WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      589,541
COMMITMENTS
 131,538  135,389  192,217  236,521  214,925  560,276  542,531   29,264   47,009

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:    -63,217)
  -2,924     -329  -43,053  -15,442  -18,677  -61,419  -62,059   -1,798   -1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     23.0     32.6     40.1     36.5     95.0     92.0      5.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     119      156      159      110      116      339      339                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,900
COMMITMENTS
   9,710      100      300   11,630   21,400   21,640   21,800      260      100

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        -40)
     -50      100        0       10     -140      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.3      0.5      1.4     53.1     97.7     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       11       16       15       17                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      264,423
COMMITMENTS
  85,658   42,223   51,322  106,782  142,966  243,761  236,512   20,661   27,911

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:    -29,982)
  -5,490   13,038  -16,125   -8,056  -26,636  -29,671  -29,723     -312     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4     16.0     19.4     40.4     54.1     92.2     89.4      7.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      87       51       69       81       86      196      188                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,386,393
COMMITMENTS
 494,031  421,085  643,855  1024448  1059091  2162334  2124031  224,059  262,362

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:   -249,563)
  -9,044   38,291 -156,367  -82,082 -121,432 -247,493 -239,508   -2,070  -10,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     17.6     27.0     42.9     44.4     90.6     89.0      9.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      954)
     274      158      263      423      424      795      767                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,297
COMMITMENTS
   1,051    1,320      184    1,784    2,092    3,019    3,596    2,278    1,701

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -246)
     154       56     -289      -72       90     -207     -143      -40     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     24.9      3.5     33.7     39.5     57.0     67.9     43.0     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        9        2        9        9       14       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,020,620
COMMITMENTS
 143,889  173,843  275,359  524,626  466,458  943,874  915,660   76,746  104,960

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:   -179,153)
 -12,135   15,933 -103,399  -65,505  -85,845 -181,038 -173,310    1,885   -5,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     17.0     27.0     51.4     45.7     92.5     89.7      7.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      707)
     216      166      251      229      251      568      570                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       28,808
COMMITMENTS
  12,688    3,415      552      662    7,409   13,902   11,376   14,906   17,432

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     -2,479)
  -1,780      385     -506       46     -680   -2,240     -801     -239   -1,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.0     11.9      1.9      2.3     25.7     48.3     39.5     51.7     60.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        9        5        6       20       12       31                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      524,465
COMMITMENTS
 127,112  169,217  116,774  237,175  199,760  481,061  485,751   43,404   38,714

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:    -38,224)
   2,997     -876  -26,440  -19,019  -14,179  -42,462  -41,495    4,238    3,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     32.3     22.3     45.2     38.1     91.7     92.6      8.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      80      112      118       91       79      251      266                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      946,549
COMMITMENTS
  99,818  116,025  112,562  578,540  520,775  790,920  749,361  155,629  197,187

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:    -60,097)
  -2,531      603  -22,689  -41,462  -35,952  -66,682  -58,038    6,585   -2,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     12.3     11.9     61.1     55.0     83.6     79.2     16.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      45       29       49       92       90      156      149                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      964,064
COMMITMENTS
  83,756  269,524   18,391  730,995  576,675  833,142  864,590  130,922   99,474

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:    -13,723)
    -226   -3,607  -11,655   -9,265     -341  -21,146  -15,603    7,424    1,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     28.0      1.9     75.8     59.8     86.4     89.7     13.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      19       20       23       68       67       97      100                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,943
COMMITMENTS
     625      623      178      879      801    1,682    1,602      261      341

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        -57)
      13      155     -110       80      -92      -17      -47      -40      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     32.1      9.2     45.2     41.2     86.6     82.4     13.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        5        3        8        9       16       15                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      545,769
COMMITMENTS
 127,204   30,498  145,113  223,364  331,752  495,681  507,363   50,088   38,406

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:    -48,247)
 -16,474    1,829  -17,526  -14,424  -34,953  -48,424  -50,649      178    2,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.3      5.6     26.6     40.9     60.8     90.8     93.0      9.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     107       47      119      115      110      286      248                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,629
COMMITMENTS
   1,408    3,157      462    4,815    3,612    6,684    7,231    1,945    1,398

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     -3,161)
      83     -963   -1,575   -1,607     -373   -3,099   -2,911      -62     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     36.6      5.3     55.8     41.9     77.5     83.8     22.5     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      18       14       10       14       11       34       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,908,046
COMMITMENTS
 489,256  458,706  106,493  1188033  1166851  1783782  1732049  124,265  175,997

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     26,144)
  33,851   17,669   -6,984   -5,064   19,055   21,803   29,740    4,342   -3,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6     24.0      5.6     62.3     61.2     93.5     90.8      6.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      65       71       51      140      138      229      236                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,124,198
COMMITMENTS
 579,649  864,643  507,366  2671952  2219326  3758967  3591336  365,231  532,862

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:   -225,552)
 -68,342   -3,216 -111,695  -65,654  -92,304 -245,691 -207,214   20,139  -18,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     21.0     12.3     64.8     53.8     91.1     87.1      8.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
      81       99      102      203      228      332      381                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      543,463
COMMITMENTS
  69,721   52,190   11,645  361,982  306,234  443,348  370,069  100,115  173,394

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:     14,543)
   7,893    9,438    1,215       67    2,858    9,175   13,511    5,368    1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      9.6      2.1     66.6     56.3     81.6     68.1     18.4     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      16       11        8       56       56       77       70                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,016,138
COMMITMENTS
 544,276  1091241  347,376  2860815  2164619  3752467  3603235  263,671  412,902

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:   -136,380)
  -1,136   41,870  -79,691  -56,509  -99,524 -137,337 -137,345      957      966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     27.2      8.6     71.2     53.9     93.4     89.7      6.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      54       77       70      143      179      240      283                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,035,286
COMMITMENTS
 360,009  140,938  483,882  1161737  1357024  2005628  1981843   29,658   53,443

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:    -42,390)
  -7,587  -14,754  -12,103   -8,680     -592  -28,369  -27,448  -14,022  -14,942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      6.9     23.8     57.1     66.7     98.5     97.4      1.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      30       36       55       59       67      116      136                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,431
COMMITMENTS
  15,138   11,839    1,657   18,135   26,031   34,930   39,527    9,501    4,904

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        215)
    -821    2,299      439       62   -1,600     -320    1,138      535     -924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1     26.6      3.7     40.8     58.6     78.6     89.0     21.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      34       16       12       28       34       66       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,862
COMMITMENTS
  30,276   23,677    3,315   36,269   52,063   69,860   79,055   19,002    9,807

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        429)
  -1,642    4,598      878      124   -3,199     -641    2,277    1,070   -1,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1     26.6      3.7     40.8     58.6     78.6     89.0     21.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      34       16       12       28       34       66       58                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       27,203
COMMITMENTS
   2,378        0        0   23,249   26,432   25,627   26,432    1,576      771

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      0.0      0.0     85.5     97.2     94.2     97.2      5.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11        9       13        9                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       52,025
COMMITMENTS
  45,163   51,725      295    6,376        0   51,834   52,020      191        5

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:    -11,973)
  -2,693   -2,787   -9,191     -124        0  -12,008  -11,978       35        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.8     99.4      0.6     12.3      0.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      33       11        2        2        0       36       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,528
COMMITMENTS
  18,490   13,332      229   12,781   17,920   31,500   31,481       28       47

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:       -656)
    -414     -633      -13     -186        9     -613     -637      -43      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.6     42.3      0.7     40.5     56.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5       15        1        9       17       15       32                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       16,838
COMMITMENTS
  13,038    8,294        9    3,775    8,479   16,822   16,782       16       56

CHANGES FROM 06/19/18 (CHANGE IN OPEN INTEREST:        173)
     548      176        0     -380        4      168      180        5       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    77.4     49.3      0.1     22.4     50.4     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       12        1        3       12       11       24                  



Updated June 29, 2018