WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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  :   687,020:   148,991    126,646    247,348    254,468    263,957    650,806    637,952:    36,214     49,069
Old  :   645,468:   142,624    128,481    229,534    240,346    246,129    612,504    604,144:    32,964     41,324
Other:    41,553:    17,554      9,352      6,628     14,121     17,828     38,302     33,807:     3,250      7,745
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    -9,123:    -8,595     -3,676     -6,912      6,806      3,635     -8,701     -6,953:      -422     -2,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       18.4       36.0       37.0       38.4       94.7       92.9:       5.3        7.1
Old  :     100.0:      22.1       19.9       35.6       37.2       38.1       94.9       93.6:       5.1        6.4
Other:     100.0:      42.2       22.5       15.9       34.0       42.9       92.2       81.4:       7.8       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       439:       130        143        187        115        126        365        360:
Old  :       438:       135        147        181        113        126        361        355:
Other:       146:        36         30         28         26         65         76        114:
     :----------------------------------------------------------------------------------------------------
     :             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        9.8       20.5       17.2        9.0        6.3       15.0       10.7
Old  :                 14.0       10.1       21.0       17.6        9.2        6.6       15.6       10.8
Other:                 33.4       25.8       49.2       37.9       33.2       18.0       42.8       26.4
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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  :    19,290:     7,860        380        200     10,980     18,450     19,040     19,030:       250        260
Old  :    19,290:     7,860        380        200     10,980     18,450     19,040     19,030:       250        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :       340:        50       -370          0        190        660        240        290:       100         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7        2.0        1.0       56.9       95.6       98.7       98.7:       1.3        1.3
Old  :     100.0:      40.7        2.0        1.0       56.9       95.6       98.7       98.7:       1.3        1.3
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  :        22:         4          2          1          9         13         14         15:
Old  :        22:         4          2          1          9         13         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       70.1       90.9       86.5       65.6       54.2       77.6       70.6
Old  :                 68.6       70.1       90.9       86.5       65.6       54.2       77.6       70.6
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 with Delta-adjusted Options and Futures Combined, June 05, 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  :   330,723:    99,196     25,474     90,449    117,955    187,169    307,600    303,092:    23,124     27,631
Old  :   319,589:    99,152     25,174     87,275    111,085    183,168    297,512    295,617:    22,076     23,972
Other:    11,135:     2,606      2,863        611      6,870      4,001     10,087      7,475:     1,047      3,659
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    12,409:     5,539     -1,543      7,638       -875      5,674     12,302     11,769:       107        640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        7.7       27.3       35.7       56.6       93.0       91.6:       7.0        8.4
Old  :     100.0:      31.0        7.9       27.3       34.8       57.3       93.1       92.5:       6.9        7.5
Other:     100.0:      23.4       25.7        5.5       61.7       35.9       90.6       67.1:       9.4       32.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        97         55         96         80         95        222        212:
Old  :       272:        99         55         95         77         94        219        210:
Other:        84:        15         16         10         16         48         36         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       19.9       23.0       30.2        7.7       14.0       13.5       19.8
Old  :                 14.4       20.5       23.6       30.6        7.9       16.1       13.9       22.1
Other:                 63.0       27.9       77.7       39.2       62.9       26.8       75.7       36.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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  : 2,558,208:   511,247    283,610    764,802  1,052,794  1,221,453  2,328,844  2,269,865:   229,364    288,343
Old  : 1,427,842:   352,569    338,001    412,526    540,788    575,484  1,305,882  1,326,010:   121,959    101,831
Other: 1,130,367:   299,057     85,988    211,898    512,007    645,969  1,022,962    943,855:   107,405    186,512
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    47,121:   -33,165     56,174     38,073     37,653    -38,385     42,561     55,861:     4,560     -8,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       11.1       29.9       41.2       47.7       91.0       88.7:       9.0       11.3
Old  :     100.0:      24.7       23.7       28.9       37.9       40.3       91.5       92.9:       8.5        7.1
Other:     100.0:      26.5        7.6       18.7       45.3       57.1       90.5       83.5:       9.5       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       998:       282        174        301        424        444        836        813:
Old  :       916:       231        185        211        380        384        705        690:
Other:       814:       201        128        156        266        411        545        626:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8        8.7       17.2       14.5        5.7        5.0        9.4        8.9
Old  :                  7.5       10.1       14.3       17.6        5.9        8.7       10.7       13.6
Other:                 15.9       10.1       23.5       16.8        9.7        6.4       15.4       11.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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  :     5,457:     1,177      1,051        292        959      2,159      2,427      3,502:     3,030      1,955
Old  :     5,457:     1,177      1,051        292        959      2,159      2,427      3,502:     3,030      1,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :       249:        -8       -183         38       -105         10        -75       -134:       324        383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       19.3        5.4       17.6       39.6       44.5       64.2:      55.5       35.8
Old  :     100.0:      21.6       19.3        5.4       17.6       39.6       44.5       64.2:      55.5       35.8
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  :        24:         6          8          3          6          8         13         18:
Old  :        24:         6          8          3          6          8         13         18:
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  :                 28.7       28.4       40.6       44.5       25.5       27.9       36.6       43.6
Old  :                 28.7       28.4       40.6       44.5       25.5       27.9       36.6       43.6
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 with Delta-adjusted Options and Futures Combined, June 05, 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  : 1,105,632:   191,775     96,779    294,689    557,799    596,981  1,044,263    988,449:    61,369    117,183
Old  :   510,379:   127,774     96,814    109,123    244,548    266,571    481,445    472,508:    28,934     37,871
Other:   595,253:   127,963     63,927    121,604    313,251    330,410    562,818    515,942:    32,435     79,312
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :     9,344:   -27,350      9,390     27,016      7,769    -24,084      7,435     12,323:     1,909     -2,979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        8.8       26.7       50.5       54.0       94.4       89.4:       5.6       10.6
Old  :     100.0:      25.0       19.0       21.4       47.9       52.2       94.3       92.6:       5.7        7.4
Other:     100.0:      21.5       10.7       20.4       52.6       55.5       94.6       86.7:       5.4       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       724:       235        155        266        226        273        582        602:
Old  :       639:       200        146        167        167        238        432        492:
Other:       628:       181        151        154        179        249        442        480:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       11.9       20.5       20.4        8.2        7.2       12.5       12.2
Old  :                 13.5       18.0       21.4       26.1       10.6       11.7       17.6       19.5
Other:                 16.7       12.1       25.7       20.4        9.9        7.3       15.6       11.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    32,069:    15,981      3,398        584        626      8,793     17,191     12,775:    14,878     19,294
Old  :     6,427:     4,558        440        465        626      1,731      5,649      2,636:       778      3,791
Other:    25,642:    11,423      2,958        119          0      7,062     11,542     10,139:    14,100     15,503
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :      -152:      -245       -617          5          0        258       -240       -354:        88        202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8       10.6        1.8        2.0       27.4       53.6       39.8:      46.4       60.2
Old  :     100.0:      70.9        6.8        7.2        9.7       26.9       87.9       41.0:      12.1       59.0
Other:     100.0:      44.5       11.5        0.5        0.0       27.5       45.0       39.5:      55.0       60.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          8          4          2         19          7         30:
Old  :        30:         4          7          2          2         19          7         27:
Other:        31:         4          8          3          0         19          4         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.7       15.1       53.6       22.5       49.8       15.1       51.1       22.5
Old  :                 78.1       25.3       87.9       33.8       74.0       21.1       80.4       27.5
Other:                 45.0       15.8       45.0       23.4       44.5       15.8       44.5       23.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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  :   534,745:   135,064    144,250    139,907    219,932    219,887    494,902    504,043:    39,843     30,703
Old  :   306,297:   131,587    131,495     43,103    109,133    111,540    283,823    286,137:    22,474     20,160
Other:   228,448:    66,032     75,311     34,248    110,798    108,347    211,078    217,905:    17,370     10,543
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    -1,715:     1,304      7,164      3,711     -5,841    -11,543       -825       -668:      -890     -1,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       27.0       26.2       41.1       41.1       92.5       94.3:       7.5        5.7
Old  :     100.0:      43.0       42.9       14.1       35.6       36.4       92.7       93.4:       7.3        6.6
Other:     100.0:      28.9       33.0       15.0       48.5       47.4       92.4       95.4:       7.6        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:        96        118        136         93         88        281        284:
Old  :       341:       109        112         82         85         78        229        239:
Other:       253:        76         76         71         64         60        184        174:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       16.3       17.1       23.1       10.0       15.5       16.1       21.0
Old  :                 11.7       14.5       20.0       23.7       11.2       14.4       19.4       22.7
Other:                 16.1       22.9       26.5       32.7       15.4       20.9       25.6       30.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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  : 1,001,347:    96,672    108,645    134,081    621,906    571,522    852,659    814,248:   148,687    187,099
Old  : 1,001,347:    96,672    108,645    134,081    621,906    571,522    852,659    814,248:   148,687    187,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :  -107,461:    -1,827    -20,712    -22,344    -60,339    -24,158    -84,510    -67,214:   -22,951    -40,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       10.8       13.4       62.1       57.1       85.2       81.3:      14.8       18.7
Old  :     100.0:       9.7       10.8       13.4       62.1       57.1       85.2       81.3:      14.8       18.7
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  :       194:        42         29         45        103        103        163        159:
Old  :       194:        42         29         45        103        103        163        159:
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  :                 20.6       23.8       28.0       32.2       11.9       14.9       17.7       20.5
Old  :                 20.6       23.8       28.0       32.2       11.9       14.9       17.7       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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  : 1,028,586:    75,995    260,313     40,816    787,581    624,727    904,392    925,856:   124,194    102,730
Old  : 1,028,586:    75,995    260,313     40,816    787,581    624,727    904,392    925,856:   124,194    102,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :   -71,222:    -6,094    -11,339        962    -41,078    -31,582    -46,209    -41,959:   -25,013    -29,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       25.3        4.0       76.6       60.7       87.9       90.0:      12.1       10.0
Old  :     100.0:       7.4       25.3        4.0       76.6       60.7       87.9       90.0:      12.1       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        18         22         26         71         67        101        104:
Old  :       132:        18         22         26         71         67        101        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       32.6       36.8       44.1       17.3       32.6       29.2       42.6
Old  :                 23.9       32.6       36.8       44.1       17.3       32.6       29.2       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     1,873:       489        250        405        725        952      1,619      1,607:       254        266
Old  :     1,873:       489        250        405        725        952      1,619      1,607:       254        266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :      -334:      -167       -101         -6       -109       -299       -282       -406:       -52         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       13.3       21.6       38.7       50.8       86.4       85.8:      13.6       14.2
Old  :     100.0:      26.1       13.3       21.6       38.7       50.8       86.4       85.8:      13.6       14.2
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  :        23:        11          3          5          7          7         20         13:
Old  :        23:        11          3          5          7          7         20         13:
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  :                 52.9       61.7       67.9       76.5       34.8       42.3       44.4       52.7
Old  :                 52.9       61.7       67.9       76.5       34.8       42.3       44.4       52.7
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 with Delta-adjusted Options and Futures Combined, June 05, 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  :   578,191:   159,433     27,442    137,871    231,880    377,151    529,185    542,464:    49,007     35,727
Old  :   332,796:   131,495     37,241     52,283    117,423    222,061    301,201    311,585:    31,595     21,211
Other:   245,395:    71,043     33,305     42,484    114,457    155,090    227,984    230,879:    17,411     14,516
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :   -13,645:   -10,954        805      4,586     -2,907    -21,706     -9,275    -16,315:    -4,370      2,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        4.7       23.8       40.1       65.2       91.5       93.8:       8.5        6.2
Old  :     100.0:      39.5       11.2       15.7       35.3       66.7       90.5       93.6:       9.5        6.4
Other:     100.0:      29.0       13.6       17.3       46.6       63.2       92.9       94.1:       7.1        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:       134         44        123        113        114        299        253:
Old  :       318:       133         47         77        102        105        258        208:
Other:       252:        81         61         69         83         76        208        165:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.2       26.0       16.2       35.9        7.6       24.5       11.7       32.0
Old  :                 12.5       29.7       19.9       40.4       12.2       28.3       18.2       38.7
Other:                 12.1       26.1       20.1       34.7        9.0       23.7       16.2       30.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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  :    11,436:       974      3,385      1,907      6,500      4,116      9,381      9,409:     2,055      2,027
Old  :     7,254:       760      3,479      1,117      4,166      1,130      6,043      5,726:     1,211      1,528
Other:     4,182:       809        502        195      2,333      2,986      3,338      3,683:       844        499
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :     1,363:       -22      1,431        360        855       -469      1,194      1,321:       169         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       29.6       16.7       56.8       36.0       82.0       82.3:      18.0       17.7
Old  :     100.0:      10.5       48.0       15.4       57.4       15.6       83.3       78.9:      16.7       21.1
Other:     100.0:      19.4       12.0        4.7       55.8       71.4       79.8       88.1:      20.2       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        16         21         12         23         14         43         44:
Old  :        57:        14         19          9         20          9         36         35:
Other:        39:         8         11          8         11         11         24         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       27.5       48.3       44.5       29.0       24.4       36.7       37.8
Old  :                 32.3       30.1       49.6       48.8       25.3       25.6       37.1       39.5
Other:                 52.3       56.0       66.8       70.5       51.4       56.0       65.9       70.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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  : 1,880,280:   438,505    422,172    118,395  1,194,399  1,171,316  1,751,299  1,711,882:   128,981    168,398
Old  : 1,880,280:   438,505    422,172    118,395  1,194,399  1,171,316  1,751,299  1,711,882:   128,981    168,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :  -312,586:   -63,563    -12,129   -161,042    -48,934    -98,179   -273,539   -271,351:   -39,047    -41,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       22.5        6.3       63.5       62.3       93.1       91.0:       6.9        9.0
Old  :     100.0:      23.3       22.5        6.3       63.5       62.3       93.1       91.0:       6.9        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:        54         72         47        146        141        227        233:
Old  :       331:        54         72         47        146        141        227        233:
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  :                 15.9       20.4       26.9       30.6       13.8       17.1       23.1       25.7
Old  :                 15.9       20.4       26.9       30.6       13.8       17.1       23.1       25.7
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 with Delta-adjusted Options and Futures Combined, June 05, 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  : 4,294,046:   600,236    858,622    570,975  2,767,159  2,317,769  3,938,370  3,747,366:   355,676    546,680
Old  : 4,294,046:   600,236    858,622    570,975  2,767,159  2,317,769  3,938,370  3,747,366:   355,676    546,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :  -527,509:   -59,269   -106,780   -120,155   -274,191   -191,708   -453,614   -418,643:   -73,895   -108,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       20.0       13.3       64.4       54.0       91.7       87.3:       8.3       12.7
Old  :     100.0:      14.0       20.0       13.3       64.4       54.0       91.7       87.3:       8.3       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       472:        77        115        107        215        238        348        404:
Old  :       472:        77        115        107        215        238        348        404:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       13.1       32.7       20.3       19.2        9.3       27.2       14.3
Old  :                 22.1       13.1       32.7       20.3       19.2        9.3       27.2       14.3
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 with Delta-adjusted Options and Futures Combined, June 05, 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  :   525,972:    61,461     52,397      5,221    354,482    287,120    421,164    344,738:   104,808    181,234
Old  :   525,972:    61,461     52,397      5,221    354,482    287,120    421,164    344,738:   104,808    181,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :   -53,915:     7,920         49     -3,650    -37,665    -32,289    -33,395    -35,890:   -20,520    -18,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       10.0        1.0       67.4       54.6       80.1       65.5:      19.9       34.5
Old  :     100.0:      11.7       10.0        1.0       67.4       54.6       80.1       65.5:      19.9       34.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        14         11          6         53         54         70         68:
Old  :        97:        14         11          6         53         54         70         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       13.2       37.2       22.3       27.1       12.7       35.4       20.6
Old  :                 28.2       13.2       37.2       22.3       27.1       12.7       35.4       20.6
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 with Delta-adjusted Options and Futures Combined, June 05, 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  : 4,047,855:   521,006  1,055,732    410,380  2,853,995  2,175,042  3,785,381  3,641,154:   262,473    406,700
Old  : 4,047,855:   521,006  1,055,732    410,380  2,853,995  2,175,042  3,785,381  3,641,154:   262,473    406,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :  -241,028:   -72,145     39,169    -45,848    -41,774   -115,065   -159,766   -121,744:   -81,262   -119,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       26.1       10.1       70.5       53.7       93.5       90.0:       6.5       10.0
Old  :     100.0:      12.9       26.1       10.1       70.5       53.7       93.5       90.0:       6.5       10.0
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  :       354:        61         71         72        160        176        258        282:
Old  :       354:        61         71         72        160        176        258        282:
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  :                 31.5       17.4       42.4       27.8       25.7       15.9       36.3       23.5
Old  :                 31.5       17.4       42.4       27.8       25.7       15.9       36.3       23.5
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 with Delta-adjusted Options and Futures Combined, June 05, 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  : 1,887,053:   227,032    182,209    467,239  1,166,087  1,185,861  1,860,357  1,835,309:    26,696     51,745
Old  : 1,887,053:   227,032    182,209    467,239  1,166,087  1,185,861  1,860,357  1,835,309:    26,696     51,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :  -271,443:  -178,527    -39,688    -29,215    -40,863   -174,225   -248,605   -243,128:   -22,838    -28,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        9.7       24.8       61.8       62.8       98.6       97.3:       1.4        2.7
Old  :     100.0:      12.0        9.7       24.8       61.8       62.8       98.6       97.3:       1.4        2.7
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  :       151:        31         38         53         59         72        117        144:
Old  :       151:        31         38         53         59         72        117        144:
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  :                 29.9       26.1       44.5       36.7       20.9       18.3       27.9       24.9
Old  :                 29.9       26.1       44.5       36.7       20.9       18.3       27.9       24.9
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 with Delta-adjusted Options and Futures Combined, June 05, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    50,488:    16,153      7,551        987     25,239     35,201     42,379     43,739:     8,110      6,750
Old  :    50,488:    16,153      7,551        987     25,239     35,201     42,379     43,739:     8,110      6,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    -3,665:       159     -2,096       -915     -1,767       -588     -2,523     -3,600:    -1,141        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       15.0        2.0       50.0       69.7       83.9       86.6:      16.1       13.4
Old  :     100.0:      32.0       15.0        2.0       50.0       69.7       83.9       86.6:      16.1       13.4
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  :        99:        36         15         12         31         29         73         50:
Old  :        99:        36         15         12         31         29         73         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       35.7       46.2       55.8       37.6       33.6       46.1       53.2
Old  :                 37.7       35.7       46.2       55.8       37.6       33.6       46.1       53.2
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 with Delta-adjusted Options and Futures Combined, June 05, 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  :   100,976:    32,306     15,101      1,973     50,478     70,403     84,757     87,477:    16,219     13,499
Old  :   100,976:    32,306     15,101      1,973     50,478     70,403     84,757     87,477:    16,219     13,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    -7,329:       319     -4,192     -1,830     -3,535     -1,177     -5,046     -7,200:    -2,283       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       15.0        2.0       50.0       69.7       83.9       86.6:      16.1       13.4
Old  :     100.0:      32.0       15.0        2.0       50.0       69.7       83.9       86.6:      16.1       13.4
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  :        99:        36         15         12         31         29         73         50:
Old  :        99:        36         15         12         31         29         73         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       35.7       46.2       55.8       37.6       33.6       46.1       53.2
Old  :                 37.7       35.7       46.2       55.8       37.6       33.6       46.1       53.2
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 with Delta-adjusted Options and Futures Combined, June 05, 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  :    72,627:    62,434     72,242        295      9,620          0     72,349     72,537:       278         90
Old  :    72,627:    62,434     72,242        295      9,620          0     72,349     72,537:       278         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :    -5,386:    -5,396     -5,435          0        -43          0     -5,439     -5,435:        53         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.0       99.5        0.4       13.2        0.0       99.6       99.9:       0.4        0.1
Old  :     100.0:      86.0       99.5        0.4       13.2        0.0       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        30          9          2          3          0         34         10:
Old  :        42:        30          9          2          3          0         34         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.3       93.9       87.0       99.8       72.0       93.9       86.7       99.4
Old  :                 72.3       93.9       87.0       99.8       72.0       93.9       86.7       99.4
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 with Delta-adjusted Options and Futures Combined, June 05, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    33,640:     5,033     14,064        249     28,318     19,244     33,600     33,557:        40         83
Old  :    33,640:     5,033     14,064        249     28,318     19,244     33,600     33,557:        40         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :       430:       542        928        -15        -72       -466        455        447:       -25        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       41.8        0.7       84.2       57.2       99.9       99.8:       0.1        0.2
Old  :     100.0:      15.0       41.8        0.7       84.2       57.2       99.9       99.8:       0.1        0.2
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  :        47:         5         17          1          8         18         14         35:
Old  :        47:         5         17          1          8         18         14         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.6       42.1       96.9       64.2       87.6       42.1       96.9       64.2
Old  :                 87.6       42.1       96.9       64.2       87.6       42.1       96.9       64.2
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 with Delta-adjusted Options and Futures Combined, June 05, 2018                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    19,590:    18,188      8,823          0      1,391     10,686     19,579     19,509:        11         81
Old  :    19,590:    18,188      8,823          0      1,391     10,686     19,579     19,509:        11         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2018                         :
     :       363:       403         35          0          0        296        403        331:       -40         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      92.8       45.0        0.0        7.1       54.5       99.9       99.6:       0.1        0.4
Old  :     100.0:      92.8       45.0        0.0        7.1       54.5       99.9       99.6:       0.1        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  :        35:         7         13          0          3         13         10         26:
Old  :        35:         7         13          0          3         13         10         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.0       42.4       99.1       69.1       91.9       42.4       95.6       69.1
Old  :                 95.0       42.4       99.1       69.1       91.9       42.4       95.6       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 8, 2018