WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      492,285
COMMITMENTS
 188,048  105,237  106,868  158,304  234,579  453,220  446,684   39,065   45,601

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:     -5,375)
   2,899    6,616    5,396  -13,968  -14,870   -5,673   -2,858      298   -2,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     21.4     21.7     32.2     47.7     92.1     90.7      7.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
     151      111      149       99      128      323      335                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,712
COMMITMENTS
   3,160    1,600    1,600   15,842   16,844   20,602   20,044      110      668

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:      1,042)
      50      630      170      842      214    1,062    1,014      -20       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      7.7      7.7     76.5     81.3     99.5     96.8      0.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        2        4       15       14       25       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      281,801
COMMITMENTS
 104,134   36,504   41,212  113,629  179,760  258,975  257,476   22,826   24,325

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:     -4,054)
   7,250     -607   -6,908   -3,713    2,324   -3,371   -5,191     -683    1,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     13.0     14.6     40.3     63.8     91.9     91.4      8.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      89       49       74       76       98      201      199                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,717,134
COMMITMENTS
 513,207  390,501  286,016  755,622  850,300  1554845  1526817  162,289  190,317

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:    -43,366)
 -10,331  -11,722      379  -28,209  -29,876  -38,161  -41,219   -5,205   -2,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     22.7     16.7     44.0     49.5     90.5     88.9      9.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      887)
     196      170      189      345      390      656      664                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,872
COMMITMENTS
   1,645      660      109    1,386    2,981    3,140    3,750    1,732    1,122

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        386)
     261      109       10      174      698      445      817      -59     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     13.5      2.2     28.4     61.2     64.4     77.0     35.6     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        5        3        8        7       20       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      800,037
COMMITMENTS
 155,177  190,938  156,664  430,892  368,526  742,733  716,128   57,304   83,909

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:     10,210)
 -11,745    5,338    7,500   16,217   -2,133   11,972   10,705   -1,762     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     23.9     19.6     53.9     46.1     92.8     89.5      7.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      641)
     141      177      162      200      233      444      498                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,502
COMMITMENTS
  10,252    3,730      157       10    6,342   10,419   10,229   12,083   12,273

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:     -1,467)
      81     -190      -15        1     -597       67     -802   -1,534     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     16.6      0.7      0.0     28.2     46.3     45.5     53.7     54.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        8        5        1       19        6       29                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      541,123
COMMITMENTS
 114,676  168,926  135,412  254,138  202,510  504,226  506,848   36,897   34,275

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:     16,388)
   4,178    4,553    6,171    7,177    3,927   17,526   14,651   -1,138    1,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     31.2     25.0     47.0     37.4     93.2     93.7      6.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      92      114      128      100       75      272      275                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      848,369
COMMITMENTS
 142,422  168,917   16,929  542,172  489,464  701,523  675,310  146,846  173,059

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:      3,712)
   3,775   -1,673    2,688   -7,699    8,906   -1,236    9,921    4,948   -6,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     19.9      2.0     63.9     57.7     82.7     79.6     17.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      52       23       31       84       84      146      128                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,070,098
COMMITMENTS
  94,523  335,006   26,988  805,685  606,091  927,196  968,085  142,902  102,013

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:     35,659)
  -8,273   12,103    2,946   32,891   19,501   27,564   34,550    8,095    1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     31.3      2.5     75.3     56.6     86.6     90.5     13.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      20       21       24       70       67      102      100                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      516,696
COMMITMENTS
 138,236   38,160  113,662  214,711  330,434  466,609  482,256   50,087   34,440

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:      9,301)
   9,072     -813   -3,988    2,860   14,669    7,944    9,868    1,357     -567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      7.4     22.0     41.6     64.0     90.3     93.3      9.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     112       46      113      112       98      283      230                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,746
COMMITMENTS
   1,751    1,517      158    4,189    4,809    6,098    6,484    1,648    1,262

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:       -795)
    -684      199     -248       85     -869     -847     -918       52      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     19.6      2.0     54.1     62.1     78.7     83.7     21.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17        9        5       12       14       31       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,037,652
COMMITMENTS
 475,920  562,766   68,782  1380724  1227868  1925426  1859416  112,226  178,236

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:     87,131)
  42,222   35,486  -29,598   80,203   80,002   92,827   85,890   -5,696    1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     27.6      3.4     67.8     60.3     94.5     91.3      5.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      67       77       35      150      148      235      242                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,965,130
COMMITMENTS
 485,815  1184009  224,189  2897230  2053973  3607234  3462171  357,896  502,959

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:    185,288)
  -7,982  103,913   39,206  136,902   67,673  168,126  210,792   17,162  -25,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     29.9      5.7     73.1     51.8     91.0     87.3      9.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
      69      110       69      190      208      303      343                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      596,316
COMMITMENTS
  73,933   89,851   10,715  407,904  330,823  492,552  431,389  103,764  164,927

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:     23,906)
   9,930   18,721   -2,611   17,409   14,050   24,728   30,160     -822   -6,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     15.1      1.8     68.4     55.5     82.6     72.3     17.4     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      15       17       12       60       58       84       78                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,229,925
COMMITMENTS
 562,210  1364760  233,901  3135074  2231861  3931185  3830522  298,740  399,403

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:     45,592)
  42,735  -22,271   19,053  -28,296   72,482   33,492   69,264   12,100  -23,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     32.3      5.5     74.1     52.8     92.9     90.6      7.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      59       71       47      147      165      234      255                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,904,497
COMMITMENTS
 239,355  180,404  523,006  1111126  1140803  1873487  1844213   31,010   60,284

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:    125,589)
  17,308   39,620   42,591   68,469   43,291  128,368  125,502   -2,779       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      9.5     27.5     58.3     59.9     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      31       36       46       65       69      119      132                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,010
COMMITMENTS
  21,599    8,486    1,380   16,392   32,013   39,370   41,878    9,640    7,133

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:     -1,118)
  -1,365      410       64     -713   -1,755   -2,014   -1,281      897      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     17.3      2.8     33.4     65.3     80.3     85.4     19.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      34       14        7       25       30       61       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,020
COMMITMENTS
  43,197   16,971    2,759   32,784   64,025   78,740   83,755   19,280   14,265

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:     -2,235)
  -2,730      820      127   -1,425   -3,509   -4,028   -2,562    1,793      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     17.3      2.8     33.4     65.3     80.3     85.4     19.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      34       14        7       25       30       61       49                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       29,742
COMMITMENTS
   2,905      667        0   25,098   28,855   28,003   29,522    1,739      220

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        612)
     248      -46        0      337      710      585      664       27      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      2.2      0.0     84.4     97.0     94.2     99.3      5.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        0       13       12       16       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       33,424
COMMITMENTS
  27,965   27,004      453    4,817    5,962   33,235   33,419      189        5

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:      1,081)
   1,090   -1,464        1        0    2,568    1,091    1,105      -10      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.7     80.8      1.4     14.4     17.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      29       13        3        2        2       32       17                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,081
COMMITMENTS
  16,368   13,493      208   13,471   16,332   30,047   30,033       34       48

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        406)
  -1,114     -333        0    1,549      790      435      457      -29      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     44.9      0.7     44.8     54.3     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       15        1        7       16       13       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/14/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       17,298
COMMITMENTS
  13,492    8,753        9    3,775    8,437   17,276   17,199       22       99

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        155)
     195        5        0        0      102      195      107      -40       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.0     50.6      0.1     21.8     48.8     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5       10        1        3       11        9       21                  



Updated August 17, 2018