WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   471,652:   156,884    154,973    104,579    178,930    168,971    440,393    428,523:    31,259     43,129
Old  :    85,615:    43,964     50,054      2,908     29,253     24,229     76,125     77,191:     9,490      8,424
Other:   386,037:   137,984    129,983     76,607    149,677    144,742    364,268    351,332:    21,769     34,705
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :     3,814:      -952      2,496     -2,865      8,514      3,886      4,697      3,517:      -883        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       32.9       22.2       37.9       35.8       93.4       90.9:       6.6        9.1
Old  :     100.0:      51.4       58.5        3.4       34.2       28.3       88.9       90.2:      11.1        9.8
Other:     100.0:      35.7       33.7       19.8       38.8       37.5       94.4       91.0:       5.6        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       129        128        131         98        112        305        313:
Old  :       253:        84         60         12         65         49        156        116:
Other:       378:       105        132        103         78        109        246        290:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4        9.4       23.3       17.7       12.5        8.9       20.7       16.2
Old  :                 14.9       26.9       25.1       40.7       14.9       26.9       24.3       40.3
Other:                 16.7       10.8       26.9       18.9       15.0        9.6       24.2       16.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   269,351:    87,230     38,343     56,825    103,896    149,873    247,951    245,041:    21,400     24,310
Old  :    42,984:    22,155      9,062         63     15,664     29,921     37,882     39,046:     5,102      3,938
Other:   226,367:    74,815     39,021     47,022     88,232    119,952    210,069    205,995:    16,298     20,372
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    -2,825:     5,556      4,422     -1,946     -4,406     -4,347       -796     -1,871:    -2,029       -954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       14.2       21.1       38.6       55.6       92.1       91.0:       7.9        9.0
Old  :     100.0:      51.5       21.1        0.1       36.4       69.6       88.1       90.8:      11.9        9.2
Other:     100.0:      33.1       17.2       20.8       39.0       53.0       92.8       91.0:       7.2        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        93         48         78         74         86        200        188:
Old  :       156:        47         23          3         41         49         89         74:
Other:       242:        83         56         66         60         81        172        177:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       20.6       23.8       30.8        8.9       14.8       15.4       22.6
Old  :                 32.3       24.6       43.5       42.3       32.3       24.6       43.4       41.3
Other:                 15.8       24.3       25.7       34.9       10.0       19.6       18.0       27.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,854,949:   584,507    244,447    334,332    780,966  1,042,186  1,699,805  1,620,965:   155,144    233,984
Old  : 1,254,167:   474,584    307,670    168,942    504,256    658,084  1,147,782  1,134,696:   106,385    119,471
Other:   600,782:   236,161     63,015     39,152    276,710    384,102    552,023    486,269:    48,759    114,513
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :   -27,064:   -28,540     13,704     -7,913      9,331    -31,043    -27,122    -25,252:        58     -1,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       13.2       18.0       42.1       56.2       91.6       87.4:       8.4       12.6
Old  :     100.0:      37.8       24.5       13.5       40.2       52.5       91.5       90.5:       8.5        9.5
Other:     100.0:      39.3       10.5        6.5       46.1       63.9       91.9       80.9:       8.1       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       873:       230        138        211        319        379        663        654:
Old  :       817:       203        146        147        284        342        567        567:
Other:       651:       147         92         68        145        336        331        471:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       11.9       18.7       17.8        8.2        8.4       14.0       13.3
Old  :                 10.6       15.2       18.3       22.1       10.1       14.9       17.5       20.7
Other:                 21.2       11.4       32.5       18.7       15.9        8.0       25.0       13.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,411:     1,651      1,315         96      1,087      2,996      2,834      4,407:     3,577      2,004
Old  :     2,886:       924        973          0        329      1,001      1,253      1,974:     1,633        912
Other:     3,525:       823        438          0        758      1,995      1,581      2,433:     1,944      1,092
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :      -324:        10        106        -88       -115       -123       -193       -105:      -131       -219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       20.5        1.5       17.0       46.7       44.2       68.7:      55.8       31.3
Old  :     100.0:      32.0       33.7        0.0       11.4       34.7       43.4       68.4:      56.6       31.6
Other:     100.0:      23.3       12.4        0.0       21.5       56.6       44.9       69.0:      55.1       31.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         7         11          4         11          6         19         20:
Old  :        23:         4         10          0          6          4         10         14:
Other:        24:         6          8          0          7          6         13         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       43.5       36.6       56.7       24.4       41.1       36.1       53.3
Old  :                 35.3       52.7       41.6       63.1       35.0       50.6       40.9       61.0
Other:                 27.2       53.8       42.0       63.5       27.2       53.2       42.0       62.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   970,469:   289,630     65,273    149,700    478,667    636,347    917,997    851,320:    52,472    119,149
Old  :   660,951:   242,512     68,534     83,709    301,510    452,494    627,731    604,737:    33,220     56,214
Other:   309,518:    83,288     32,909     29,821    177,157    183,853    290,266    246,583:    19,252     62,935
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    34,022:     7,488     -6,604      7,978     17,204     29,048     32,670     30,422:     1,352      3,600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        6.7       15.4       49.3       65.6       94.6       87.7:       5.4       12.3
Old  :     100.0:      36.7       10.4       12.7       45.6       68.5       95.0       91.5:       5.0        8.5
Other:     100.0:      26.9       10.6        9.6       57.2       59.4       93.8       79.7:       6.2       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       661:       196        123        180        192        264        479        508:
Old  :       628:       174        140        114        148        240        386        444:
Other:       504:       127        102         85        128        224        301        373:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       16.5       20.6       25.7       10.0       11.8       15.9       19.3
Old  :                 14.5       21.4       23.6       31.7       14.0       18.3       21.6       27.6
Other:                 17.7       12.8       29.2       21.0       12.6        9.8       21.3       15.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    36,458:    21,285      3,972        789        671      9,291     22,745     14,052:    13,713     22,406
Old  :    12,350:     9,990      1,038        504        671      3,084     11,165      4,626:     1,185      7,724
Other:    24,108:    11,541      3,180         39          0      6,207     11,580      9,426:    12,528     14,682
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :       991:    -6,914        160        -36        -69        333     -7,019        457:     8,010        534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4       10.9        2.2        1.8       25.5       62.4       38.5:      37.6       61.5
Old  :     100.0:      80.9        8.4        4.1        5.4       25.0       90.4       37.5:       9.6       62.5
Other:     100.0:      47.9       13.2        0.2        0.0       25.7       48.0       39.1:      52.0       60.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         6          9          4          1         17          7         30:
Old  :        31:         5          9          2          1         17          7         27:
Other:        31:         5          9          3          0         17          5         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       15.6       62.4       22.4       55.1       15.6       59.7       22.4
Old  :                 82.9       19.6       90.4       26.9       79.1       17.8       86.3       24.4
Other:                 47.6       17.0       48.0       24.4       47.5       17.0       47.9       24.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   526,302:   142,156    127,948    125,624    218,351    239,291    486,131    492,863:    40,171     33,439
Old  :   377,361:   138,488    128,043     60,770    149,184    163,392    348,442    352,205:    28,919     25,156
Other:   148,941:    44,200     40,437     24,322     69,167     75,899    137,689    140,658:    11,252      8,283
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :   -15,874:    -5,840      5,621     -7,740     -5,793    -16,597    -19,373    -18,716:     3,499      2,842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       24.3       23.9       41.5       45.5       92.4       93.6:       7.6        6.4
Old  :     100.0:      36.7       33.9       16.1       39.5       43.3       92.3       93.3:       7.7        6.7
Other:     100.0:      29.7       27.1       16.3       46.4       51.0       92.4       94.4:       7.6        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       111        110        126         91         70        278        269:
Old  :       365:       139        104         98         81         62        252        239:
Other:       207:        56         76         52         52         44        147        134:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       21.1       19.0       28.2       12.2       19.8       18.5       25.5
Old  :                 13.2       21.0       20.5       29.0       12.7       20.3       19.3       27.8
Other:                 18.9       28.8       30.0       39.5       18.8       28.4       29.3       37.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   812,933:   160,146    114,849     15,813    490,089    501,301    666,048    631,963:   146,885    180,970
Old  :   812,933:   160,146    114,849     15,813    490,089    501,301    666,048    631,963:   146,885    180,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    43,568:    17,740      7,293      3,488     11,951     36,697     33,179     47,478:    10,389     -3,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       14.1        1.9       60.3       61.7       81.9       77.7:      18.1       22.3
Old  :     100.0:      19.7       14.1        1.9       60.3       61.7       81.9       77.7:      18.1       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        43         24         21         80         83        130        121:
Old  :       176:        43         24         21         80         83        130        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       23.8       31.6       35.7       15.8       18.3       23.7       28.1
Old  :                 22.0       23.8       31.6       35.7       15.8       18.3       23.7       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   966,385:    57,025    213,706     14,445    768,848    637,524    840,318    865,675:   126,067    100,710
Old  :   966,385:    57,025    213,706     14,445    768,848    637,524    840,318    865,675:   126,067    100,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    13,640:     2,365      5,380     -1,262      8,388     18,228      9,491     22,346:     4,149     -8,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       22.1        1.5       79.6       66.0       87.0       89.6:      13.0       10.4
Old  :     100.0:       5.9       22.1        1.5       79.6       66.0       87.0       89.6:      13.0       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        16         15         15         67         71         89         95:
Old  :       122:        16         15         15         67         71         89         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       37.7       40.7       49.4       23.5       37.7       34.9       48.6
Old  :                 28.2       37.7       40.7       49.4       23.5       37.7       34.9       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   523,756:   168,371     24,964    106,414    198,481    359,861    473,266    491,239:    50,490     32,517
Old  :   375,969:   156,711     30,112     54,434    125,334    268,131    336,479    352,677:    39,490     23,292
Other:   147,787:    44,596     27,788     19,044     73,147     91,730    136,787    138,562:    11,000      9,225
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    19,598:    -5,409     -2,539     13,976     10,134      6,362     18,701     17,799:       897      1,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        4.8       20.3       37.9       68.7       90.4       93.8:       9.6        6.2
Old  :     100.0:      41.7        8.0       14.5       33.3       71.3       89.5       93.8:      10.5        6.2
Other:     100.0:      30.2       18.8       12.9       49.5       62.1       92.6       93.8:       7.4        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       121         45        119         91         97        278        235:
Old  :       325:       141         48         86         82         90        258        200:
Other:       213:        63         55         41         65         61        156        133:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.4       29.2       16.9       38.5        8.7       25.8       13.0       34.7
Old  :                 13.2       33.4       19.2       44.2       11.4       32.0       17.0       42.3
Other:                 17.8       27.3       28.0       39.2       14.7       25.4       22.9       32.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,170:     1,736      1,180        403      4,716      6,593      6,855      8,176:     2,315        994
Old  :     7,171:     1,785      1,404         77      3,245      4,893      5,107      6,374:     2,064        797
Other:     1,999:       277        102          0      1,471      1,700      1,748      1,802:       251        197
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :       572:       630        -54       -185        -36      1,019        409        780:       163       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       12.9        4.4       51.4       71.9       74.8       89.2:      25.2       10.8
Old  :     100.0:      24.9       19.6        1.1       45.3       68.2       71.2       88.9:      28.8       11.1
Other:     100.0:      13.9        5.1        0.0       73.6       85.0       87.4       90.1:      12.6        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        15         10          7         17         15         35         30:
Old  :        51:        15         11          4         13         15         29         29:
Other:        22:         3          4          0          8          7         11         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       49.6       46.3       65.4       34.3       47.3       44.5       60.2
Old  :                 31.3       49.4       45.0       63.1       31.3       49.4       44.5       62.2
Other:                 70.1       71.2       86.2       87.5       70.1       71.2       86.2       87.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,995,472:   417,217    503,965    101,375  1,346,936  1,209,665  1,865,528  1,815,005:   129,944    180,467
Old  : 1,995,472:   417,217    503,965    101,375  1,346,936  1,209,665  1,865,528  1,815,005:   129,944    180,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    62,018:    -3,673      1,270      7,751     57,994     50,933     62,072     59,954:       -54      2,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       25.3        5.1       67.5       60.6       93.5       91.0:       6.5        9.0
Old  :     100.0:      20.9       25.3        5.1       67.5       60.6       93.5       91.0:       6.5        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:        57         80         27        145        138        217        230:
Old  :       341:        57         80         27        145        138        217        230:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       22.4       31.9       32.5       17.8       16.7       26.9       25.2
Old  :                 19.9       22.4       31.9       32.5       17.8       16.7       26.9       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,579,519:   647,754  1,019,443    132,869  2,446,325  1,902,503  3,226,948  3,054,815:   352,571    524,704
Old  : 3,579,519:   647,754  1,019,443    132,869  2,446,325  1,902,503  3,226,948  3,054,815:   352,571    524,704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :   114,038:    12,270     53,324      5,939     86,403     78,559    104,612    137,822:     9,426    -23,784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       28.5        3.7       68.3       53.1       90.2       85.3:       9.8       14.7
Old  :     100.0:      18.1       28.5        3.7       68.3       53.1       90.2       85.3:       9.8       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       445:        69        118         78        172        195        288        344:
Old  :       445:        69        118         78        172        195        288        344:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       13.5       38.5       22.5       24.0       12.9       33.4       20.0
Old  :                 27.3       13.5       38.5       22.5       24.0       12.9       33.4       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   546,288:    69,509     71,501      7,923    360,419    296,472    437,851    375,896:   108,437    170,392
Old  :   546,288:    69,509     71,501      7,923    360,419    296,472    437,851    375,896:   108,437    170,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    -6,165:     4,191    -18,637      5,478    -17,213        458     -7,544    -12,701:     1,379      6,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       13.1        1.5       66.0       54.3       80.2       68.8:      19.8       31.2
Old  :     100.0:      12.7       13.1        1.5       66.0       54.3       80.2       68.8:      19.8       31.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        15         10          7         53         52         71         66:
Old  :        98:        15         10          7         53         52         71         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       12.5       41.7       21.3       32.6       10.7       40.9       19.0
Old  :                 32.8       12.5       41.7       21.3       32.6       10.7       40.9       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,527,238:   569,784  1,143,283    118,874  2,584,746  1,825,759  3,273,404  3,087,916:   253,834    439,322
Old  : 3,527,238:   569,784  1,143,283    118,874  2,584,746  1,825,759  3,273,404  3,087,916:   253,834    439,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    96,522:   -15,795     37,221     12,267    103,065     47,671     99,537     97,159:    -3,015       -637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       32.4        3.4       73.3       51.8       92.8       87.5:       7.2       12.5
Old  :     100.0:      16.2       32.4        3.4       73.3       51.8       92.8       87.5:       7.2       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:        47         87         39        134        159        206        260:
Old  :       339:        47         87         39        134        159        206        260:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       18.8       47.1       28.6       30.0       15.8       41.4       24.0
Old  :                 35.5       18.8       47.1       28.6       30.0       15.8       41.4       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,397,577:   380,866    188,314    673,523  1,308,798  1,475,004  2,363,187  2,336,841:    34,390     60,736
Old  : 2,397,577:   380,866    188,314    673,523  1,308,798  1,475,004  2,363,187  2,336,841:    34,390     60,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :    26,948:    42,455      3,758     -7,015    -10,397     32,382     25,043     29,125:     1,905     -2,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        7.9       28.1       54.6       61.5       98.6       97.5:       1.4        2.5
Old  :     100.0:      15.9        7.9       28.1       54.6       61.5       98.6       97.5:       1.4        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        35         49         59         57         74        126        155:
Old  :       167:        35         49         59         57         74        126        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       27.9       47.7       40.6       22.1       15.5       30.1       21.2
Old  :                 28.9       27.9       47.7       40.6       22.1       15.5       30.1       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    50,772:    17,349      8,721      1,020     24,586     33,640     42,955     43,381:     7,817      7,391
Old  :    50,772:    17,349      8,721      1,020     24,586     33,640     42,955     43,381:     7,817      7,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :     2,329:       482        571       -391      1,667      1,492      1,759      1,672:       571        657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       17.2        2.0       48.4       66.3       84.6       85.4:      15.4       14.6
Old  :     100.0:      34.2       17.2        2.0       48.4       66.3       84.6       85.4:      15.4       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        31         24          5         27         29         61         55:
Old  :       102:        31         24          5         27         29         61         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       35.3       50.2       55.3       40.5       33.4       49.8       52.5
Old  :                 40.8       35.3       50.2       55.3       40.5       33.4       49.8       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   101,543:    34,698     17,441      2,040     49,171     67,280     85,909     86,761:    15,634     14,782
Old  :   101,543:    34,698     17,441      2,040     49,171     67,280     85,909     86,761:    15,634     14,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :     4,658:       964      1,142       -781      3,334      2,983      3,517      3,344:     1,141      1,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       17.2        2.0       48.4       66.3       84.6       85.4:      15.4       14.6
Old  :     100.0:      34.2       17.2        2.0       48.4       66.3       84.6       85.4:      15.4       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        31         24          5         27         29         61         55:
Old  :       102:        31         24          5         27         29         61         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       35.3       50.2       55.3       40.5       33.4       49.8       52.5
Old  :                 40.8       35.3       50.2       55.3       40.5       33.4       49.8       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    47,891:    37,461     46,007        251      9,907      1,633     47,619     47,891:       272          0
Old  :    47,891:    37,461     46,007        251      9,907      1,633     47,619     47,891:       272          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :     3,758:     3,786      2,128          0        -53      1,633      3,733      3,761:        25         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.2       96.1        0.5       20.7        3.4       99.4      100.0:       0.6        0.0
Old  :     100.0:      78.2       96.1        0.5       20.7        3.4       99.4      100.0:       0.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        33          8          2          3          1         37         10:
Old  :        45:        33          8          2          3          1         37         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       91.5       82.8       99.4       61.6       91.5       82.4       99.2
Old  :                 61.9       91.5       82.8       99.4       61.6       91.5       82.4       99.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    29,755:     2,757      8,914        264     26,711     20,487     29,732     29,665:        23         90
Old  :    29,755:     2,757      8,914        264     26,711     20,487     29,732     29,665:        23         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :       328:         0          5          0        322        311        322        316:         6         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       30.0        0.9       89.8       68.9       99.9       99.7:       0.1        0.3
Old  :     100.0:       9.3       30.0        0.9       89.8       68.9       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         4         17          1          7         20         12         37:
Old  :        47:         4         17          1          7         20         12         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.6       38.6       98.8       60.3       89.6       38.6       98.4       60.3
Old  :                 89.6       38.6       98.8       60.3       89.6       38.6       98.4       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, April 17, 2018                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    18,219:    16,328      6,761          0      1,874     11,406     18,202     18,167:        17         52
Old  :    18,219:    16,328      6,761          0      1,874     11,406     18,202     18,167:        17         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2018                       :
     :      -458:      -427       -112          0        -15       -351       -442       -463:       -16          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.6       37.1        0.0       10.3       62.6       99.9       99.7:       0.1        0.3
Old  :     100.0:      89.6       37.1        0.0       10.3       62.6       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         8         13          0          5         12         13         25:
Old  :        37:         8         13          0          5         12         13         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.0       49.6       98.3       74.6       89.7       49.6       94.6       74.6
Old  :                 92.0       49.6       98.3       74.6       89.7       49.6       94.6       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 20, 2018