WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      599,702
COMMITMENTS
 129,456  108,558  201,925  236,429  241,513  567,810  551,996   31,892   47,706

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:    -10,766)
     736   -8,560   -8,379   -2,597    6,613  -10,240  -10,326     -526     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     18.1     33.7     39.4     40.3     94.7     92.0      5.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     133      141      168      109      128      344      352                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       24,303
COMMITMENTS
   8,770      100    1,200   14,153   22,307   24,123   23,607      180      696

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:      2,083)
     100        0      600    1,343    1,267    2,043    1,867       40      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1      0.4      4.9     58.2     91.8     99.3     97.1      0.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        4       11       16       18       20                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      302,683
COMMITMENTS
  85,114   53,797   70,488  125,643  153,410  281,245  277,695   21,439   24,989

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:      9,212)
     868   -2,386    3,456    4,468    7,886    8,792    8,957      419      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     17.8     23.3     41.5     50.7     92.9     91.7      7.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      82       59       78       96       96      219      202                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,470,639
COMMITMENTS
 423,541  476,988  756,370  1057615  997,959  2237525  2231316  233,113  239,322

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:     60,748)
    -560   11,425   43,743   13,518    6,386   56,701   61,554    4,048     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     19.3     30.6     42.8     40.4     90.6     90.3      9.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      969)
     265      176      277      420      425      810      776                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,319
COMMITMENTS
   1,230    1,120      210    1,686    2,311    3,125    3,641    2,194    1,678

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:        163)
      20      109       12       54       83       86      204       77      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     21.1      3.9     31.7     43.5     58.8     68.4     41.2     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        8        3        7        9       14       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,090,029
COMMITMENTS
 153,071  197,760  340,450  514,785  452,291  1008306  990,501   81,723   99,527

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:     -1,003)
    -765    9,985    3,265   -5,292  -12,146   -2,792    1,104    1,789   -2,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     18.1     31.2     47.2     41.5     92.5     90.9      7.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      728)
     227      192      259      238      253      591      587                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,846
COMMITMENTS
  10,632    3,446      552       58    7,782   11,242   11,780   14,604   14,066

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:       -552)
      84     -204       66     -513      196     -363       58     -189     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.1     13.3      2.1      0.2     30.1     43.5     45.6     56.5     54.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        8        5        4       22        9       32                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      565,582
COMMITMENTS
 106,130  165,301  149,240  268,665  215,820  524,035  530,361   41,547   35,222

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:     15,129)
  -5,126   -7,577   13,882    8,144    9,618   16,901   15,924   -1,772     -795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     29.2     26.4     47.5     38.2     92.7     93.8      7.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      79      131      122       97       86      263      287                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,021,276
COMMITMENTS
 132,468  140,173  135,158  594,535  548,719  862,161  824,051  159,115  197,226

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:     10,192)
  -7,940    2,791   16,288    9,208   -7,736   17,555   11,343   -7,363   -1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     13.7     13.2     58.2     53.7     84.4     80.7     15.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      47       37       54       97      100      167      168                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,007,387
COMMITMENTS
  88,285  301,420   12,792  762,286  587,922  863,363  902,134  144,024  105,254

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:     10,086)
   5,666    8,607     -925    6,440  -10,194   11,182   -2,511   -1,095   12,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     29.9      1.3     75.7     58.4     85.7     89.6     14.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      18       20       19       65       64       92       94                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      584,459
COMMITMENTS
 123,067   37,333  172,082  236,852  336,529  532,001  545,944   52,458   38,515

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:       -712)
  -1,485    3,036    1,253     -146   -5,312     -379   -1,024     -333      312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      6.4     29.4     40.5     57.6     91.0     93.4      9.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     117       47      127      117      107      291      255                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,773
COMMITMENTS
   2,137    1,183      578    4,398    5,896    7,113    7,657    1,660    1,115

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:        406)
     459     -139       57      -28      400      488      319      -82       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     13.5      6.6     50.1     67.2     81.1     87.3     18.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      22        7       12       15       19       41       36                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,995,535
COMMITMENTS
 478,902  527,302  149,532  1242178  1131673  1870612  1808507  124,923  187,028

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:     26,225)
   3,685   34,417   13,393    6,130  -28,465   23,208   19,345    3,016    6,879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     26.4      7.5     62.2     56.7     93.7     90.6      6.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      58       77       50      145      140      231      239                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,523,654
COMMITMENTS
 568,445  1031030  609,133  2990780  2333798  4168357  3973960  355,297  549,694

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:     71,357)
 -28,015   60,825    5,228   99,930   -7,918   77,143   58,136   -5,786   13,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     22.8     13.5     66.1     51.6     92.1     87.8      7.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
      73      118      109      215      233      355      393                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      579,162
COMMITMENTS
  75,704   60,191   18,262  385,376  333,872  479,342  412,325   99,820  166,837

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:      1,050)
    -677   -6,414   -1,133    5,472   10,643    3,662    3,096   -2,612   -2,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     10.4      3.2     66.5     57.6     82.8     71.2     17.2     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      14       14       12       57       55       81       71                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,159,013
COMMITMENTS
 533,294  1223239  337,399  2989606  2151221  3860299  3711860  298,714  447,153

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:     85,295)
  -3,748   -4,771   17,602   48,007   39,691   61,861   52,522   23,433   32,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     29.4      8.1     71.9     51.7     92.8     89.2      7.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      53       86       65      147      169      239      281                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,936,551
COMMITMENTS
 295,085  140,034  502,477  1106396  1233745  1903958  1876256   32,592   60,295

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:     49,912)
  13,351  -14,554   15,748   19,966   44,817   49,065   46,011      847    3,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      7.2     25.9     57.1     63.7     98.3     96.9      1.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      32       37       49       64       70      120      136                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       46,086
COMMITMENTS
  18,602    8,161    1,972   16,971   29,188   37,544   39,321    8,542    6,765

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:      1,627)
   2,186    1,672     -147     -237        3    1,802    1,528     -175       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.4     17.7      4.3     36.8     63.3     81.5     85.3     18.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      34       24       13       27       29       66       61                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,172
COMMITMENTS
  37,204   16,322    3,944   33,941   58,377   75,088   78,642   17,084   13,530

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:      3,253)
   4,372    3,344     -293     -475        6    3,604    3,057     -351      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.4     17.7      4.3     36.8     63.3     81.5     85.3     18.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      34       24       13       27       29       66       61                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       28,015
COMMITMENTS
   2,234      664        0   23,621   27,141   25,855   27,805    2,160      210

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:       -430)
    -481      203        0       90     -420     -391     -217      -39     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      2.4      0.0     84.3     96.9     92.3     99.3      7.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0       12       12       15       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       33,179
COMMITMENTS
  27,745   30,248      452    4,798    2,474   32,995   33,174      184        5

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:     -2,648)
  -1,551   -5,111        0   -1,126    2,474   -2,677   -2,637       29      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.6     91.2      1.4     14.5      7.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      29       14        2        2        1       32       16                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       31,566
COMMITMENTS
  16,755   13,826      215   14,525   17,442   31,495   31,483       71       83

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:        -47)
     580      -26        0     -633      -36      -53      -62        6       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.1     43.8      0.7     46.0     55.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3       14        1        9       17       13       31                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       15,063
COMMITMENTS
  11,231    6,430        9    3,775    8,563   15,015   15,002       48       61

CHANGES FROM 07/17/18 (CHANGE IN OPEN INTEREST:        744)
     740      -57        0        0      801      740      744        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.6     42.7      0.1     25.1     56.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6       12        1        3       12       10       24                  



Updated July 27, 2018