WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 24, 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  :   452,132:   159,572    110,095     88,870    175,157    209,030    423,599    407,995:    28,533     44,137
Old  :   402,236:   150,610    106,926     71,876    155,649    188,169    378,135    366,971:    24,101     35,265
Other:    49,896:    17,972     12,179      7,984     19,508     20,861     45,464     41,024:     4,432      8,872
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :   -19,183:     1,105     -9,813    -13,532     -6,182      5,186    -18,609    -18,159:      -574     -1,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       24.4       19.7       38.7       46.2       93.7       90.2:       6.3        9.8
Old  :     100.0:      37.4       26.6       17.9       38.7       46.8       94.0       91.2:       6.0        8.8
Other:     100.0:      36.0       24.4       16.0       39.1       41.8       91.1       82.2:       8.9       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:       127        111        121         88        120        288        296:
Old  :       391:       130        111        111         84        116        276        284:
Other:       153:        33         29         23         28         77         76        119:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       13.4       22.3       21.0       10.5        9.2       18.3       15.6
Old  :                 14.0       14.0       23.4       22.5       10.5        9.9       19.1       16.8
Other:                 38.0       22.3       53.4       34.8       36.9       19.5       46.9       28.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, July 24, 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  :    24,190:     8,770        100      1,200     14,040     22,250     24,010     23,550:       180        640
Old  :    24,190:     8,770        100      1,200     14,040     22,250     24,010     23,550:       180        640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :     1,970:       100          0        600      1,230      1,210      1,930      1,810:        40        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        0.4        5.0       58.0       92.0       99.3       97.4:       0.7        2.6
Old  :     100.0:      36.3        0.4        5.0       58.0       92.0       99.3       97.4:       0.7        2.6
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  :        24:         4          1          4         11         16         18         20:
Old  :        24:         4          1          4         11         16         18         20:
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  :                 64.6       67.7       87.6       82.3       60.4       55.2       67.6       62.1
Old  :                 64.6       67.7       87.6       82.3       60.4       55.2       67.6       62.1
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, July 24, 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  :   280,721:    89,125     53,403     53,125    118,877    150,449    261,127    256,977:    19,594     23,744
Old  :   265,365:    89,456     54,663     46,344    111,018    143,754    246,818    244,761:    18,547     20,604
Other:    15,356:     5,744      4,815        706      7,859      6,695     14,309     12,216:     1,047      3,140
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :     6,303:     1,005     -2,371      1,255      3,808      7,075      6,068      5,959:       235        344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       19.0       18.9       42.3       53.6       93.0       91.5:       7.0        8.5
Old  :     100.0:      33.7       20.6       17.5       41.8       54.2       93.0       92.2:       7.0        7.8
Other:     100.0:      37.4       31.4        4.6       51.2       43.6       93.2       79.6:       6.8       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        84         56         72         84         90        203        193:
Old  :       267:        84         56         67         82         85        197        184:
Other:       105:        12         20          6         22         63         38         86:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       20.2       22.9       29.9        9.6       16.9       17.5       25.5
Old  :                 14.7       21.3       24.0       31.1        9.9       18.9       18.3       27.7
Other:                 42.4       24.0       62.4       39.0       42.2       24.0       62.2       37.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 24, 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  : 1,906,291:   576,418    505,043    321,590    830,425    885,289  1,728,433  1,711,922:   177,858    194,369
Old  :   642,737:   389,899    282,519     13,964    182,443    304,600    586,306    601,083:    56,431     41,654
Other: 1,263,554:   382,780    418,785    111,365    647,982    580,689  1,142,127  1,110,839:   121,427    152,715
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :    60,526:    -8,507     10,923     47,619     18,231        128     57,343     58,670:     3,183      1,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       26.5       16.9       43.6       46.4       90.7       89.8:       9.3       10.2
Old  :     100.0:      60.7       44.0        2.2       28.4       47.4       91.2       93.5:       8.8        6.5
Other:     100.0:      30.3       33.1        8.8       51.3       46.0       90.4       87.9:       9.6       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       895:       213        166        185        327        365        652        639:
Old  :       694:       151        115         19        216        266        371        396:
Other:       820:       202        146        120        253        340        524        551:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1        9.4       19.2       15.3        6.9        6.1       11.7       10.8
Old  :                 15.5       18.9       25.3       28.9       15.3       18.7       24.4       28.7
Other:                 19.8        9.5       26.4       16.9       15.7        8.6       21.7       15.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 24, 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  :     5,067:     1,366      1,128         23      1,568      2,283      2,957      3,434:     2,110      1,633
Old  :     5,067:     1,366      1,128         23      1,568      2,283      2,957      3,434:     2,110      1,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :       163:        27        113          6         52         86         85        205:        78        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       22.3        0.5       30.9       45.1       58.4       67.8:      41.6       32.2
Old  :     100.0:      27.0       22.3        0.5       30.9       45.1       58.4       67.8:      41.6       32.2
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  :        27:         6          9          2          6          7         13         17:
Old  :        27:         6          9          2          6          7         13         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  :                 35.5       38.2       50.5       54.9       35.5       34.9       49.6       51.6
Old  :                 35.5       38.2       50.5       54.9       35.5       34.9       49.6       51.6
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, July 24, 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  :   860,280:   186,205    197,019    161,813    448,268    413,763    796,286    772,595:    63,994     87,685
Old  :    64,857:    25,560     17,130        466     31,025     40,506     57,051     58,102:     7,806      6,755
Other:   795,423:   178,793    198,037    143,199    417,243    373,257    739,235    714,493:    56,188     80,930
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :     2,339:    -1,862     10,102      5,149     -2,720    -12,039        567      3,212:     1,772       -873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       22.9       18.8       52.1       48.1       92.6       89.8:       7.4       10.2
Old  :     100.0:      39.4       26.4        0.7       47.8       62.5       88.0       89.6:      12.0       10.4
Other:     100.0:      22.5       24.9       18.0       52.5       46.9       92.9       89.8:       7.1       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       660:       178        161        175        208        235        478        505:
Old  :       327:        76         56          6         90        121        168        181:
Other:       654:       173        172        153        181        230        436        489:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       10.4       21.7       18.6        9.7        7.8       14.8       13.2
Old  :                 19.8       30.5       31.4       43.7       19.6       30.2       30.5       43.3
Other:                 15.0       10.2       23.0       18.6       10.9        7.7       16.4       13.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 24, 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  :    25,846:    10,632      3,446        552         58      7,782     11,242     11,780:    14,604     14,066
Old  :     1,161:       869        256          1          3        233        873        490:       288        671
Other:    24,685:    10,193      3,620        121         55      7,549     10,369     11,290:    14,316     13,395
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :      -552:        84       -204         66       -513        196       -363         58:      -189       -610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       13.3        2.1        0.2       30.1       43.5       45.6:      56.5       54.4
Old  :     100.0:      74.8       22.0        0.1        0.3       20.1       75.2       42.2:      24.8       57.8
Other:     100.0:      41.3       14.7        0.5        0.2       30.6       42.0       45.7:      58.0       54.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          8          5          4         22          9         32:
Old  :        23:         4          4          1          2         14          6         19:
Other:        32:         2          8          4          3         22          7         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 43.4       17.6       43.5       25.7       41.1       16.4       41.1       24.6
Old  :                 74.9       35.3       75.2       40.4       74.9       35.3       75.0       40.4
Other:                 42.0       17.6       42.0       26.0       41.3       17.4       41.3       25.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 24, 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  :   529,883:   115,733    165,530    124,401    250,989    205,858    491,123    495,789:    38,760     34,094
Old  :    96,808:    25,840     24,076     11,593     51,779     52,242     89,212     87,911:     7,596      8,897
Other:   433,075:   109,636    161,197     93,065    199,210    153,616    401,911    407,878:    31,164     25,197
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :    12,764:    -3,611     -7,725     12,381      5,591      8,997     14,361     13,653:    -1,597       -889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       31.2       23.5       47.4       38.8       92.7       93.6:       7.3        6.4
Old  :     100.0:      26.7       24.9       12.0       53.5       54.0       92.2       90.8:       7.8        9.2
Other:     100.0:      25.3       37.2       21.5       46.0       35.5       92.8       94.2:       7.2        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:        85        124        117         95         77        257        275:
Old  :       192:        47         56         32         48         50        112        127:
Other:       329:        91        109        105         80         67        233        244:
     :----------------------------------------------------------------------------------------------------
     :             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       15.4       19.3       22.4       10.3       12.7       16.8       18.4
Old  :                 28.7       24.2       45.0       38.2       28.7       20.6       39.6       30.9
Other:                 11.9       15.2       19.6       22.3       11.5       11.9       18.6       18.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 24, 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  :   834,126:   146,040    143,635     17,047    523,333    488,751    686,420    649,433:   147,706    184,693
Old  :   834,126:   146,040    143,635     17,047    523,333    488,751    686,420    649,433:   147,706    184,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :    -3,915:   -12,269      2,304      7,310      7,255    -15,529      2,296     -5,915:    -6,211      2,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       17.2        2.0       62.7       58.6       82.3       77.9:      17.7       22.1
Old  :     100.0:      17.5       17.2        2.0       62.7       58.6       82.3       77.9:      17.7       22.1
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  :       192:        51         25         25         78         88        136        131:
Old  :       192:        51         25         25         78         88        136        131:
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  :                 23.5       26.5       32.1       35.1       14.6       17.7       21.1       24.8
Old  :                 23.5       26.5       32.1       35.1       14.6       17.7       21.1       24.8
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, July 24, 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  : 1,006,617:    88,725    301,399     12,195    762,250    587,922    863,170    901,516:   143,447    105,101
Old  : 1,006,617:    88,725    301,399     12,195    762,250    587,922    863,170    901,516:   143,447    105,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :    10,029:     5,806      8,571     -1,010      6,417    -10,194     11,213     -2,633:    -1,184     12,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       29.9        1.2       75.7       58.4       85.7       89.6:      14.3       10.4
Old  :     100.0:       8.8       29.9        1.2       75.7       58.4       85.7       89.6:      14.3       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  :       128:        19         19         17         65         64         91         93:
Old  :       128:        19         19         17         65         64         91         93:
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  :                 24.1       32.7       36.9       44.8       17.9       32.6       29.0       43.6
Old  :                 24.1       32.7       36.9       44.8       17.9       32.6       29.0       43.6
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, July 24, 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  :   521,742:   134,656     37,939    120,966    217,215    325,629    472,837    484,534:    48,905     37,208
Old  :   114,126:    47,793     11,177      3,538     48,042     89,296     99,373    104,011:    14,753     10,115
Other:   407,616:   121,045     60,944     83,246    169,173    236,333    373,464    380,523:    34,152     27,093
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :      -708:      -370      3,213        944       -837     -5,387       -263     -1,230:      -445        522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        7.3       23.2       41.6       62.4       90.6       92.9:       9.4        7.1
Old  :     100.0:      41.9        9.8        3.1       42.1       78.2       87.1       91.1:      12.9        8.9
Other:     100.0:      29.7       15.0       20.4       41.5       58.0       91.6       93.4:       8.4        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:       110         45        119        106        100        276        241:
Old  :       228:        78         32         21         80         74        164        121:
Other:       302:        91         79        102         93         81        249        208:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.2       23.6       14.8       33.1        7.6       20.6       11.9       28.1
Old  :                 15.3       29.7       25.2       44.3       13.7       25.6       23.1       38.7
Other:                  9.6       22.7       15.8       30.5        8.5       20.4       13.7       26.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 24, 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  :     8,067:     1,986      1,285        233      4,257      5,478      6,476      6,996:     1,591      1,071
Old  :     8,067:     1,986      1,285        233      4,257      5,478      6,476      6,996:     1,591      1,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :       392:       436       -141         65        -16        380        485        304:       -93         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       15.9        2.9       52.8       67.9       80.3       86.7:      19.7       13.3
Old  :     100.0:      24.6       15.9        2.9       52.8       67.9       80.3       86.7:      19.7       13.3
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  :        55:        18         10          8         14         18         38         33:
Old  :        55:        18         10          8         14         18         38         33:
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  :                 43.3       44.1       56.3       63.1       43.0       39.6       53.6       55.4
Old  :                 43.3       44.1       56.3       63.1       43.0       39.6       53.6       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 24, 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  : 1,927,981:   474,314    523,371    100,769  1,229,651  1,118,240  1,804,734  1,742,380:   123,247    185,601
Old  : 1,927,981:   474,314    523,371    100,769  1,229,651  1,118,240  1,804,734  1,742,380:   123,247    185,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :     7,711:     1,553     31,467     -1,448      5,337    -28,744      5,442      1,275:     2,269      6,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       27.1        5.2       63.8       58.0       93.6       90.4:       6.4        9.6
Old  :     100.0:      24.6       27.1        5.2       63.8       58.0       93.6       90.4:       6.4        9.6
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  :       327:        60         72         33        140        136        217        224:
Old  :       327:        60         72         33        140        136        217        224:
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  :                 19.3       22.1       31.0       33.5       15.0       18.7       25.4       27.6
Old  :                 19.3       22.1       31.0       33.5       15.0       18.7       25.4       27.6
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, July 24, 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  : 3,785,283:   526,182  1,035,680    203,313  2,723,203  2,024,699  3,452,698  3,263,692:   332,585    521,591
Old  : 3,785,283:   526,182  1,035,680    203,313  2,723,203  2,024,699  3,452,698  3,263,692:   332,585    521,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :    96,893:     7,753     48,113     14,471     77,131     26,302     99,355     88,886:    -2,462      8,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       27.4        5.4       71.9       53.5       91.2       86.2:       8.8       13.8
Old  :     100.0:      13.9       27.4        5.4       71.9       53.5       91.2       86.2:       8.8       13.8
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  :       447:        78        100         61        183        201        292        331:
Old  :       447:        78        100         61        183        201        292        331:
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  :                 28.8       15.0       37.3       24.8       23.8       12.7       30.9       19.4
Old  :                 28.8       15.0       37.3       24.8       23.8       12.7       30.9       19.4
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, July 24, 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  :   579,162:    75,704     60,191     18,262    385,376    333,872    479,342    412,325:    99,820    166,837
Old  :   579,162:    75,704     60,191     18,262    385,376    333,872    479,342    412,325:    99,820    166,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :     1,050:      -677     -6,414     -1,133      5,472     10,643      3,662      3,096:    -2,612     -2,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       10.4        3.2       66.5       57.6       82.8       71.2:      17.2       28.8
Old  :     100.0:      13.1       10.4        3.2       66.5       57.6       82.8       71.2:      17.2       28.8
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  :       104:        14         14         12         57         55         81         71:
Old  :       104:        14         14         12         57         55         81         71:
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  :                 29.6       14.6       40.2       25.4       29.2       13.9       38.1       22.6
Old  :                 29.6       14.6       40.2       25.4       29.2       13.9       38.1       22.6
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, July 24, 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  : 3,914,191:   543,916  1,259,881    173,140  2,908,124  2,042,268  3,625,180  3,475,289:   289,011    438,902
Old  : 3,914,191:   543,916  1,259,881    173,140  2,908,124  2,042,268  3,625,180  3,475,289:   289,011    438,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :    77,029:    -7,811      9,199      8,434     54,959     27,407     55,582     45,040:    21,447     31,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       32.2        4.4       74.3       52.2       92.6       88.8:       7.4       11.2
Old  :     100.0:      13.9       32.2        4.4       74.3       52.2       92.6       88.8:       7.4       11.2
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  :       349:        50         88         37        134        165        209        265:
Old  :       349:        50         88         37        134        165        209        265:
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  :                 35.6       18.1       48.1       29.8       28.3       16.7       39.9       24.3
Old  :                 35.6       18.1       48.1       29.8       28.3       16.7       39.9       24.3
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, July 24, 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  : 1,936,226:   295,085    139,938    502,393  1,106,256  1,233,745  1,903,734  1,876,076:    32,492     60,150
Old  : 1,936,226:   295,085    139,938    502,393  1,106,256  1,233,745  1,903,734  1,876,076:    32,492     60,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :    49,936:    13,351    -14,560     15,760     19,980     44,817     49,091     46,017:       845      3,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        7.2       25.9       57.1       63.7       98.3       96.9:       1.7        3.1
Old  :     100.0:      15.2        7.2       25.9       57.1       63.7       98.3       96.9:       1.7        3.1
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  :       149:        32         37         49         64         70        120        136:
Old  :       149:        32         37         49         64         70        120        136:
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       31.1       44.1       42.1       22.9       19.2       27.7       24.7
Old  :                 31.3       31.1       44.1       42.1       22.9       19.2       27.7       24.7
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, July 24, 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  :    44,888:    18,771      8,082      1,397     16,292     28,746     36,460     38,225:     8,428      6,663
Old  :    44,888:    18,771      8,082      1,397     16,292     28,746     36,460     38,225:     8,428      6,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :     1,679:     2,170      1,644       -106       -209         37      1,855      1,575:      -176        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       18.0        3.1       36.3       64.0       81.2       85.2:      18.8       14.8
Old  :     100.0:      41.8       18.0        3.1       36.3       64.0       81.2       85.2:      18.8       14.8
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  :       104:        35         21          8         26         28         63         55:
Old  :       104:        35         21          8         26         28         63         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  :                 27.2       30.6       40.7       49.2       27.1       30.6       37.8       49.2
Old  :                 27.2       30.6       40.7       49.2       27.1       30.6       37.8       49.2
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, July 24, 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  :    89,775:    37,542     16,164      2,794     32,583     57,492     72,919     76,450:    16,856     13,325
Old  :    89,775:    37,542     16,164      2,794     32,583     57,492     72,919     76,450:    16,856     13,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :     3,358:     4,339      3,288       -212       -417         73      3,710      3,149:      -352        209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       18.0        3.1       36.3       64.0       81.2       85.2:      18.8       14.8
Old  :     100.0:      41.8       18.0        3.1       36.3       64.0       81.2       85.2:      18.8       14.8
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  :       104:        35         21          8         26         28         63         55:
Old  :       104:        35         21          8         26         28         63         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  :                 27.2       30.6       40.7       49.2       27.1       30.6       37.8       49.2
Old  :                 27.2       30.6       40.7       49.2       27.1       30.6       37.8       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, July 24, 2018                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    28,015:     2,234        664          0     23,621     27,141     25,855     27,805:     2,160        210
Old  :    28,015:     2,234        664          0     23,621     27,141     25,855     27,805:     2,160        210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :      -430:      -481        203          0         90       -420       -391       -217:       -39       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        2.4        0.0       84.3       96.9       92.3       99.3:       7.7        0.7
Old  :     100.0:       8.0        2.4        0.0       84.3       96.9       92.3       99.3:       7.7        0.7
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  :        25:         3          2          0         12         12         15         14:
Old  :        25:         3          2          0         12         12         15         14:
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  :                 64.1       75.8       83.9       95.4       63.5       75.8       83.3       95.4
Old  :                 64.1       75.8       83.9       95.4       63.5       75.8       83.3       95.4
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, July 24, 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  :    33,179:    27,745     30,248        452      4,798      2,474     32,995     33,174:       184          5
Old  :    33,179:    27,745     30,248        452      4,798      2,474     32,995     33,174:       184          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :    -2,648:    -1,551     -5,111          0     -1,126      2,474     -2,677     -2,637:        29        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.6       91.2        1.4       14.5        7.5       99.4      100.0:       0.6        0.0
Old  :     100.0:      83.6       91.2        1.4       14.5        7.5       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:        29         14          2          2          1         32         16:
Old  :        45:        29         14          2          2          1         32         16:
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  :                 59.4       76.6       79.7       97.0       58.8       76.6       78.3       92.8
Old  :                 59.4       76.6       79.7       97.0       58.8       76.6       78.3       92.8
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, July 24, 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  :    31,566:    16,755     13,826        215     14,525     17,442     31,495     31,483:        71         83
Old  :    31,566:    16,755     13,826        215     14,525     17,442     31,495     31,483:        71         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :       -47:       580        -26          0       -633        -36        -53        -62:         6         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.1       43.8        0.7       46.0       55.3       99.8       99.7:       0.2        0.3
Old  :     100.0:      53.1       43.8        0.7       46.0       55.3       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  :        42:         3         14          1          9         17         13         31:
Old  :        42:         3         14          1          9         17         13         31:
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  :                 84.8       44.1       97.8       67.3       84.8       44.1       97.8       67.3
Old  :                 84.8       44.1       97.8       67.3       84.8       44.1       97.8       67.3
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, July 24, 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  :    15,063:    11,231      6,430          9      3,775      8,563     15,015     15,002:        48         61
Old  :    15,063:    11,231      6,430          9      3,775      8,563     15,015     15,002:        48         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2018                        :
     :       744:       740        -57          0          0        801        740        744:         4          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.6       42.7        0.1       25.1       56.8       99.7       99.6:       0.3        0.4
Old  :     100.0:      74.6       42.7        0.1       25.1       56.8       99.7       99.6:       0.3        0.4
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  :        32:         6         12          1          3         12         10         24:
Old  :        32:         6         12          1          3         12         10         24:
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  :                 93.4       49.9       99.3       76.9       93.3       49.8       99.2       76.9
Old  :                 93.4       49.9       99.3       76.9       93.3       49.8       99.2       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 27, 2018