WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, May 29, 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  :   547,256:   175,785    130,656    144,305    194,311    226,186    514,401    501,147:    32,855     46,109
Old  :   515,748:   175,926    134,847    129,270    181,145    212,861    486,341    476,978:    29,407     38,770
Other:    31,508:    10,199      6,149      4,695     13,166     13,325     28,060     24,169:     3,448      7,339
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :    48,703:     4,519      1,239     21,099     23,186     23,442     48,804     45,780:      -101      2,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       23.9       26.4       35.5       41.3       94.0       91.6:       6.0        8.4
Old  :     100.0:      34.1       26.1       25.1       35.1       41.3       94.3       92.5:       5.7        7.5
Other:     100.0:      32.4       19.5       14.9       41.8       42.3       89.1       76.7:      10.9       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:       133        131        153         90        122        317        335:
Old  :       429:       138        135        138         86        122        302        330:
Other:       133:        24         32         20         26         59         64        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0        9.8       20.8       18.1       10.6        8.6       18.2       14.1
Old  :                 13.6       10.2       21.9       18.8       11.2        9.1       19.2       15.4
Other:                 41.4       21.5       57.8       32.6       41.1       16.2       51.5       25.6
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, May 29, 2018                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    18,950:     7,810        750        200     10,790     17,790     18,800     18,740:       150        210
Old  :    18,950:     7,810        750        200     10,790     17,790     18,800     18,740:       150        210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :     1,350:       750        150          0        600      1,200      1,350      1,350:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2        4.0        1.1       56.9       93.9       99.2       98.9:       0.8        1.1
Old  :     100.0:      41.2        4.0        1.1       56.9       93.9       99.2       98.9:       0.8        1.1
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  :        22:         4          3          1          8         12         13         15:
Old  :        22:         4          3          1          8         12         13         15:
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  :                 73.8       66.7       93.9       85.4       63.4       56.9       74.8       71.1
Old  :                 73.8       66.7       93.9       85.4       63.4       56.9       74.8       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 29, 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  :   291,955:    94,983     29,002     62,983    112,576    174,920    270,542    266,905:    21,413     25,050
Old  :   282,597:    95,349     29,902     60,524    106,139    170,294    262,012    260,720:    20,585     21,877
Other:     9,358:     1,689      1,155        404      6,437      4,626      8,530      6,185:       828      3,173
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :    23,414:     3,869     -3,116      9,219     10,704     16,451     23,792     22,554:      -378        860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        9.9       21.6       38.6       59.9       92.7       91.4:       7.3        8.6
Old  :     100.0:      33.7       10.6       21.4       37.6       60.3       92.7       92.3:       7.3        7.7
Other:     100.0:      18.0       12.3        4.3       68.8       49.4       91.2       66.1:       8.8       33.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        94         50         76         75         93        208        191:
Old  :       268:        96         51         75         72         92        205        189:
Other:        74:         8         12          5         13         50         23         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       22.3       24.5       32.1        8.6       15.5       15.3       22.0
Old  :                 16.3       22.9       25.1       32.9        8.9       17.8       15.8       24.5
Other:                 73.9       28.4       83.8       38.6       73.1       27.0       80.4       35.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 29, 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  : 1,959,252:   627,540    234,931    363,656    812,050  1,123,388  1,803,246  1,721,975:   156,006    237,277
Old  : 1,123,950:   475,678    331,861    139,900    418,085    560,959  1,033,663  1,032,720:    90,287     91,230
Other:   835,302:   324,400     75,608     51,218    393,965    562,429    769,583    689,255:    65,719    146,047
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :    74,631:    -5,379      2,350     16,399     64,606     55,634     75,626     74,383:      -995        248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       12.0       18.6       41.4       57.3       92.0       87.9:       8.0       12.1
Old  :     100.0:      42.3       29.5       12.4       37.2       49.9       92.0       91.9:       8.0        8.1
Other:     100.0:      38.8        9.1        6.1       47.2       67.3       92.1       82.5:       7.9       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       925:       246        159        208        290        394        643        683:
Old  :       850:       203        171        103        234        344        492        566:
Other:       729:       175        111         92        172        362        397        524:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       10.0       17.7       16.7        7.6        7.2       13.0       12.4
Old  :                  9.2       14.0       16.9       22.8        7.6       14.0       14.4       21.2
Other:                 19.9       10.3       29.7       17.3       15.0        7.9       22.9       13.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 29, 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  :     4,990:     1,306      1,231        104      1,048      2,144      2,458      3,479:     2,532      1,511
Old  :     4,990:     1,306      1,231        104      1,048      2,144      2,458      3,479:     2,532      1,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :      -258:       -51       -158        104       -109        288        -56        234:      -202       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       24.7        2.1       21.0       43.0       49.3       69.7:      50.7       30.3
Old  :     100.0:      26.2       24.7        2.1       21.0       43.0       49.3       69.7:      50.7       30.3
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  :        30:         8          9          1          9          7         17         17:
Old  :        30:         8          9          1          9          7         17         17:
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  :                 29.1       34.0       41.8       50.6       27.0       33.4       39.8       49.7
Old  :                 29.1       34.0       41.8       50.6       27.0       33.4       39.8       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 29, 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  :   910,312:   237,939     87,706    139,732    481,692    579,252    859,363    806,690:    50,949    103,622
Old  :   443,355:   169,188     89,379     36,238    212,355    282,005    417,781    407,622:    25,574     35,733
Other:   466,957:   120,225     49,801     52,020    269,337    297,247    441,582    399,068:    25,375     67,889
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :    12,841:     6,410       -353      9,694     -1,778      1,846     14,326     11,187:    -1,485      1,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        9.6       15.3       52.9       63.6       94.4       88.6:       5.6       11.4
Old  :     100.0:      38.2       20.2        8.2       47.9       63.6       94.2       91.9:       5.8        8.1
Other:     100.0:      25.7       10.7       11.1       57.7       63.7       94.6       85.5:       5.4       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       679:       209        128        188        199        259        494        519:
Old  :       609:       169        143         75        125        219        333        403:
Other:       564:       149        118        105        156        234        367        409:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       15.2       21.7       25.3        9.9       11.3       15.9       18.3
Old  :                 13.1       22.7       22.1       32.6       13.0       19.7       21.5       28.7
Other:                 17.7       15.2       28.4       25.4       10.8        9.0       16.8       13.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 29, 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  :    32,221:    16,226      4,015        579        626      8,535     17,431     13,129:    14,790     19,092
Old  :     6,539:     4,699        713        466        626      1,675      5,791      2,854:       748      3,685
Other:    25,682:    11,527      3,302        113          0      6,860     11,640     10,275:    14,042     15,407
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :     1,393:     1,095        120        -12          0        671      1,083        779:       310        614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.4       12.5        1.8        1.9       26.5       54.1       40.7:      45.9       59.3
Old  :     100.0:      71.9       10.9        7.1        9.6       25.6       88.6       43.6:      11.4       56.4
Other:     100.0:      44.9       12.9        0.4        0.0       26.7       45.3       40.0:      54.7       60.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4         10          4          2         18          7         31:
Old  :        31:         4          9          2          2         18          7         28:
Other:        32:         4         10          3          0         18          4         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 52.2       15.2       54.1       22.5       50.4       15.2       51.6       22.5
Old  :                 79.0       24.7       88.6       34.4       75.0       20.4       81.2       28.8
Other:                 45.3       15.7       45.3       23.4       44.9       15.7       44.9       23.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 29, 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  :   513,998:   136,994    138,295    121,311    215,999    223,612    474,304    483,218:    39,694     30,780
Old  :   308,576:   141,918    137,325     31,070    112,335    120,212    285,323    288,607:    23,253     19,969
Other:   205,422:    56,135     62,029     29,182    103,664    103,400    188,981    194,611:    16,441     10,811
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :    -1,546:    -1,510      1,601         87        309     -4,169     -1,114     -2,481:      -432        935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       26.9       23.6       42.0       43.5       92.3       94.0:       7.7        6.0
Old  :     100.0:      46.0       44.5       10.1       36.4       39.0       92.5       93.5:       7.5        6.5
Other:     100.0:      27.3       30.2       14.2       50.5       50.3       92.0       94.7:       8.0        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:        94        109        129         87         78        272        265:
Old  :       334:       121         95         72         76         64        221        211:
Other:       243:        66         82         65         59         57        174        165:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       18.4       18.7       25.4       11.4       17.0       17.9       22.8
Old  :                 14.6       17.4       23.2       26.4       14.3       17.3       22.2       26.3
Other:                 15.7       24.5       26.3       34.9       14.9       22.9       25.3       32.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 29, 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  :   904,301:   102,337    136,051     42,825    602,677    517,519    747,839    696,395:   156,462    207,906
Old  :   904,301:   102,337    136,051     42,825    602,677    517,519    747,839    696,395:   156,462    207,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :    -4,628:   -50,755    -22,332      4,723     16,017      7,018    -30,015    -10,591:    25,387      5,963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       15.0        4.7       66.6       57.2       82.7       77.0:      17.3       23.0
Old  :     100.0:      11.3       15.0        4.7       66.6       57.2       82.7       77.0:      17.3       23.0
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  :       185:        40         27         31         94         92        141        143:
Old  :       185:        40         27         31         94         92        141        143:
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  :                 22.5       22.9       31.4       32.7       16.0       17.1       22.9       23.5
Old  :                 22.5       22.9       31.4       32.7       16.0       17.1       22.9       23.5
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, May 29, 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  : 1,099,241:    82,081    271,847     39,463    828,659    656,309    950,203    967,619:   149,038    131,622
Old  : 1,099,241:    82,081    271,847     39,463    828,659    656,309    950,203    967,619:   149,038    131,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :    48,269:     1,432     -3,225     18,430      8,172     33,264     28,034     48,469:    20,235       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       24.7        3.6       75.4       59.7       86.4       88.0:      13.6       12.0
Old  :     100.0:       7.5       24.7        3.6       75.4       59.7       86.4       88.0:      13.6       12.0
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  :       132:        18         19         23         81         72        109        104:
Old  :       132:        18         19         23         81         72        109        104:
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  :                 23.1       31.2       35.6       42.4       16.9       31.0       28.2       40.4
Old  :                 23.1       31.2       35.6       42.4       16.9       31.0       28.2       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, May 29, 2018                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     2,207:       656        351        411        834      1,251      1,901      2,013:       306        194
Old  :     2,207:       656        351        411        834      1,251      1,901      2,013:       306        194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :       326:       251          8        -29        144        370        366        349:       -40        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       15.9       18.6       37.8       56.7       86.1       91.2:      13.9        8.8
Old  :     100.0:      29.7       15.9       18.6       37.8       56.7       86.1       91.2:      13.9        8.8
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  :        26:         8          6          4         10          8         22         15:
Old  :        26:         8          6          4         10          8         22         15:
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  :                 44.9       64.9       63.3       81.2       35.3       47.4       45.4       56.0
Old  :                 44.9       64.9       63.3       81.2       35.3       47.4       45.4       56.0
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, May 29, 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  :   530,101:   177,442     29,793     89,658    213,526    379,737    480,626    499,188:    49,475     30,913
Old  :   311,315:   155,913     37,807     17,726    102,838    238,502    276,477    294,035:    34,838     17,280
Other:   218,786:    66,681     37,138     26,780    110,688    141,235    204,149    205,153:    14,637     13,633
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :    10,265:     3,802      1,620      1,249      4,616      7,696      9,667     10,565:       598       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        5.6       16.9       40.3       71.6       90.7       94.2:       9.3        5.8
Old  :     100.0:      50.1       12.1        5.7       33.0       76.6       88.8       94.4:      11.2        5.6
Other:     100.0:      30.5       17.0       12.2       50.6       64.6       93.3       93.8:       6.7        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:       128         44         96        100        109        276        226:
Old  :       315:       132         45         49         84         98        232        179:
Other:       234:        73         58         54         70         67        180        145:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       30.0       17.6       41.0        8.5       28.9       13.0       37.3
Old  :                 15.6       35.7       23.0       49.3       15.6       35.3       22.5       48.8
Other:                 16.1       28.7       24.8       37.6       13.3       28.0       21.1       35.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 29, 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  :     8,965:     1,901      1,948        601      4,678      4,553      7,180      7,102:     1,785      1,863
Old  :     5,942:     1,789      2,365          0      2,748      2,029      4,537      4,394:     1,405      1,548
Other:     3,023:       707        178          6      1,930      2,524      2,643      2,708:       380        315
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :       817:        32        599        -91      1,125       -367      1,066        141:      -249        676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       21.7        6.7       52.2       50.8       80.1       79.2:      19.9       20.8
Old  :     100.0:      30.1       39.8        0.0       46.2       34.1       76.4       73.9:      23.6       26.1
Other:     100.0:      23.4        5.9        0.2       63.8       83.5       87.4       89.6:      12.6       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        18         15          7         18         11         38         32:
Old  :        56:        15         16          0         16          9         31         25:
Other:        30:         7          5          1         10          7         18         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.6       39.6       49.4       55.3       35.6       39.6       47.0       53.5
Old  :                 31.0       32.8       46.3       50.9       31.0       32.8       46.3       50.9
Other:                 65.8       67.8       76.9       86.7       65.8       67.8       76.9       86.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 29, 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  : 2,034,082:   489,020    426,128    138,292  1,239,329  1,261,782  1,866,641  1,826,202:   167,441    207,880
Old  : 2,034,082:   489,020    426,128    138,292  1,239,329  1,261,782  1,866,641  1,826,202:   167,441    207,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :  -238,942:    21,086    -37,282     -9,888   -270,039   -201,160   -258,841   -248,330:    19,899      9,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       20.9        6.8       60.9       62.0       91.8       89.8:       8.2       10.2
Old  :     100.0:      24.0       20.9        6.8       60.9       62.0       91.8       89.8:       8.2       10.2
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  :       338:        55         71         42        147        158        225        248:
Old  :       338:        55         71         42        147        158        225        248:
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  :                 17.8       18.0       29.5       28.5       16.5       14.7       25.9       23.1
Old  :                 17.8       18.0       29.5       28.5       16.5       14.7       25.9       23.1
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, May 29, 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  : 3,992,875:   640,418  1,111,485    201,823  2,756,511  2,057,328  3,598,752  3,370,636:   394,123    622,239
Old  : 3,992,875:   640,418  1,111,485    201,823  2,756,511  2,057,328  3,598,752  3,370,636:   394,123    622,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :   -81,907:   -69,702     42,738    -69,250     12,271    -56,699   -126,681    -83,211:    44,774      1,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       27.8        5.1       69.0       51.5       90.1       84.4:       9.9       15.6
Old  :     100.0:      16.0       27.8        5.1       69.0       51.5       90.1       84.4:       9.9       15.6
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  :       438:        71        110         71        188        210        298        353:
Old  :       438:        71        110         71        188        210        298        353:
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  :                 24.0       14.5       35.7       22.7       21.1       10.5       29.9       17.0
Old  :                 24.0       14.5       35.7       22.7       21.1       10.5       29.9       17.0
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, May 29, 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  :   579,887:    53,541     52,348      8,871    392,147    319,409    454,559    380,628:   125,328    199,259
Old  :   579,887:    53,541     52,348      8,871    392,147    319,409    454,559    380,628:   125,328    199,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :    21,112:    -5,570     -2,244      5,958      8,315      6,576      8,703     10,290:    12,409     10,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        9.0        1.5       67.6       55.1       78.4       65.6:      21.6       34.4
Old  :     100.0:       9.2        9.0        1.5       67.6       55.1       78.4       65.6:      21.6       34.4
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  :        94:        13         10          8         56         55         72         70:
Old  :        94:        13         10          8         56         55         72         70:
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       12.0       39.2       21.2       26.2       11.4       35.3       18.8
Old  :                 28.9       12.0       39.2       21.2       26.2       11.4       35.3       18.8
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, May 29, 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  : 3,893,669:   598,048  1,070,905    165,237  2,792,047  2,143,332  3,555,332  3,379,474:   338,337    514,195
Old  : 3,893,669:   598,048  1,070,905    165,237  2,792,047  2,143,332  3,555,332  3,379,474:   338,337    514,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :   -39,973:    56,517   -100,455    -36,275   -111,343     36,538    -91,101   -100,192:    51,128     60,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       27.5        4.2       71.7       55.0       91.3       86.8:       8.7       13.2
Old  :     100.0:      15.4       27.5        4.2       71.7       55.0       91.3       86.8:       8.7       13.2
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  :       346:        65         68         54        149        171        243        264:
Old  :       346:        65         68         54        149        171        243        264:
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  :                 32.6       17.3       44.3       27.3       27.6       16.4       38.4       24.2
Old  :                 32.6       17.3       44.3       27.3       27.6       16.4       38.4       24.2
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, May 29, 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  : 2,156,908:   405,129    221,846    495,829  1,206,416  1,359,180  2,107,374  2,076,855:    49,534     80,053
Old  : 2,156,908:   405,129    221,846    495,829  1,206,416  1,359,180  2,107,374  2,076,855:    49,534     80,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :   -42,326:   101,020     -2,458   -114,606    -44,220     54,226    -57,806    -62,838:    15,480     20,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       10.3       23.0       55.9       63.0       97.7       96.3:       2.3        3.7
Old  :     100.0:      18.8       10.3       23.0       55.9       63.0       97.7       96.3:       2.3        3.7
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  :       155:        32         44         56         53         71        114        148:
Old  :       155:        32         44         56         53         71        114        148:
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  :                 31.3       29.2       47.0       39.8       25.3       19.3       33.3       25.8
Old  :                 31.3       29.2       47.0       39.8       25.3       19.3       33.3       25.8
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, May 29, 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  :    52,530:    16,162      9,639      1,052     26,232     35,174     43,445     45,864:     9,085      6,666
Old  :    52,530:    16,162      9,639      1,052     26,232     35,174     43,445     45,864:     9,085      6,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :     1,080:       178        774        118        863        225      1,159      1,117:       -79        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       18.3        2.0       49.9       67.0       82.7       87.3:      17.3       12.7
Old  :     100.0:      30.8       18.3        2.0       49.9       67.0       82.7       87.3:      17.3       12.7
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  :        99:        30         21         12         29         30         67         55:
Old  :        99:        30         21         12         29         30         67         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  :                 37.3       33.5       45.9       52.8       37.3       31.1       45.5       49.7
Old  :                 37.3       33.5       45.9       52.8       37.3       31.1       45.5       49.7
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, May 29, 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  :   105,059:    32,323     19,277      2,104     52,463     70,347     86,890     91,728:    18,169     13,331
Old  :   105,059:    32,323     19,277      2,104     52,463     70,347     86,890     91,728:    18,169     13,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :     2,159:       355      1,547        236      1,726        450      2,317      2,233:      -158        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       18.3        2.0       49.9       67.0       82.7       87.3:      17.3       12.7
Old  :     100.0:      30.8       18.3        2.0       49.9       67.0       82.7       87.3:      17.3       12.7
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  :        99:        30         21         12         29         30         67         55:
Old  :        99:        30         21         12         29         30         67         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  :                 37.3       33.5       45.9       52.8       37.3       31.1       45.5       49.7
Old  :                 37.3       33.5       45.9       52.8       37.3       31.1       45.5       49.7
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, May 29, 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  :    78,013:    67,830     77,677        295      9,663          0     77,788     77,972:       225         41
Old  :    78,013:    67,830     77,677        295      9,663          0     77,788     77,972:       225         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :      -788:      -730        804          0        -64     -1,633       -794       -829:         6         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.9       99.6        0.4       12.4        0.0       99.7       99.9:       0.3        0.1
Old  :     100.0:      86.9       99.6        0.4       12.4        0.0       99.7       99.9:       0.3        0.1
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  :        44:        32          9          2          3          0         36         10:
Old  :        44:        32          9          2          3          0         36         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  :                 74.1       94.3       88.3       99.9       73.8       94.3       88.0       99.5
Old  :                 74.1       94.3       88.3       99.9       73.8       94.3       88.0       99.5
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, May 29, 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  :    33,210:     4,491     13,136        264     28,390     19,710     33,145     33,110:        65        100
Old  :    33,210:     4,491     13,136        264     28,390     19,710     33,145     33,110:        65        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :     3,538:     1,892      3,881          0      1,628       -331      3,520      3,550:        18        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       39.6        0.8       85.5       59.3       99.8       99.7:       0.2        0.3
Old  :     100.0:      13.5       39.6        0.8       85.5       59.3       99.8       99.7:       0.2        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:         5         16          1          8         19         14         35:
Old  :        47:         5         16          1          8         19         14         35:
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  :                 86.6       42.0       97.4       64.3       86.6       42.0       97.4       64.3
Old  :                 86.6       42.0       97.4       64.3       86.6       42.0       97.4       64.3
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, May 29, 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  :    19,227:    17,785      8,788          0      1,391     10,390     19,176     19,178:        51         49
Old  :    19,227:    17,785      8,788          0      1,391     10,390     19,176     19,178:        51         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2018                         :
     :      -346:      -326       -143          0          0       -204       -326       -347:       -20          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      92.5       45.7        0.0        7.2       54.0       99.7       99.7:       0.3        0.3
Old  :     100.0:      92.5       45.7        0.0        7.2       54.0       99.7       99.7:       0.3        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  :        36:         8         13          0          3         13         11         26:
Old  :        36:         8         13          0          3         13         11         26:
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  :                 94.0       42.8       98.8       69.2       90.9       42.8       95.2       69.2
Old  :                 94.0       42.8       98.8       69.2       90.9       42.8       95.2       69.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 1, 2018