WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      635,650
COMMITMENTS
 138,599  149,805  241,016  216,511  197,579  596,125  588,400   39,525   47,251

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     19,837)
  -7,920   -1,350   17,282    9,925    2,638   19,287   18,570      549    1,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8     23.6     37.9     34.1     31.1     93.8     92.6      6.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
     133      159      175       97      127      348      367                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      322,509
COMMITMENTS
  87,800   40,179   90,421  120,683  163,994  298,904  294,594   23,605   27,915

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:    -11,226)
  -1,211   -7,296   -1,080   -7,755   -3,669  -10,046  -12,046   -1,180      820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     12.5     28.0     37.4     50.8     92.7     91.3      7.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      99       53       90       73       95      217      208                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,323,591
COMMITMENTS
 588,351  215,597  632,360  888,929  1185306  2109640  2033262  213,951  290,329

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:    173,649)
  43,207  -43,917  100,340   31,048   93,001  174,594  149,423     -945   24,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3      9.3     27.2     38.3     51.0     90.8     87.5      9.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      904)
     261      154      258      357      399      740      715                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,726
COMMITMENTS
   2,437      115      152      843    4,339    3,432    4,606    2,294    1,120

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:        -18)
     131       -2       48     -146     -221       33     -176      -51      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.6      2.0      2.7     14.7     75.8     59.9     80.4     40.1     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12        2        3        4        8       17       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,042,930
COMMITMENTS
 289,609   86,561  245,579  450,356  577,915  985,543  910,054   57,387  132,875

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     32,520)
  18,125   11,151    8,478    8,254   11,953   34,857   31,582   -2,337      938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8      8.3     23.5     43.2     55.4     94.5     87.3      5.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      714)
     209      176      246      203      281      536      595                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       30,436
COMMITMENTS
  22,637    3,230      896    1,085    6,826   24,618   10,952    5,818   19,484

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      1,770)
   1,711      393        3      -71      758    1,643    1,154      127      616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.4     10.6      2.9      3.6     22.4     80.9     36.0     19.1     64.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        7        4        2       13        8       24                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,062
COMMITMENTS
   2,521    1,140    1,086    1,179    2,608    4,786    4,835      277      228

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:        191)
    -294     -359       46      439      552      191      239       -1      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.8     22.5     21.5     23.3     51.5     94.5     95.5      5.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        8        8        6       11       14       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      517,069
COMMITMENTS
 134,629  106,373  107,256  237,074  272,870  478,960  486,499   38,109   30,570

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      2,834)
  -3,770    8,139    3,775    4,025   -9,720    4,030    2,194   -1,196      640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0     20.6     20.7     45.8     52.8     92.6     94.1      7.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     116      107      117       91       83      273      259                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      966,194
COMMITMENTS
 195,279  114,939  101,368  535,204  542,822  831,851  759,130  134,343  207,065

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     -2,324)
  27,644  -38,369       57  -24,272   23,988    3,429  -14,324   -5,753   12,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     11.9     10.5     55.4     56.2     86.1     78.6     13.9     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      47       33       52       87       86      153      152                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      957,199
COMMITMENTS
  53,932  202,165   15,987  750,909  618,416  820,828  836,568  136,371  120,631

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:    -10,540)
   5,920  -16,205      330  -12,847    1,294   -6,598  -14,581   -3,942    4,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     21.1      1.7     78.4     64.6     85.8     87.4     14.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      13       16       16       64       70       85       94                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,967
COMMITMENTS
   1,012      438      219      409    1,170    1,640    1,827      327      140

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:         52)
     106      144      -32      -16      -30       58       82       -6      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.4     22.3     11.1     20.8     59.5     83.4     92.9     16.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        4        4        6        9       18       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      512,779
COMMITMENTS
 171,639   23,423   93,512  200,256  363,154  465,408  480,089   47,372   32,690

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      1,918)
  -6,954   -1,836    5,823    3,325   -2,594    2,194    1,393     -275      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5      4.6     18.2     39.1     70.8     90.8     93.6      9.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     121       55       96       99      110      266      221                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,409
COMMITMENTS
     896    1,386      631    4,547    4,735    6,073    6,752    2,336    1,657

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:        -94)
     -35      -19      -12      106     -106       58     -137     -153       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     16.5      7.5     54.1     56.3     72.2     80.3     27.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        9       11       17       13       32       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,962,687
COMMITMENTS
 314,202  429,344  156,551  1365623  1188755  1836375  1774649  126,312  188,038

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     55,712)
  18,041   41,849   -4,804   44,150   21,844   57,387   58,890   -1,676   -3,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     21.9      8.0     69.6     60.6     93.6     90.4      6.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      61       73       49      145      144      228      244                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,183,017
COMMITMENTS
 572,889  817,970  598,047  2678308  2187548  3849244  3603565  333,773  579,451

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:   -156,268)
  -7,870  -73,657  -57,707  -74,910    4,202 -140,487 -127,162  -15,781  -29,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     19.6     14.3     64.0     52.3     92.0     86.1      8.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
      87      111      113      197      213      340      381                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      545,430
COMMITMENTS
  82,676   83,079    3,718  365,215  290,168  451,609  376,965   93,821  168,465

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:    -10,486)
   8,671   -6,110   -3,972  -16,501   -1,485  -11,802  -11,567    1,316    1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     15.2      0.7     67.0     53.2     82.8     69.1     17.2     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12       13        8       52       52       70       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,623,433
COMMITMENTS
 518,659  946,353  336,390  2497666  1882341  3352715  3165085  270,719  458,349

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:    -79,380)
  11,655  -20,809  -26,707  -68,618  -34,112  -83,670  -81,628    4,290    2,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     26.1      9.3     68.9     51.9     92.5     87.4      7.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      47       86       68      146      167      241      273                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,108,514
COMMITMENTS
 316,111  290,947  526,294  1232059  1232147  2074464  2049388   34,050   59,126

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     95,655)
     158   16,541   18,877   74,060   58,668   93,096   94,086    2,559    1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     13.8     25.0     58.4     58.4     98.4     97.2      1.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      41       50       61       64       71      136      157                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       74,849
COMMITMENTS
  22,744   11,481    3,107   39,786   53,797   65,637   68,386    9,212    6,464

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     14,693)
    -587      791      922   14,246   13,079   14,581   14,791      112      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     15.3      4.2     53.2     71.9     87.7     91.4     12.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       17       16       41       38       85       66                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      149,699
COMMITMENTS
  45,488   22,963    6,214   79,572  107,595  131,274  136,771   18,425   12,927

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     29,387)
  -1,175    1,582    1,844   28,493   26,157   29,162   29,583      225     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     15.3      4.2     53.2     71.9     87.7     91.4     12.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       17       16       41       38       85       66                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       53,560
COMMITMENTS
  34,915   52,152    1,360   17,003        0   53,278   53,512      282       48

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      2,495)
   1,223    1,437    1,011      268        0    2,502    2,448       -7       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.2     97.4      2.5     31.7      0.0     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      32        8        4        3        0       38        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       35,177
COMMITMENTS
   7,935    6,804      297   26,910   27,960   35,142   35,061       35      116

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:     -8,263)
    -625     -424   -8,919    1,251    1,135   -8,293   -8,208       30      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     19.3      0.8     76.5     79.5     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5       17        2        8       20       14       38                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,130
COMMITMENTS
  26,142    5,980      261    2,676   22,826   29,079   29,067       51       63

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      1,488)
   1,150      183      261       52    1,059    1,463    1,503       25      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    89.7     20.5      0.9      9.2     78.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3       13        3        4       14       10       28                  



Updated March 16, 2018