WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      623,639
COMMITMENTS
 133,054  172,730  218,501  237,673  187,355  589,228  578,586   34,411   45,053

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     10,114)
   4,739   20,049   -9,813   18,340      348   13,266   10,584   -3,152     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     27.7     35.0     38.1     30.0     94.5     92.8      5.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     128      161      171      117      125      352      370                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      304,207
COMMITMENTS
  78,530   39,441   77,558  124,485  160,052  280,572  277,051   23,635   27,156

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      5,530)
    -697    6,002      998    4,350     -373    4,651    6,627      879   -1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     13.0     25.5     40.9     52.6     92.2     91.1      7.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      98       50       88       81       92      216      206                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,315,457
COMMITMENTS
 502,162  274,659  619,259  979,954  1135799  2101374  2029717  214,083  285,740

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      4,845)
 -61,303   35,417    1,268   50,706  -26,212   -9,329   10,474   14,174   -5,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     11.9     26.7     42.3     49.1     90.8     87.7      9.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      911)
     242      168      278      377      410      758      743                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,453
COMMITMENTS
   1,507    1,142      399    1,114    3,350    3,020    4,891    3,433    1,562

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        687)
    -235      731      204      163     -166      133      770      554      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     17.7      6.2     17.3     51.9     46.8     75.8     53.2     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8       11        7        8        8       20       23                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,057,007
COMMITMENTS
 262,550   78,802  243,680  497,913  597,731  1004142  920,212   52,866  136,795

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     11,648)
  -9,655    2,684    1,815   21,096    5,951   13,256   10,450   -1,608    1,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8      7.5     23.1     47.1     56.5     95.0     87.1      5.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      680)
     208      148      240      208      280      524      574                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       31,021
COMMITMENTS
  23,778    3,272      851      879    7,362   25,508   11,485    5,513   19,536

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:         68)
     431       17      -34      -30      480      367      463     -299     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.7     10.5      2.7      2.8     23.7     82.2     37.0     17.8     63.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        7        4        2       14        8       25                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,361
COMMITMENTS
   2,684    1,115    1,127    1,138    2,893    4,950    5,135      412      226

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        332)
     156      -11       93       28      243      278      324       54        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.1     20.8     21.0     21.2     54.0     92.3     95.8      7.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        8        8        6       12       15       25                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      547,098
COMMITMENTS
 137,590  121,372  128,435  240,318  265,923  506,342  515,730   40,756   31,368

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     20,665)
   2,542   10,332   12,077    4,886   -2,284   19,506   20,125    1,159      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     22.2     23.5     43.9     48.6     92.6     94.3      7.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     105      104      122       99       88      278      275                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      921,475
COMMITMENTS
 164,264  115,685   79,834  527,842  528,785  771,940  724,305  149,535  197,170

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:    -18,217)
    -544      666  -22,114   -4,589   -1,879  -27,248  -23,327    9,030    5,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     12.6      8.7     57.3     57.4     83.8     78.6     16.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      39       37       39       89       94      146      152                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      950,685
COMMITMENTS
  48,198  200,636   19,969  757,996  618,961  826,162  839,566  124,522  111,119

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      4,068)
  -3,966    1,266      721   -1,284    5,399   -4,529    7,386    8,597   -3,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     21.1      2.1     79.7     65.1     86.9     88.3     13.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      16       16       18       61       67       85       93                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,010
COMMITMENTS
   1,120       85      115      425    1,635    1,660    1,835      350      175

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:       -110)
     -88     -153     -101       85      139     -104     -115       -6        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.7      4.2      5.7     21.1     81.3     82.6     91.3     17.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        2        1        5        9       16       12                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      517,981
COMMITMENTS
 157,940   21,121  101,115  208,219  362,946  467,274  485,182   50,707   32,799

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     10,112)
   1,299     -621      656    4,312    8,598    6,267    8,634    3,845    1,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5      4.1     19.5     40.2     70.1     90.2     93.7      9.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     120       46      100      100      113      262      228                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,541
COMMITMENTS
     801    1,514      649    4,786    4,804    6,237    6,967    2,304    1,573

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        114)
     -62       90      -45      282      133      175      178      -61      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     17.7      7.6     56.0     56.2     73.0     81.6     27.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       11       14       18       13       36       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,971,358
COMMITMENTS
 355,540  460,717  145,857  1337557  1187433  1838954  1794007  132,404  177,351

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:    -19,704)
  63,511  -11,416   -9,528  -76,492    2,357  -22,508  -18,587    2,804   -1,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     23.4      7.4     67.8     60.2     93.3     91.0      6.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      68       80       46      140      142      236      240                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,068,563
COMMITMENTS
 623,354  885,865  445,856  2638733  2145343  3707943  3477063  360,620  591,500

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:   -232,781)
   1,958  -18,627 -145,321 -101,916  -68,425 -245,278 -232,373   12,497     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     21.8     11.0     64.9     52.7     91.1     85.5      8.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
      77      111      102      180      210      309      371                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      550,265
COMMITMENTS
  75,402   76,950    2,121  372,165  295,834  449,688  374,905  100,577  175,360

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     -3,124)
 -12,011   -6,973   -1,495    6,841   -2,127   -6,665  -10,595    3,541    7,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     14.0      0.4     67.6     53.8     81.7     68.1     18.3     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14       11        7       49       49       67       63                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,615,214
COMMITMENTS
 552,854  974,282  275,059  2490763  1891690  3318676  3141030  296,537  474,183

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:   -102,788)
 -15,694  -29,881  -87,384  -19,207    3,534 -122,284 -113,730   19,497   10,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     26.9      7.6     68.9     52.3     91.8     86.9      8.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      51       76       57      136      160      221      259                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,463,293
COMMITMENTS
 372,731  257,427  668,441  1383952  1474112  2425124  2399980   38,169   63,313

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:    176,486)
    -377  -11,049   67,973  108,922  120,159  176,518  177,082      -32     -597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     10.5     27.1     56.2     59.8     98.5     97.4      1.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      37       47       57       61       76      128      156                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,169
COMMITMENTS
  21,328    7,783    1,326   22,420   37,756   45,074   46,865    8,095    6,304

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:       -991)
    -517     -361     -353       23      -79     -847     -794     -144     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.1     14.6      2.5     42.2     71.0     84.8     88.1     15.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      42       16       12       26       29       72       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,339
COMMITMENTS
  42,656   15,566    2,651   44,840   75,512   90,148   93,730   16,191   12,609

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     -1,982)
  -1,034     -722     -707       46     -158   -1,695   -1,587     -287     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.1     14.6      2.5     42.2     71.0     84.8     88.1     15.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      42       16       12       26       29       72       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       21,819
COMMITMENTS
     500    1,598        0   19,917   19,450   20,417   21,048    1,402      771

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      7.3      0.0     91.3     89.1     93.6     96.5      6.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0        7       11        8       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       51,494
COMMITMENTS
  35,096   51,240      251   15,941        0   51,288   51,491      206        3

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     -5,513)
    -864   -2,134   -3,360   -1,257        0   -5,481   -5,494      -32      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.2     99.5      0.5     31.0      0.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      31        9        2        3        0       35       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,223
COMMITMENTS
   2,559    6,374      298   24,360   20,434   27,217   27,106        6      117

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:     -1,466)
    -991     -241      215     -690   -1,441   -1,466   -1,467        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     23.4      1.1     89.5     75.1    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5       18        1        8       19       13       38                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       19,196
COMMITMENTS
  17,297    6,657        0    1,893   12,496   19,190   19,153        6       43

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        196)
    -403      -26        0      623      213      220      187      -24        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    90.1     34.7      0.0      9.9     65.1    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       15        0        5       13       11       28                  



Updated March 30, 2018