4       99.4      100.0:       0.6        0.0
Old  :     100.0:      78.2       96.1        0.5       20.7        3.4       99.4      100.0:       0.6        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  :        45:        33          8          2          3          1         37         10:
Old  :        45:        33          8          2          3          1         37         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  :                 61.9       91.5       82.8       99.4       61.6       91.5       82.4       99.2
Old  :                 61.9       91.5       82.8       99.4       61.6       91.5       82.4       99.2
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, April 17, 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  :    29,755:     2,757      8,914        264     26,711     20,487     29,732     29,665:        23         90
Old  :    29,755:     2,757      8,914        264     26,711     20,487     29,732     29,665:        23         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :       328:         0          5          0        322        311        322        316:         6         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       30.0        0.9       89.8       68.9       99.9       99.7:       0.1        0.3
Old  :     100.0:       9.3       30.0        0.9       89.8       68.9       99.9       99.7:       0.1        0.3
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  :        47:         4         17          1          7         20         12         37:
Old  :        47:         4         17          1          7         20         12         37:
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  :                 89.6       38.6       98.8       60.3       89.6       38.6       98.4       60.3
Old  :                 89.6       38.6       98.8       60.3       89.6       38.6       98.4       60.3
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, April 17, 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  :    18,219:    16,328      6,761          0      1,874     11,406     18,202     18,167:        17         52
Old  :    18,219:    16,328      6,761          0      1,874     11,406     18,202     18,167:        17         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :      -458:      -427       -112          0        -15       -351       -442       -463:       -16          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.6       37.1        0.0       10.3       62.6       99.9       99.7:       0.1        0.3
Old  :     100.0:      89.6       37.1        0.0       10.3       62.6       99.9       99.7:       0.1        0.3
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  :        37:         8         13          0          5         12         13         25:
Old  :        37:         8         13          0          5         12         13         25:
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  :                 92.0       49.6       98.3       74.6       89.7       49.6       94.6       74.6
Old  :                 92.0       49.6       98.3       74.6       89.7       49.6       94.6       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 20, 2018