WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      630,569
COMMITMENTS
 137,056  157,481  234,778  223,227  190,448  595,061  582,707   35,507   47,862

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:        768)
   7,070  -13,115    9,833  -14,876    1,409    2,026   -1,873   -1,258    2,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     25.0     37.2     35.4     30.2     94.4     92.4      5.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      441)
     123      156      166      113      127      350      354                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      301,949
COMMITMENTS
  77,466   32,699   82,974  115,628  159,141  276,068  274,814   25,881   27,135

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:    -13,819)
    -872   -9,919     -393  -13,923   -4,314  -15,189  -14,626    1,369      807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     10.8     27.5     38.3     52.7     91.4     91.0      8.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      91       45       86       85       94      217      196                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,448,431
COMMITMENTS
 540,800  222,984  718,314  959,905  1211510  2219019  2152808  229,412  295,623

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     44,555)
  -7,058  -35,198   55,892   -4,129   20,634   44,705   41,329     -150    3,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1      9.1     29.3     39.2     49.5     90.6     87.9      9.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      945)
     270      154      294      396      425      803      767                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,971
COMMITMENTS
   1,563    1,221      324    1,212    3,146    3,098    4,691    3,873    2,280

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:       -107)
     -80      -97      -63     -171     -264     -313     -424      206      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     17.5      4.6     17.4     45.1     44.4     67.3     55.6     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4       13        5        9        7       17       21                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,153,636
COMMITMENTS
 270,573   70,424  288,060  534,433  658,149  1093066  1016632   60,570  137,004

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     52,202)
  -3,555   -2,982   28,594   22,673   28,595   47,713   54,207    4,490   -2,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      6.1     25.0     46.3     57.0     94.7     88.1      5.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      719)
     213      167      253      232      280      572      595                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       35,467
COMMITMENTS
  28,199    3,812      825      740    8,958   29,764   13,595    5,703   21,872

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:      1,361)
   1,362       42       -9      -54      675    1,299      708       62      653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    79.5     10.7      2.3      2.1     25.3     83.9     38.3     16.1     61.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        9        4        1       17        7       30                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,619
COMMITMENTS
   2,076      644    1,258      884    2,403    4,218    4,304      401      314

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:       -487)
    -318      -68       33     -256     -545     -541     -580       54       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0     13.9     27.2     19.1     52.0     91.3     93.2      8.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        5        5       10       11       19                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      572,007
COMMITMENTS
 140,985  120,645  155,414  237,594  264,074  533,993  540,132   38,015   31,875

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     26,955)
   3,511   12,120   18,327    5,598   -4,529   27,436   25,918     -481    1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     21.1     27.2     41.5     46.2     93.4     94.4      6.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     117      103      136       92       87      294      286                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      898,471
COMMITMENTS
 131,838  101,019   83,539  534,432  512,312  749,809  696,870  148,662  201,601

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     -3,713)
   4,549   -8,474   -7,025    1,589    7,923     -888   -7,577   -2,825    3,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     11.2      9.3     59.5     57.0     83.5     77.6     16.5     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      36       35       39       87       91      139      149                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      953,105
COMMITMENTS
  54,625  208,252   15,913  760,466  619,305  831,004  843,469  122,101  109,636

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     14,581)
  -1,456    2,334     -384   16,144   11,450   14,304   13,400      277    1,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7     21.8      1.7     79.8     65.0     87.2     88.5     12.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      15       16       15       60       67       82       91                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,115
COMMITMENTS
     782      341      201      829    1,354    1,812    1,896      303      219

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:        169)
    -156      281       82      284     -200      210      163      -41        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.0     16.1      9.5     39.2     64.0     85.7     89.6     14.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        3        7        8       16       14                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      570,068
COMMITMENTS
 170,634   25,496  138,880  207,035  371,836  516,548  536,211   53,519   33,856

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     35,670)
  11,771    4,058   24,239   -2,733    7,997   33,276   36,293    2,394     -624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9      4.5     24.4     36.3     65.2     90.6     94.1      9.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     127       53      132      102      115      303      261                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,072
COMMITMENTS
   1,133    1,156      770    4,888    5,890    6,791    7,816    2,281    1,257

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:        478)
     342     -243      -20      162    1,069      484      806       -6     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     12.7      8.5     53.9     64.9     74.9     86.1     25.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16        9       15       18       13       40       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,989,809
COMMITMENTS
 422,791  494,255  132,310  1303020  1182328  1858121  1808894  131,688  180,915

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     20,448)
  59,767    7,218      273  -39,320    2,656   20,720   10,147     -273   10,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2     24.8      6.6     65.5     59.4     93.4     90.9      6.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      58       80       43      144      136      226      235                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,021,631
COMMITMENTS
 632,907  915,766  429,435  2595808  2103246  3658150  3448448  363,481  573,183

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     -2,161)
  62,762   19,966  -16,918  -38,823  -12,433    7,021   -9,384   -9,182    7,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     22.8     10.7     64.5     52.3     91.0     85.7      9.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
      82      111      110      191      223      329      388                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      552,453
COMMITMENTS
  65,318   90,138    2,445  377,632  296,014  445,395  388,597  107,058  163,856

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:       -682)
  -3,201    6,663      -33      176    2,741   -3,058    9,371    2,376  -10,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     16.3      0.4     68.4     53.6     80.6     70.3     19.4     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13       10        7       54       53       70       67                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,681,360
COMMITMENTS
 569,663  1078982  276,956  2572670  1875402  3419289  3231341  262,071  450,019

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     31,266)
  52,122  -15,128   -2,591  -20,481   63,557   29,050   45,838    2,215  -14,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     29.3      7.5     69.9     50.9     92.9     87.8      7.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      51       83       62      139      164      228      271                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,372,328
COMMITMENTS
 337,580  183,945  681,980  1319726  1443386  2339286  2309311   33,042   63,018

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     45,212)
  -3,078  -83,166   53,008   -3,652   73,278   46,278   43,120   -1,067    2,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      7.8     28.7     55.6     60.8     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      30       52       55       57       73      120      154                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,992
COMMITMENTS
  17,124    8,264    1,977   23,519   32,880   42,620   43,121    7,372    6,871

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:         98)
  -1,552     -657      327    1,299     -241       74     -572       25      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3     16.5      4.0     47.0     65.8     85.3     86.3     14.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      34       19       11       26       27       64       53                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,984
COMMITMENTS
  34,248   16,527    3,954   47,038   65,760   85,241   86,242   14,743   13,743

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:        197)
  -3,105   -1,314      653    2,599     -482      147   -1,143       50    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3     16.5      4.0     47.0     65.8     85.3     86.3     14.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      34       19       11       26       27       64       53                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       44,133
COMMITMENTS
  33,675   43,879      251    9,960        0   43,886   44,130      247        3

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:     -1,206)
  -1,199   -1,204        0      -46        0   -1,245   -1,204       39       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.3     99.4      0.6     22.6      0.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      33        8        2        3        0       37        9                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,427
COMMITMENTS
   2,757    8,909      264   26,389   20,176   29,410   29,349       17       78

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:        172)
      40      442        0      117     -271      157      171       15        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     30.3      0.9     89.7     68.6     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4       19        1        7       20       12       39                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,677
COMMITMENTS
  16,755    6,873        0    1,889   11,757   18,644   18,630       33       47

CHANGES FROM 04/03/18 (CHANGE IN OPEN INTEREST:       -993)
    -959     -196        0      -63     -787   -1,022     -983       29      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    89.7     36.8      0.0     10.1     62.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5       14        0        5       13       10       27                  



Updated April 13, 2018