WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      613,525
COMMITMENTS
 128,315  152,680  228,314  219,333  187,007  575,962  568,002   37,563   45,524

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -22,125)
 -10,283    2,875  -12,701    2,822  -10,572  -20,163  -20,398   -1,962   -1,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     24.9     37.2     35.7     30.5     93.9     92.6      6.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      443)
     135      147      167      106      122      341      357                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      298,677
COMMITMENTS
  79,226   33,439   76,560  120,135  160,426  275,921  270,424   22,756   28,253

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -23,832)
  -8,574   -6,740  -13,861     -548   -3,568  -22,983  -24,170     -849      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     11.2     25.6     40.2     53.7     92.4     90.5      7.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      96       49       87       79       96      213      205                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,310,613
COMMITMENTS
 563,465  239,242  617,990  929,248  1162011  2110703  2019244  199,909  291,369

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -12,979)
 -24,886   23,645  -14,369   40,319  -23,295    1,063  -14,018  -14,042    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     10.4     26.7     40.2     50.3     91.3     87.4      8.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      895)
     257      155      259      365      403      745      714                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,766
COMMITMENTS
   1,742      411      195      951    3,516    2,888    4,121    2,879    1,645

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:         40)
    -695      296       43      108     -823     -545     -484      585      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2      7.1      3.4     16.5     61.0     50.1     71.5     49.9     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        6        5        7        7       19       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,045,359
COMMITMENTS
 272,205   76,118  241,864  476,816  591,780  990,886  909,762   54,474  135,597

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      2,430)
 -17,403  -10,443   -3,714   26,461   13,865    5,343     -292   -2,913    2,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0      7.3     23.1     45.6     56.6     94.8     87.0      5.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      711)
     221      163      241      210      283      538      590                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       30,953
COMMITMENTS
  23,347    3,255      885      909    6,882   25,141   11,022    5,812   19,931

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        7        4        1       12        7       23                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,029
COMMITMENTS
   2,528    1,127    1,034    1,110    2,651    4,672    4,811      357      218

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        -33)
       7      -14      -52      -69       43     -113      -23       81      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.3     22.4     20.6     22.1     52.7     92.9     95.7      7.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        8        8        6       12       14       25                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      526,434
COMMITMENTS
 135,047  111,041  116,357  235,432  268,206  486,836  495,605   39,597   30,829

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      9,364)
     418    4,668    9,101   -1,642   -4,664    7,876    9,105    1,488      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     21.1     22.1     44.7     50.9     92.5     94.1      7.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     113      112      122       92       82      275      272                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      939,692
COMMITMENTS
 164,808  115,019  101,948  532,431  530,665  799,188  747,632  140,504  192,060

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -26,502)
 -30,471       80      580   -2,772  -12,158  -32,663  -11,498    6,161  -15,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     12.2     10.8     56.7     56.5     85.0     79.6     15.0     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      45       36       51       89       92      155      158                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      946,617
COMMITMENTS
  52,164  199,370   19,248  759,280  613,562  830,691  832,180  115,926  114,437

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -10,582)
  -1,768   -2,794    3,261    8,370   -4,854    9,863   -4,388  -20,445   -6,194

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      14       18       17       60       70       85       94                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,120
COMMITMENTS
   1,208      238      216      340    1,496    1,764    1,950      356      170

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      12        2        2        5       11       17       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      507,869
COMMITMENTS
 156,641   21,742  100,458  203,908  354,348  461,007  476,548   46,862   31,321

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     -4,910)
 -14,998   -1,681    6,946    3,652   -8,806   -4,400   -3,541     -510   -1,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8      4.3     19.8     40.1     69.8     90.8     93.8      9.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     117       51       98      108      116      269      231                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,427
COMMITMENTS
     863    1,424      694    4,504    4,671    6,061    6,789    2,366    1,638

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:         18)
     -32       38       63      -43      -65      -12       37       30      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     16.9      8.2     53.4     55.4     71.9     80.6     28.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10       12       12       17       13       33       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,991,062
COMMITMENTS
 292,030  472,133  155,384  1414049  1185077  1861463  1812594  129,600  178,468

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     28,375)
 -22,173   42,790   -1,167   48,426   -3,678   25,087   37,945    3,288   -9,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     23.7      7.8     71.0     59.5     93.5     91.0      6.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      61       85       49      138      143      226      250                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,301,344
COMMITMENTS
 621,396  904,492  591,177  2740649  2213768  3953221  3709436  348,123  591,908

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    118,327)
  48,507   86,521   -6,870   62,341   26,220  103,977  105,871   14,350   12,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     21.0     13.7     63.7     51.5     91.9     86.2      8.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
      79      118      115      198      222      337      395                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      553,389
COMMITMENTS
  87,413   83,923    3,616  365,324  297,961  456,353  385,500   97,036  167,889

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      14       14        9       50       52       70       69                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,718,001
COMMITMENTS
 568,548  1004162  362,443  2509970  1888155  3440961  3254760  277,040  463,241

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:     94,568)
  49,889   57,809   26,053   12,304    5,814   88,246   89,676    6,322    4,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     27.0      9.7     67.5     50.8     92.5     87.5      7.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      51       87       67      141      161      237      270                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,286,807
COMMITMENTS
 373,108  268,476  600,468  1275030  1353953  2248606  2222897   38,201   63,910

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    178,293)
  56,997  -22,471   74,174   42,971  121,806  174,142  173,509    4,152    4,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     11.7     26.3     55.8     59.2     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      42       42       61       62       72      134      151                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,160
COMMITMENTS
  21,845    8,144    1,679   22,397   37,835   45,921   47,658    8,239    6,502

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -20,689)
    -898   -3,337   -1,428  -17,389  -15,962  -19,716  -20,727     -973       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.3     15.0      3.1     41.4     69.9     84.8     88.0     15.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      39       14       12       27       28       71       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      108,321
COMMITMENTS
  43,691   16,288    3,358   44,794   75,670   91,843   95,317   16,478   13,004

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:    -41,378)
  -1,797   -6,675   -2,855  -34,779  -31,925  -39,431  -41,455   -1,947       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.3     15.0      3.1     41.4     69.9     84.8     88.0     15.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      39       14       12       27       28       71       49                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       57,007
COMMITMENTS
  35,960   53,374    3,611   17,198        0   56,769   56,985      238       22

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

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

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

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

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

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

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

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

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



Updated March 23, 2018